Primal-dual extragradient methods for nonlinear nonsmooth PDE-constrained optimization

We study the extension of the Chambolle--Pock primal-dual algorithm to nonsmooth optimization problems involving nonlinear operators between function spaces. Local convergence is shown under technical conditions including metric regularity of the corresponding primal-dual optimality conditions. We also show convergence for a Nesterov-type accelerated variant provided one part of the functional is strongly convex. We show the applicability of the accelerated algorithm to examples of inverse problems with $L^1$- and $L^\infty$-fitting terms as well as of state-constrained optimal control problems, where convergence can be guaranteed after introducing an (arbitrary small, still nonsmooth) Moreau--Yosida regularization. This is verified in numerical examples

Deductive Verification of Parallel Programs Using Why3

The Message Passing Interface specification (MPI) defines a portable message-passing API used to program parallel computers. MPI programs manifest a number of challenges on what concerns correctness: sent and expected values in communications may not match, resulting in incorrect computations possibly leading to crashes; and programs may deadlock resulting in wasted resources. Existing tools are not completely satisfactory: model-checking does not scale with the number of processes; testing techniques wastes resources and are highly dependent on the quality of the test set. As an alternative, we present a prototype for a type-based approach to programming and verifying MPI like programs against protocols. Protocols are written in a dependent type language designed so as to capture the most common primitives in MPI, incorporating, in addition, a form of primitive recursion and collective choice. Protocols are then translated into Why3, a deductive software verification tool. Source code, in turn, is written in WhyML, the language of the Why3 platform, and checked against the protocol. Programs that pass verification are guaranteed to be communication safe and free from deadlocks. We verified several parallel programs from textbooks using our approach, and report on the outcome.Comment: In Proceedings ICE 2015, arXiv:1508.0459