arXiv subjects

Manuel Dahmen

Publications and source records attributed to Manuel Dahmen.

At least 19 recordsLinked to original sources

arXiv2026

CHAMB-GA: A Containerized HPC Scalable Microservice-Based Framework for Genetic Algorithms

Metaheuristic-based global optimization with embedded, long-running simulations is a computationally expensive process. To support various stages of development and execution, a seamless transition from personal computers to distributed clusters is desired, enabling execution across all computational scales. However, existing tool chains are often characterized by rigidity and hardware-bound constraints, which impede scalability and the integration of complex simulations. Bridging this gap, we present a containerized HPC scalable microservice-based framework for genetic algorithms with embedded simulations (CHAMB-GA). The deployment of the framework scales consistently across cloud infrastructure via container orchestration and HPC clusters via batch-scheduled parallel execution. Users provide the GA operators and simulation backend separately. The framework is designed to run these components in a distributed and decoupled manner, mapped to separate hardware. This approach ensures that the fitness evaluation and genetic operations are not managed within the same process and are utilizing distinct parts of the compute infrastructure. A central message broker coordinates asynchronous manager-worker communication between microservices, thereby parallelizing evolutionary operations and fitness evaluations. We demonstrate CHAMB-GA's scalability, portability, and reproducibility, while facilitating the integration of external tools and complex simulations on benchmark and powerflow problems. The capabilities of CHAMB-GA are validated in a two-part approach: (i) a benchmark study demonstrating minimal overhead while scaling to over 3,500 CPU cores, and (ii) a dispatch optimization of High Voltage Direct Current (HVDC) lines in the German transmission grid, showing seamless migration from Kubernetes to SLURM, combined horizontal and vertical scaling, and integration of multi-stage workflows.

cs.DC↗

arXiv2026

Robust Design of Multi-Energy Systems Accounting for Mixed-Integer Operational Problems

Identifying robust designs for multi-energy systems is computationally challenging. As rigorous approaches are often computationally intractable, heuristics are employed to generate candidate designs. Specifically, we consider a heuristic that iteratively identifies and adds extreme scenarios to the design problem. We theoretically investigate how three common nonconvexities, i.e., piecewise-linear energy inflow-outflow relationships, minimum part-loads, and storage complementarity, affect the robustness of designs identified by this heuristic. We find that, if surplus energy cannot be curtailed, any of these nonconvexities may cause the heuristic to fail. If curtailment is allowed, storage complementarity does not compromise robustness, and convex piecewise-linear inflow-outflow relationships can be reformulated linearly. However, minimum part-loads may lead to failure of the heuristic. Furthermore, if the optimal value function of the operational problem is nonconvex in the uncertain variables, the heuristic may fail. We demonstrate these findings using an illustrative multi-energy system case study, in which minimum part-loads and nonconvex dependence of the objective function on heat-pump efficiency are identified as possible failure modes. We rigorously verify the robustness of a design identified using the heuristic and find a scenario where, in one time step, 1.1 kW of the 313.6 kW electricity demand could not be satisfied. However, when the number of representative scenarios is increased from 4 to 6 or 8, the resulting designs are robust. This demonstrates that the heuristic can serve as an effective first step in identifying robust designs. However, when robustness guarantees are required, a rigorous solution method must be employed.

math.OC↗

arXiv2026

A full software stack for epidemic disease management: Unlocking the joint potential of software technology and supercomputing

Infectious diseases remain a major threat to human societies. During the recent COVID-19 pandemic, mathematical modeling and extensive computer simulations proved highly effective in supporting public health experts and decision makers. Despite these advances, the full potential of modern modeling approaches and digital technologies has not yet been realized. Many critical tasks -- including expert consultations, model execution, scenario analyses, report preparation, and result communication -- still relied heavily on manual, human-driven processes with each manual interaction introducing avoidable delays and limiting responsiveness during rapidly evolving outbreaks. Pandemic preparedness should opt for automated workflows and seamlessly integrated software modules that can improve pandemic mitigation capabilities by substantially reducing response times. For this step, we require robust and flexible computational infrastructure capable of supporting heterogeneous hardware and continuously evolving infectious-disease models. In addition, data sources need to be dynamically integrated. Managing such demands needs infrastructure that supports automated high-performance computing (HPC) workflows. Beyond computational performance, software infrastructure must ensure secure user and data management to comply with data-protection regulations and provide clear, transparent presentation of results to both decision makers and the public. Meeting the aforementioned challenges requires tight integration of state-of-the-art scientific software with modern, scalable infrastructure that can leverage supercomputing resources when necessary. For rapid deployment in future epidemic or pandemic scenarios, adherence to the FAIR principles for research software is critical to ensure reusability and sustainability.

cs.CE↗

arXiv2026

MEmilio -- A high performance Modular EpideMIcs simuLatIOn software for multi-scale and comparative simulations of infectious disease dynamics

Epidemic and pandemic preparedness with rapid outbreak response rely on timely, trustworthy evidence. Mathematical models are crucial for supporting timely and reliable evidence generation for public health decision-making with models spanning approaches from compartmental and metapopulation models to detailed agent-based simulations. Yet, the accompanying software ecosystem remains fragmented across model types, spatial resolutions, and computational targets, making models harder to compare, extend, and deploy at scale. Here we present MEmilio, a modular, high-performance framework for epidemic simulation that harmonizes the specification and execution of diverse dynamic epidemiological models within a unified and harmonized architecture. MEmilio couples an efficient C++ simulation core with coherent model descriptions and a user-friendly Python interface, enabling workflows that run on laptops as well as high-performance computing systems. Standardized representations of space, demography, and mobility support straightforward adaptations in resolution and population size, facilitating systematic inter-model comparisons and ensemble studies. The framework integrates readily with established tools for uncertainty quantification and parameter inference, supporting a broad range of applications from scenario exploration to calibration. Finally, strict software-engineering practices, including extensive unit and continuous integration testing, promote robustness and minimize the risk of errors as the framework evolves. By unifying implementations across modeling paradigms, MEmilio aims to lower barriers to reuse and generalize models, enable principled comparisons of implicit assumptions, and accelerate the development of novel approaches that strengthen modeling-based outbreak preparedness.

q-bio.PE↗

arXiv2026

Estimating Dense-Packed Zone Height in Liquid-Liquid Separation: A Physics-Informed Neural Network Approach

Separating liquid-liquid dispersions in gravity settlers is critical in chemical, pharmaceutical, and recycling processes. The dense-packed zone height is an important performance and safety indicator but it is often expensive and impractical to measure due to optical limitations. We propose a framework to estimate phase heights by combining a PINN model with readily available volume flow measurements, without requiring phase height measurements during deployment. To this end, a physics-informed neural network (PINN) is first pretrained on synthetic data and physics equations derived from a low-fidelity (approximate) mechanistic model to reduce the need for extensive experimental data. While the mechanistic model is used to generate synthetic training data, only volume balance equations are used in the PINN, as incorporating droplet coalescence and sedimentation submodels would be computationally prohibitive. The pretrained PINN is then fine-tuned with scarce experimental phase height and flow-rate data to capture the actual dynamics of the separator. We then deploy the differentiable PINN as a predictive model in an Extended Kalman Filter inspired state estimation framework, enabling the phase heights to be tracked and updated using flow-rate measurements only. We first test the two-stage trained PINN by forward simulation from a known initial state against the mechanistic model and a non-pretrained PINN. We then evaluate phase height estimation performance with the filter, comparing the two-stage trained PINN with a two-stage trained purely data-driven neural network. All model types are trained and evaluated using ensembles to account for model parameter uncertainty. In all evaluations, the two-stage trained PINN yields the most accurate phase-height estimates.

cs.LG↗

arXiv2026

Data-Driven Conditional Flexibility Index

With the increasing flexibilization of processes, determining robust scheduling decisions has become an important goal. Traditionally, the flexibility index has been used to identify safe operating schedules by approximating the admissible uncertainty region using simple admissible uncertainty sets, such as hypercubes. Presently, available contextual information, such as forecasts, has not been considered to define the admissible uncertainty set when determining the flexibility index. We propose the conditional flexibility index (CFI), which extends the traditional flexibility index in two ways: by learning the parametrized admissible uncertainty set from historical data and by using contextual information to make the admissible uncertainty set conditional. This is achieved using a normalizing flow that learns a bijective mapping from a Gaussian base distribution to the data distribution. The admissible latent uncertainty set is constructed as a hypersphere in the latent space and mapped to the data space. By incorporating contextual information, the CFI provides a more informative estimate of flexibility by defining admissible uncertainty sets in regions that are more likely to be relevant under given conditions. Using an illustrative example, we show that no general statement can be made about data-driven admissible uncertainty sets outperforming simple sets, or conditional sets outperforming unconditional ones. However, both data-driven and conditional admissible uncertainty sets ensure that only regions of the uncertain parameter space containing realizations are considered. We apply the CFI to a security-constrained unit commitment example and demonstrate that the CFI can improve scheduling quality by incorporating temporal information.

cs.LG↗

arXiv2025

End-to-End Reinforcement Learning of Koopman Models for eNMPC of an Air Separation Unit

With our recently proposed method based on reinforcement learning (Mayfrank et al. (2024), Comput. Chem. Eng. 190), Koopman surrogate models can be trained for optimal performance in specific (economic) nonlinear model predictive control ((e)NMPC) applications. So far, our method has exclusively been demonstrated on a small-scale case study. Herein, we show that our method scales well to a more challenging demand response case study built on a large-scale model of a single-product (nitrogen) air separation unit. Across all numerical experiments, we assume observability of only a few realistically measurable plant variables. Compared to a purely system identification-based Koopman eNMPC, which generates small economic savings but frequently violates constraints, our method delivers similar economic performance while avoiding constraint violations.

cs.LG↗

arXiv2025

DeepEOSNet: Capturing the dependency on thermodynamic state in property prediction tasks

We propose a machine learning (ML) architecture to better capture the dependency of thermodynamic properties on the independent states. When predicting state-dependent thermodynamic properties, ML models need to account for both molecular structure and the thermodynamic state, described by independent variables, typically temperature, pressure, and composition. Modern molecular ML models typically include state information by adding it to molecular fingerprint vectors or by embedding explicit (semi-empirical) thermodynamic relations. Here, we propose to rather split the information processing on the molecular structure and the dependency on states into two separate network channels: a graph neural network and a multilayer perceptron, whose output is combined by a dot product. We refer to our approach as DeepEOSNet, as this idea is based on the DeepONet architecture [Lu et al. (2021), Nat. Mach. Intell.]: instead of operators, we learn state dependencies, with the possibility to predict equation of states (EOS). We investigate the predictive performance of DeepEOSNet by means of three case studies, which include the prediction of vapor pressure as a function of temperature, and mixture molar volume as a function of composition, temperature, and pressure. Our results show superior performance of DeepEOSNet for predicting vapor pressure and comparable performance for predicting mixture molar volume compared to state-of-research graph-based thermodynamic prediction models from our earlier works. In fact, we see large potential of DeepEOSNet in cases where data is sparse in the state domain and the output function is structurally similar across different molecules. The concept of DeepEOSNet can easily be transferred to other ML architectures in molecular context, and thus provides a viable option for property prediction.

physics.chem-ph↗

arXiv2025

Molecular Machine Learning in Chemical Process Design

We present a perspective on molecular machine learning (ML) in the field of chemical process engineering. Recently, molecular ML has demonstrated great potential in (i) providing highly accurate predictions for properties of pure components and their mixtures, and (ii) exploring the chemical space for new molecular structures. We review current state-of-the-art molecular ML models and discuss research directions that promise further advancements. This includes ML methods, such as graph neural networks and transformers, which can be further advanced through the incorporation of physicochemical knowledge in a hybrid or physics-informed fashion. Then, we consider leveraging molecular ML at the chemical process scale, which is highly desirable yet rather unexplored. We discuss how molecular ML can be integrated into process design and optimization formulations, promising to accelerate the identification of novel molecules and processes. To this end, it will be essential to create molecule and process design benchmarks and practically validate proposed candidates, possibly in collaboration with the chemical industry.

physics.chem-ph↗

arXiv2025

Accelerating Deterministic Global Optimization via GPU-parallel Interval Arithmetic

Spatial Branch and Bound (B&B) algorithms are widely used for solving nonconvex problems to global optimality, yet they remain computationally expensive. Though some works have been carried out to speed up B&B via CPU parallelization, GPU parallelization is much less explored. In this work, we investigate the design of a spatial B&B algorithm that involves an interval-based GPU-parallel lower bounding solver: The domain of each B&B node is temporarily partitioned into numerous subdomains, then massive GPU parallelism is leveraged to compute interval bounds of the objective function and constraints on each subdomain, using the Mean Value Form. The resulting bounds are tighter than those achieved via regular interval arithmetic without partitioning, but they remain fast to compute. We implement the method into our open-source solver MAiNGO via CUDA in two manners: wrapping all GPU tasks within one kernel function, or distributing the GPU tasks onto a CUDA graph. Numerical experiments show that using more subdomains leads to significantly tighter lower bounds and thus less B&B iterations. Regarding wall clock time, the proposed spatial B&B framework achieves a speedup of three orders of magnitude compared to applying interval arithmetic on the CPU without domain partitioning. Among the two implementations, the one developed with CUDA graph enables higher efficiency. Moreover, in some case studies, the proposed method delivers competitive or better performance compared to MAiNGO's default solver which is based on McCormick relaxations. These results highlight the potential of GPU-accelerated bounding techniques to accelerate B&B algorithms.

math.OC↗

arXiv2025

Robust Energy System Design via Semi-infinite Programming

Time-series information needs to be incorporated into energy system optimization to account for the uncertainty of renewable energy sources. Typically, time-series aggregation methods are used to reduce historical data to a few representative scenarios but they may neglect extreme scenarios, which disproportionally drive the costs in energy system design. We propose the robust energy system design (RESD) approach based on semi-infinite programming and use an adaptive discretization-based algorithm to identify worst-case scenarios during optimization. The RESD approach can guarantee robust designs for problems with nonconvex operational behavior, which current methods cannot achieve. The RESD approach is demonstrated by designing an energy supply system for the island of La Palma. To improve computational performance, principal component analysis is used to reduce the dimensionality of the uncertainty space. The robustness and costs of the approximated problem with significantly reduced dimensionality approximate the full-dimensional solution closely. Even with strong dimensionality reduction, the RESD approach is computationally intense and thus limited to small problems.

math.OC↗

arXiv2025

Sample-Efficient Reinforcement Learning of Koopman eNMPC

Reinforcement learning (RL) can be used to tune data-driven (economic) nonlinear model predictive controllers ((e)NMPCs) for optimal performance in a specific control task by optimizing the dynamic model or parameters in the policy's objective function or constraints, such as state bounds. However, the sample efficiency of RL is crucial, and to improve it, we combine a model-based RL algorithm with our published method that turns Koopman (e)NMPCs into automatically differentiable policies. We apply our approach to an eNMPC case study of a continuous stirred-tank reactor (CSTR) model from the literature. The approach outperforms benchmark methods, i.e., data-driven eNMPCs using models based on system identification without further RL tuning of the resulting policy, and neural network controllers trained with model-based RL, by achieving superior control performance and higher sample efficiency. Furthermore, utilizing partial prior knowledge about the system dynamics via physics-informed learning further increases sample efficiency.

cs.LG↗

arXiv2025

Task-optimal data-driven surrogate models for eNMPC via differentiable simulation and optimization

Mechanistic dynamic process models may be too computationally expensive to be usable as part of a real-time capable predictive controller. We present a method for end-to-end learning of Koopman surrogate models for optimal performance in a specific control task. In contrast to previous contributions that employ standard reinforcement learning (RL) algorithms, we use a training algorithm that exploits the differentiability of environments based on mechanistic simulation models to aid the policy optimization. We evaluate the performance of our method by comparing it to that of other training algorithms on an existing economic nonlinear model predictive control (eNMPC) case study of a continuous stirred-tank reactor (CSTR) model. Compared to the benchmark methods, our method produces similar economic performance while eliminating constraint violations. Thus, for this case study, our method outperforms the others and offers a promising path toward more performant controllers that employ dynamic surrogate models.

cs.LG↗

arXiv2024

Physics-Informed Neural Networks for Dynamic Process Operations with Limited Physical Knowledge and Data

In chemical engineering, process data are expensive to acquire, and complex phenomena are difficult to fully model. We explore the use of physics-informed neural networks (PINNs) for modeling dynamic processes with incomplete mechanistic semi-explicit differential-algebraic equation systems and scarce process data. In particular, we focus on estimating states for which neither direct observational data nor constitutive equations are available. We propose an easy-to-apply heuristic to assess whether estimation of such states may be possible. As numerical examples, we consider a continuously stirred tank reactor and a liquid-liquid separator. We find that PINNs can infer immeasurable states with reasonable accuracy, even if respective constitutive equations are unknown. We thus show that PINNs are capable of modeling processes when relatively few experimental data and only partially known mechanistic descriptions are available, and conclude that they constitute a promising avenue that warrants further investigation.

cs.LG↗

arXiv2024

End-to-End Reinforcement Learning of Koopman Models for Economic Nonlinear Model Predictive Control

(Economic) nonlinear model predictive control ((e)NMPC) requires dynamic models that are sufficiently accurate and computationally tractable. Data-driven surrogate models for mechanistic models can reduce the computational burden of (e)NMPC; however, such models are typically trained by system identification for maximum prediction accuracy on simulation samples and perform suboptimally in (e)NMPC. We present a method for end-to-end reinforcement learning of Koopman surrogate models for optimal performance as part of (e)NMPC. We apply our method to two applications derived from an established nonlinear continuous stirred-tank reactor model. The controller performance is compared to that of (e)NMPCs utilizing models trained using system identification, and model-free neural network controllers trained using reinforcement learning. We show that the end-to-end trained models outperform those trained using system identification in (e)NMPC, and that, in contrast to the neural network controllers, the (e)NMPC controllers can react to changes in the control setting without retraining.

cs.LG↗

arXiv2024

Multivariate Scenario Generation of Day-Ahead Electricity Prices using Normalizing Flows

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to the day-ahead price's non-stationarity resulting from changing market conditions, e.g., due to changes resulting from the energy crisis in 2021. We present a probabilistic forecasting approach for day-ahead electricity prices using the fully data-driven deep generative model called normalizing flow. Our modeling approach generates full-day scenarios of day-ahead electricity prices based on conditional features such as residual load forecasts. Furthermore, we propose extended feature sets of prior realizations and a periodic retraining scheme that allows the normalizing flow to adapt to the changing conditions of modern electricity markets. Our results highlight that the normalizing flow generates high-quality scenarios that reproduce the true price distribution and yield accurate forecasts. Additionally, our analysis highlights how our improvements towards adaptations in changing regimes allow the normalizing flow to adapt to changing market conditions and enable continued sampling of high-quality day-ahead price scenarios.

cs.LG↗

arXiv2024

Optimal design of a local renewable electricity supply system for power-intensive production processes with demand response

This work studies synergies arising from combining industrial demand response and local renewable electricity supply. To this end, we optimize the design of a local electricity generation and storage system with an integrated demand response scheduling of a continuous power-intensive production process in a multi-stage problem. We optimize both total annualized cost and global warming impact and consider local photovoltaic and wind electricity generation, an electric battery, and electricity trading on day-ahead and intraday market. We find that installing a battery can reduce emissions and enable large trading volumes on the electricity markets, but significantly increases cost. Economically and ecologically-optimal operation of the process and battery are driven primarily by the electricity price and grid emission factor, respectively, rather than locally generated electricity. A parameter study reveals that cost savings from the local system and flexibilizing the process behave almost additively.

math.OC↗

arXiv2023

A Recursively Recurrent Neural Network (R2N2) Architecture for Learning Iterative Algorithms

Meta-learning of numerical algorithms for a given task consists of the data-driven identification and adaptation of an algorithmic structure and the associated hyperparameters. To limit the complexity of the meta-learning problem, neural architectures with a certain inductive bias towards favorable algorithmic structures can, and should, be used. We generalize our previously introduced Runge-Kutta neural network to a recursively recurrent neural network (R2N2) superstructure for the design of customized iterative algorithms. In contrast to off-the-shelf deep learning approaches, it features a distinct division into modules for generation of information and for the subsequent assembly of this information towards a solution. Local information in the form of a subspace is generated by subordinate, inner, iterations of recurrent function evaluations starting at the current outer iterate. The update to the next outer iterate is computed as a linear combination of these evaluations, reducing the residual in this space, and constitutes the output of the network. We demonstrate that regular training of the weight parameters inside the proposed superstructure on input/output data of various computational problem classes yields iterations similar to Krylov solvers for linear equation systems, Newton-Krylov solvers for nonlinear equation systems, and Runge-Kutta integrators for ordinary differential equations. Due to its modularity, the superstructure can be readily extended with functionalities needed to represent more general classes of iterative algorithms traditionally based on Taylor series expansions.

cs.LG↗