Optimal Design with Bounded Retardation for Problems with Non-separable Adjoints

Bosse, Torsten, Gauger, Nicolas R., Griewank, Andreas, Günther, Stefanie, Caland, Lena, Kratzenstein, Claudia, Lehmann, Lutz, Nemili, Anil, Özkaya, Emre and Slawig, Thomas (2014) Optimal Design with Bounded Retardation for Problems with Non-separable Adjoints Trends in PDE Constrained Optimization. UNSPECIFIED, pp. 67-84.

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In the natural and enginiering sciences numerous sophisticated simulation models involving PDEs have been developed. In our research we focus on the transition from such simulation codes to optimization, where the design parameters are chosen in such a way that the underlying model is optimal with respect to some performance measure. In contrast to general non-linear programming we assume that the models are too large for the direct evaluation and factorization of the constraint Jacobian but that only a slowly convergent fixed-point iteration is available to compute a solution of the model for fixed parameters. Therefore, we pursue the so-called One-shot approach, where the forward simulation is complemented with an adjoint iteration, which can be obtained by handcoding, the use of Automatic Differentiation techniques, or a combination thereof. The resulting adjoint solver is then coupled with the primal fixed-point iteration and an optimization step for the design parameters to obtain an optimal solution of the problem. To guarantee the convergence of the method an appropriate sequencing of these three steps, which can be applied either in a parallel (Jacobi) or in a sequential (Seidel) way, and a suitable choice of the preconditioner for the design step are necessary. We present theoretical and experimental results for two choices, one based on the reduced Hessian and one on the Hessian of an augmented Lagrangian. Furthermore, we consider the extension of the One-shot approach to the infinite dimensional case and problems with unsteady PDE constraints.

Document Type: Book chapter
Keywords: Simulation, Optimization, PDE, Automatic Differentiation, Fixed-point solver, Retardation factor, One-shot, Piggyback, Numerics
Research affiliation: OceanRep > The Future Ocean - Cluster of Excellence
Kiel University
Date Deposited: 11 Sep 2019 13:17
Last Modified: 11 Sep 2019 13:17
URI: http://eprints.uni-kiel.de/id/eprint/47702

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