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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme

A constraint-reduced Mehrotra-predictor-corrector algorithm for convex quadratic programming is proposed. (At each iteration, such algorithms use only a subset of the inequality constraints in constructing the search direction, resulting in CPU savings.) The proposed algorithm makes use of a regularization scheme to cater to cases where the reduced constraint matrix is rank deficient. Global and local convergence properties are established under arbitrary working-set selection rules subject to satisfaction of a general condition. A modified active-set identification scheme that fulfills this condition is introduced. Numerical tests show great promise for the proposed algorithm, in particular for its active-set identification scheme. While the focus of the present paper is on dense systems, application of the main ideas to large sparse systems is briefly discussed.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

A Multi-Parametric optimization approach for bilevel mixed-integer linear and quadratic programming problems

Optimization problems involving two decision makers at two different decision levels are referred to as bi-level programming problems. Herein, we present novel algorithms for the exact and global solution of two classes of bi-level programming problems, namely (i) bi-level mixed-integer linear programming problems (B-MILP) and (ii) bi-level mixed-integer convex quadratic programming problems (B-MIQP) containing both integer and bounded continuous variables at both optimization levels. Based on multi-parametric programming theory, the main idea is to recast the lower level problem as a multi-parametric programming problem, in which the optimization variables of the upper level problem are considered as bounded parameters for the lower level. The resulting exact multi-parametric mixed-integer linear or quadratic solutions are then substituted into the upper level problem, which can be solved as a set of single-level, independent, deterministic mixed-integer optimization problems. Extensions to problems including right-hand-side uncertainty on both lower and upper levels are also discussed. Finally, computational implementation and studies are presented through test problems.

42 ENGINEERING↗
DOE OSTI2023

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes

Online feedback-based optimization has become a promising framework for real-time optimization and control of complex engineering systems. This tutorial paper surveys the recent advances in the field as well as provides novel convergence results for primal-dual online algorithms with heterogeneous step sizes for different elements of the gradient. The analysis is performed for quadratic programs and the approach is illustrated on applications for adaptive step-size and model-free online algorithms, in the context of optimal control of modern power systems.

gradient methods↗
DOE OSTI2020

A quadratic programming flux correction method for high-order DG discretizations of S transport

In this work, we present a new flux-fixup approach for arbitrarily high-order discontinuous Galerkin (DG) discretizations of the S N transport equation, and we demonstrate the compatibility of this approach with the Variable Eddington Factor (VEF) method. The new fixup approach is sweep-compatible: during a transport sweep (block Gauss-Seidel iteration in which the scattering source is lagged), a local quadratic programming (QP) problem is solved in each spatial element to ensure that the solution satisfies certain physical constraints, including local particle balance. In this paper, we describe two choices of physical constraints, resulting in two variants of the method: QP Zero (QPZ) and QP Maximum Principle (QPMP). In QPZ, the finite element coefficients of the solution are constrained to be nonnegative. In QPMP, they are constrained to adhere to an approximate discrete maximum principle. There are two primary takeaways in this paper. First, when the positive Bernstein basis is used for DG discretization, the QPMP method eliminates negativities, preserves high-order accuracy for smooth problems, and significantly dampens unphysical oscillations in the solution. The latter feature – the dampening of unphysical oscillations – is an improvement upon standard, simpler fixup approaches such as the approach described in (denoted as the “zero and rescale” (ZR) method in this paper). This improvement comes at a moderate computational cost, but it is not prohibitive. Our results show that, even in an unrealistic worst-case scenario where 83% of the spatial elements require a fixup, the computational cost of performing a transport sweep with fixup is only ~31% greater than performing one without fixup. The second takeaway is that the VEF method can be used to accelerate the convergence of transport sweeps even when a fixup is applied. When optically thick regions are present, transport sweeps converge slowly, regardless of whether a fixup is applied, and acceleration is needed. However, attempting to apply standard diffusion synthetic acceleration (DSA) to fixed-up transport sweeps results in divergence for optically thick problems. Our results show that the same is not true for VEF. When VEF is combined with fixed-up transport sweeps, the result is a scheme that produces a nonnegative solution, converges independently of the mean free path, and, in the case of the QPMP fixup, adheres to an approximate discrete maximum principle.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

An L$_0$L$_1$-norm compressive sensing paradigm for the construction of sparse predictive lattice models using mixed integer quadratic programming

First-principles based lattice models allow the modeling of ab initio thermodynamics of crystalline mixtures for applications such as the construction of phase diagrams and the identification of ground state atomic orderings. The recent development of compressive sensing approaches for the construction of lattice models has further enabled the systematic construction of sparse physical models without the need for human intuition other than requiring the compactness of effective cluster interactions. However, conventional compressive sensing based on L1-norm regularization is strictly only applicable to certain classes of optimization problems and is otherwise not guaranteed to generate optimally sparse and transferable results, so that the method can only be applied to some materials science applications. In this paper, we illustrate a more robust L0L1-norm compressive-sensing method that removes the limitations of conventional compressive sensing and generally results in sparser lattice models that are at least as predictive as those obtained from L1-norm compressive sensing. Apart from the theory, a practical implementation based on state-of-the-art mixed-integer quadratic programming (MIQP) is proposed. The robustness of our methodology is illustrated for four different transition-metal oxides with relevance as battery cathode materials: Li2xTi2(1-x)O2, Li2xNi2yO2, MgxCr2O4, and NaxCrO2. This method provides a practical and robust approach for the construction of sparser and more predictive lattice models, improving on the compressive sensing paradigm and making it applicable to a much broader range of applications.

Huang, W↗
DOE OSTI2015

A Bound- and Equality-Constrained Quadratic Programming Method for Image Reconstruction

Image deblurring is modeled as an ill-posed, linear inverse problem and can be written in terms of an optimization problem. By adding bound and equality constraints and/or penalty terms to the objective function, the problem is regularized and a viable solution exists; however, there are few methods available for solving such constrained problems. Here we formulate two regularized solutions into constrained optimization problems and adapt an iterative augmented Lagrangian solver. Results are shown on synthetic data in one- and two-dimensions, as well as on a radiograph used to calibrate the transmission curve of a pulsed power X-ray source at a U.S. Department of Energy radiography facility.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2023

Greedy permanent magnet optimization

Abstract A number of scientific fields rely on placing permanent magnets in order to produce a desired magnetic field. We have shown in recent work that the placement process can be formulated as sparse regression. However, binary, grid-aligned solutions are desired for realistic engineering designs. We now show that the binary permanent magnet problem can be formulated as a quadratic program with quadratic equality constraints, the binary, grid-aligned problem is equivalent to the quadratic knapsack problem with multiple knapsack constraints, and the single-orientation-only problem is equivalent to the unconstrained quadratic binary problem. We then provide a set of simple greedy algorithms for solving variants of permanent magnet optimization, and demonstrate their capabilities by designing magnets for stellarator plasmas. The algorithms can a-priori produce sparse, grid-aligned, binary solutions. Despite its simple design and greedy nature, we provide an algorithm that compares with or even outperforms the state-of-the-art algorithms while being substantially faster, more flexible, and easier to use.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2016

Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method

We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadratic programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).

97 MATHEMATICS AND COMPUTING↗