Hello, A change in allocation has been requested: Requester: kibaekkim (Kibaek Kim) Project: NEXTGENOPT Title: Next generation optimization Description: Sponsored by a Department of Energy (DOE) Early Career Award, we are currently developing new algorithms for UQ/SO that have a holistic view of the entire data-modeling-optimization process. A particular example of such algorithms is a new clustering-based interior-point strategy for stochastic programs in which scenarios are compressed based on their influence on the first-stage decision, not on data. This has shown to lead to drastic compression rates (and solution times) of above 80%, which cannot be achieved with data compression alone (see Figure 1). The compression is done adaptively, at the linear algebra level, by looking at the different contributions of the scenarios on the Schur complement. We are also currently developing new interior-point algorithms for nonconvex structured optimization capable of dealing with complex multi-scale physics (typically involving large networks of partial differential equations) and stochastic components. These problems arise, for instance, from natural gas inventory (line-pack) management (see Figure 2). This requires of a redesign of existing algorithms and modeling environments capable of conveying problem structure down to the linear algebra kernels. In addition, hybrid linear algebra kernels need to be designed to exploit different structural facets. Problems with billions of variables are being targeted. Current: undetermined amount Justification: Requested: 450000 A specific reason has been given: Under this project, multiple research works are still ongoing, and each requires additional computing resources for collecting numerical results. This needs to be approved and the final allocation amount decided upon. Thank You, The LCRC Accounts System