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Evan Toler

Publications and source records attributed to Evan Toler.

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Birkhoff interpolation models for optimization with some available derivatives

We consider interpolation-based derivative-free optimization in settings where only some derivatives are available. Such situations arise in scientific computing applications involving simulations, adjoint-enabled components, legacy software, or partially differentiable models. We introduce a Birkhoff interpolation framework that permits arbitrary patterns of derivative availability and enables the construction of local polynomial models using mixtures of function values and partial derivative information. In contrast to Hermite interpolation approaches, the proposed framework does not require all available derivatives to be queried at every interpolation point. We develop conditions under which the resulting interpolation systems are poised and establish corresponding model-accuracy bounds for fully quadratic interpolation models. We develop a trust-region framework that maintains poised interpolation sets while selectively incorporating derivative information. The method generalizes an established class of interpolation-based derivative-free optimization algorithms and naturally bridges derivative-free and derivative-based settings. We evaluate our approach on a collection of CUTEst test problems with synthetically generated derivative-availability patterns.

math.OC

Floodgates up to contain the DeePC and limit extrapolation

Behavioral data-enabled control approaches typically assume data-generating systems of linear dynamics. This may result in false generalization if the newly designed closed-loop system results in input-output distributional shifts beyond learning data. These shifts may compromise safety by activating harmful nonlinearities in the data-generating system not experienced previously in the data and/or not captured by the linearity assumption inherent in these approaches. This paper proposes an approach to slow down the distributional shifts and therefore enhance the safety of the data-enabled methods. This is achieved by introducing quadratic regularization terms to the data-enabled predictive control formulations. Slowing down the distributional shifts comes at the expense of slowing down the exploration, in a trade-off resembling the exploration vs exploitation balance in machine learning.

eess.SY

Data-conforming data-driven control: avoiding premature generalizations beyond data

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in their own construction. This is due to the linearity of the underlying system, inherently assumed and formulated in most data-driven control approaches, which may falsely generalize the behavior of the system beyond the behavior experienced in the data. This paper seeks to mitigate these problems by enforcing consistency of the newly designed closed-loop systems with data and slowing down any distributional shifts in the joint state-input space. This is achieved through incorporating affine regularization terms and linear matrix inequality constraints to data-driven approaches, resulting in convex semi-definite programs that can be efficiently solved by standard software packages. We discuss the optimality conditions of these programs and then conclude the paper with a numerical example that further highlights the problem of premature generalization beyond data and shows the effectiveness of our proposed approaches in enhancing the safety of data-driven control methods.

eess.SY

Direct, simple, and efficient computation of all components of the virtual-casing magnetic field in axisymmetric geometries with Kapur-Rokhlin quadrature

In a recent publication (Toler et al. 2023), we demonstrated that for axisymmetric geometries, the Kapur-Rokhlin quadrature rule provided an efficient and high-order accurate method for computing the normal component, on the plasma surface, of the magnetic field due to the toroidal current flowing in the plasma, via the virtual-casing principle. The calculation was indirect, as it required the prior computation of the magnetic vector potential from the virtual-casing principle, followed by the computation of its tangential derivative by Fourier differentiation, in order to obtain the normal component of the magnetic field. Our approach did not provide the other components of the virtual-casing magnetic field. In this letter, we show that a more direct and more general approach is available for the computation of the virtual-casing magnetic field. The Kapur-Rokhlin quadrature rule accurately calculates the principal value integrals in the expression for all the components of the magnetic field on the plasma boundary, and the numerical error converges at a rate nearly as high as the indirect method we presented previously.

physics.plasm-ph

Efficient high-order singular quadrature schemes in magnetic fusion

Several problems in magnetically confined fusion, such as the computation of exterior vacuum fields or the decomposition of the total magnetic field into separate contributions from the plasma and the external sources, are best formulated in terms of integral equation expressions. Based on Biot-Savart-like formulae, these integrals contain singular integrands. The regularization method commonly used to address the computation of various singular surface integrals along general toroidal surfaces is low-order accurate, and therefore requires a dense computational mesh in order to obtain sufficient accuracy. In this work, we present a fast, high-order quadrature scheme for the efficient computation of these integrals. Several numerical examples are provided demonstrating the computational efficiency and the high-order accurate convergence. A corresponding code for use in the community has been publicly released.

math.NA