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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

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling

Distributed Stochastic Optimization of a Neural Representation Network for Time-Space Tomography Reconstruction

4D time-space reconstruction of dynamic events or deforming objects using X-ray computed tomography (CT) is an important inverse problem in non-destructive evaluation. Conventional back-projection based reconstruction methods assume that the object remains static for the duration of several tens or hundreds of X-ray projection measurement images (reconstruction of consecutive limited-angle CT scans). However, this is an unrealistic assumption for many in-situ experiments that causes spurious artifacts and inaccurate morphological reconstructions of the object. To solve this problem, we propose to perform a 4D time-space reconstruction using a distributed implicit neural representation (DINR) network that is trained using a novel distributed stochastic training algorithm. Our DINR network learns to reconstruct the object at its output by iterative optimization of its network parameters such that the measured projection images best match the output of the CT forward measurement model. Here, we use a forward measurement model that is a function of the DINR outputs at a sparsely sampled set of continuous valued 4D object coordinates. Unlike previous neural representation architectures that forward and back propagate through dense voxel grids that sample the object's entire time-space coordinates, we only propagate through the DINR at a small subset of object coordinates in each iteration resulting in an order-of-magnitude reduction in memory and compute for training. DINR leverages distributed computation across several compute nodes and GPUs to produce high-fidelity 4D time-space reconstructions. We use both simulated parallel-beam and experimental cone-beam X-ray CT datasets to demonstrate the superior performance of our approach.

36 MATERIALS SCIENCE

Optimizing stochastic algorithms for hadron correlation function computations in lattice QCD using a localized distillation basis

Distillation is a quark-smearing method for the construction of a broad class of hadron operators useful in lattice QCD computations and defined via a projection operator into a vector space of smooth gauge-covariant fields. A new orthonormal basis for this space is constructed which builds in locality. This basis is useful for the construction of stochastic methods to estimate the correlation functions computed in Monte Carlo calculations relevant for hadronic physics.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present Q-SASS, a quasi-Newton method for unconstrained stochastic optimization that does not rely on common random numbers. Most existing quasi-Newton approaches leverage common random numbers to construct second-order updates. However, motivated by challenges in variational quantum algorithms—where such coordination is not possible—we consider the setting in which function values and gradients are accessible only through noisy probabilistic zeroth- and first-order oracles, and no common random numbers can be exploited. We derive high-probability tail bounds on the iteration complexity of our algorithm for nonconvex, convex, and strongly convex (more generally, those satisfying the PL condition) objective functions. Finally, we demonstrate the empirical benefits of our quasi-Newton updating scheme on both synthetic and quantum chemistry problems.

Complexity bound

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING

Demand Response Under Stochastic, Price-Dependent User Behavior

This letter focuses on price-based demand response (DR) implemented through dynamic adjustments of electricity prices. It extends existing DR models to a stochastic framework in which customer response is represented by price-dependent random variables, leveraging models and tools from the theory of stochastic optimization with decision-dependent distributions. The inherent epistemic uncertainty in the customers' responses renders open-loop, model-based DR strategies impractical. We propose a stochastic, feedback-based pricing strategy to compensate for estimation errors and uncertainty in customer response, establish theoretical results demonstrating the stability and near-optimality of the proposed approach, and validate its effectiveness through numerical simulations.

29 ENERGY PLANNING, POLICY, AND ECONOMY

ExaGO v2

ExaGO is a high-performance computing power systems modeling suite providing models for different power flow analyses. It supports forward AC power flow, multiperiod AC and DC optimal power flow analyses, contingency analysis, as well as stochastic optimal power flow analysis. ExaGO can use HiOp and Ipopt optimization engines. It supports Matpower and PSS/E input file formats. ExaGO v2 includes code from ExaGO 1.6.0.

Peles, Slaven [Oak Ridge National Laboratory (ORNL

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics

Quantum Stochastic Programming [SWR-26-040]

The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"

Maack, Jonathan [National Laboratory of the Rockie

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45

Exact block encoding of imaginary time evolution with universal quantum neural networks

We develop a constructive approach to generate quantum neural networks capable of representing the exact thermal states of all many-body qubit Hamiltonians. The Trotter expansion of the imaginary time propagator is implemented through an exact block encoding by means of a unitary, restricted Boltzmann machine architecture. Marginalization over the hidden-layer neurons (auxiliary qubits) creates the nonunitary action on the visible layer. Then, we introduce a unitary deep Boltzmann machine architecture in which the hidden-layer qubits are allowed to couple laterally to other hidden qubits. We prove that this wave-function is closed under the action of the imaginary time propagator and, more generally, can represent the action of a universal set of quantum gate operations. We provide analytic expressions for the coefficients for both architectures, thus enabling exact network representations of thermal states without stochastic optimization of the network parameters. In the limit of large imaginary time, the yields the ground state of the system. The number of qubits grows linearly with the number of interactions and total imaginary time for a fixed interaction order. Both networks can be readily implemented on quantum hardware via midcircuit measurements of auxiliary qubits. If only one auxiliary qubit is measured and reset, the circuit depth scales linearly with imaginary time and number of interactions, while the width is constant. Alternatively, one can employ a number of auxiliary qubits linearly proportional to the number of interactions, and circuit depth grows linearly with imaginary time only. Every midcircuit measurement has a postselection success probability, and the overall success probability is equal to the product of the probabilities of the midcircuit measurements.

97 MATHEMATICS AND COMPUTING

An Introduction to the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS)

Deployment and capability of distributed energy resources (DER) in power systems is growing rapidly. These resources present an opportunity for low-cost provision of energy and grid services. The Federal Energy Regulatory Commission recently provided rulings to enable market participation of these distribution-connected resources, but the prevailing strategies for their management may not scale well to meet future needs. This paper introduces the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS) which was designed to address this need. In it we describe the architectural features of the approach, and a reference controls implementation employing a hierarchical coordination that includes stochastic optimization, model predictive control, and a simple real-time management scheme. Sample results from simulation show firm transmission-level service provision measured at the distribution substation.

grid architecture

Flexible Resource Scheduler for FAST-DERMS (FRS-FASTDERMS) v0.9

The Flexible Resource Scheduler is a hierarchical controller that manages the distributed energy resources in a distribution substation or distribution feeder to provide a firm commitment of power flow at the substation or feeder head to be scheduled in transmission-level markets as an aggregated demand resource. It is the reference controller for the FAST-DERMS Architecture, developed in tandem with the architecture under the DOE FAST-DERMS project. It is comprised of a day-ahead stochastic optimization, which schedules substation power flow and reserves, a intra-hour MPC, which generates dispatch base points for DER, and a real-time PID controller maintaining that dispatches DER to maintain the substation power around the base points. The repository also includes a representative aggregator controller, and all of the necessary components to run a simulation using PNNL's GridAPPS-D software with the controller.

MacDonald, Jason [Lawrence Berkeley National Labor

Hybrid Energy Resources Bidding Model (HERB) v1.0

The HERB Model provides a stochastic optimization framework for hybrid power plants (Storage plus Renewables) participating in day-ahead electricity markets. It considers uncertainty in market prices and renewable energy generation and generated risk-constrained price-quantity bid curves with limited, non-decreasing price steps.

Heleno, Miguel [Lawrence Berkeley National Laborat

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu

Multistage economic MPC for systems with a cyclic steady state: A gas network case study

Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated optimal setpoint improves controller performance. This paper presents a novel multistage economic nonlinear model predictive control (E-NMPC) framework for dynamic systems operating under uncertainty, with specific application to natural gas transmission networks. A key innovation lies in the integration of cyclic steady-state (CSS) constraints within the multistage MPC formulation, enabling the controller to manage periodic operating conditions commonly observed in energy systems. A Lyapunov-based descent condition is enforced to ensure robust stability of the controller. The multistage economic MPC framework is validated on two gas pipeline case studies, where it successfully minimizes net energy consumption, respects operational constraints under uncertain demand profiles, and guides the network to optimal cyclic operation. The Lyapunov function remains bounded in both case studies, validating the robust stability of multistage E-NMPC.

03 NATURAL GAS