A non-intrusive parallel-in-time approach for simultaneous optimization with unsteady PDEs
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Publication:5238071
DOI10.1080/10556788.2018.1504050zbMATH Open1428.35641arXiv1801.06356OpenAlexW2964016678WikidataQ114099389 ScholiaQ114099389MaRDI QIDQ5238071FDOQ5238071
Authors: Stefanie Günther, Jacob B. Schroder, Nicolas R. Gauger 
Publication date: 28 October 2019
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Abstract: This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the non-intrusive software library XBraid, which applies an iterative multigrid reduction technique to the time domain of existing time-marching schemes for solving unsteady PDEs. Its general user-interface has been extended for computing adjoint sensitivities such that gradients of output quantities with respect to design changes can be computed parallel-in-time alongside with the primal PDE solution. In this paper, the primal and adjoint XBraid iterations are embedded into a simultaneous optimization framework, namely the One-shot method. In this method, design updates towards optimality are employed after each state and adjoint update such that optimality and feasibility of the design and the PDE solution are reached simultaneously. The time-parallel optimization method is validated on an advection-dominated flow control problem which shows significant speedup over a classical time-serial optimization algorithm.
Full work available at URL: https://arxiv.org/abs/1801.06356
Recommendations
high-performance computingparallel-in-timesimultaneous optimizationone-shot optimizationmultigrid-in-timeunsteady PDEs
Parallel numerical computation (65Y05) PDEs in connection with control and optimization (35Q93) Control/observation systems governed by partial differential equations (93C20) Numerical methods based on necessary conditions (49M05) Software, source code, etc. for problems pertaining to partial differential equations (35-04)
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Cited In (16)
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