779 research outputs found
Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
Interior point methods provide an attractive class of approaches for solving linear, quadratic and nonlinear programming problems, due to their excellent efficiency and wide applicability. In this paper, we consider PDE-constrained optimization problems with bound constraints on the state and control variables, and their representation on the discrete level as quadratic programming problems. To tackle complex problems and achieve high accuracy in the solution, one is required to solve matrix systems of huge scale resulting from Newton iteration, and hence fast and robust methods for these systems are required. We present preconditioned iterative techniques for solving a number of these problems using Krylov subspace methods, considering in what circumstances one may predict rapid convergence of the solvers in theory, as well as the solutions observed from practical computations
Parallel scalable PDE-constrained optimization: antenna identification in hyperthermia cancer treatment planning
We present aPDE-constrained optimization algorithm which is designed for parallel scalability on distributed-memory architectures with thousands of cores. The method is based on aline-search interior-point algorithm for large-scale continuous optimization, it is matrix-free in that it does not require the factorization of derivative matrices. Instead, it uses anew parallel and robust iterative linear solver on distributed-memory architectures. We will show almost linear parallel scalability results for the complete optimization problem, which is anew emerging important biomedical application and is related to antenna identification in hyperthermia cancer treatment plannin
Path-following primal-dual interior-point methods for shape optimization of stationary flow problems
We consider shape optimization of Stokes flow in channels where the objective is to design the lateral walls of the channel in such a way that a desired velocity profile is achieved. This amounts to the solution of a PDE constrained optimization problem with the state equation given by the Stokes system and the design variables being the control points of a Bézier curve representation of the lateral walls subject to bilateral constraints. Using a finite element discretization of the problem by Taylor-Hood elements, the shape optimization problem is solved numerically by a path-following primal-dual interior-point method applied to the parameter dependent nonlinear system representing the optimality conditions. The method is an all-at-once approach featuring an adaptive choice of the continuation parameter, inexact Newton solves by means of right-transforming iterations, and a monotonicity test for convergence monitoring. The performance of the adaptive continuation process is illustrated by several numerical examples
A penalty method for PDE-constrained optimization in inverse problems
Many inverse and parameter estimation problems can be written as
PDE-constrained optimization problems. The goal, then, is to infer the
parameters, typically coefficients of the PDE, from partial measurements of the
solutions of the PDE for several right-hand-sides. Such PDE-constrained
problems can be solved by finding a stationary point of the Lagrangian, which
entails simultaneously updating the paramaters and the (adjoint) state
variables. For large-scale problems, such an all-at-once approach is not
feasible as it requires storing all the state variables. In this case one
usually resorts to a reduced approach where the constraints are explicitly
eliminated (at each iteration) by solving the PDEs. These two approaches, and
variations thereof, are the main workhorses for solving PDE-constrained
optimization problems arising from inverse problems. In this paper, we present
an alternative method that aims to combine the advantages of both approaches.
Our method is based on a quadratic penalty formulation of the constrained
optimization problem. By eliminating the state variable, we develop an
efficient algorithm that has roughly the same computational complexity as the
conventional reduced approach while exploiting a larger search space. Numerical
results show that this method indeed reduces some of the non-linearity of the
problem and is less sensitive the initial iterate
Interior-point methods for PDE-constrained optimization
In applied sciences PDEs model an extensive variety of phenomena. Typically the final goal of simulations is a system which is optimal in a certain sense. For instance optimal control problems identify a control to steer a system towards a desired state. Inverse problems seek PDE parameters which are most consistent with measurements. In these optimization problems PDEs appear as equality constraints. PDE-constrained optimization problems are large-scale and often nonconvex. Their numerical solution leads to large ill-conditioned linear systems. In many practical problems inequality constraints implement technical limitations or prior knowledge.
In this thesis interior-point (IP) methods are considered to solve nonconvex large-scale PDE-constrained optimization problems with inequality constraints. To cope with enormous fill-in of direct linear solvers, inexact search directions are allowed in an inexact interior-point (IIP) method. This thesis builds upon the IIP method proposed in [Curtis, Schenk, Wächter, SIAM Journal on Scientific Computing, 2010]. SMART tests cope with the lack of inertia information to control Hessian modification and also specify termination tests for the iterative linear solver.
The original IIP method needs to solve two sparse large-scale linear systems in each optimization step. This is improved to only a single linear system solution in most optimization steps. Within this improved IIP framework, two iterative linear solvers are evaluated: A general purpose algebraic multilevel incomplete L D L^T preconditioned SQMR method is applied to PDE-constrained optimization problems for optimal server room cooling in three space dimensions and to compute an ambient temperature for optimal cooling. The results show robustness and efficiency of the IIP method when compared with the exact IP method.
These advantages are even more evident for a reduced-space preconditioned (RSP) GMRES solver which takes advantage of the linear system's structure. This RSP-IIP method is studied on the basis of distributed and boundary control problems originating from superconductivity and from two-dimensional and three-dimensional parameter estimation problems in groundwater modeling. The numerical results exhibit the improved efficiency especially for multiple PDE constraints.
An inverse medium problem for the Helmholtz equation with pointwise box constraints is solved by IP methods. The ill-posedness of the problem is explored numerically and different regularization strategies are compared. The impact of box constraints and the importance of Hessian modification on the optimization algorithm is demonstrated. A real world seismic imaging problem is solved successfully by the RSP-IIP method
Constraint interface preconditioning for topology optimization problems
The discretization of constrained nonlinear optimization problems arising in
the field of topology optimization yields algebraic systems which are
challenging to solve in practice, due to pathological ill-conditioning, strong
nonlinearity and size. In this work we propose a methodology which brings
together existing fast algorithms, namely, interior-point for the optimization
problem and a novel substructuring domain decomposition method for the ensuing
large-scale linear systems. The main contribution is the choice of interface
preconditioner which allows for the acceleration of the domain decomposition
method, leading to performance independent of problem size.Comment: To be published in SIAM J. Sci. Com
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