3rd European Workshop on Automatic Differentiation

http://www.amorg.co.uk/AD/EuroADWorkshops/OxfordJune06

Thursday June 1st, 2006

Oxford University Computing Laboratory
Wolfson Building

Parks Road

Oxford

UK

Nicolas R. Gauger (DLR), Andreas Griewank (Berlin Humboldt)

Automated extension of fixed-point PDE solvers for optimal design with bounded retardation

Abstract:   The talk concerns the development of mathematical methods, algorithmic techniques and software tools for the transition from simulation to optimization. We focus in particular on applications in aerodynamic shape optimization. The methodology is applicable to all areas of scientific computing, where large-scale governing equations involving discretized PDEs are treated by custom-made fixed-point solvers. To exploit the domain specific experience and expertise invested in these simulation tools we propose to extend them in a semi-automated fashion. First they are augmented with adjoint solvers to obtain (reduced) derivatives and then this sensitivity information is immediately used to determine optimization corrections. In other words, rather than applying an outer optimization loop we prefer the 'one-shot' strategy of pursuing optimality simultaneously with the goals of primal and adjoint feasibility.
We gratefully acknowledge the contributions from J. Riehme, HU Berlin, from A. Walther and C. Moldenhauer, both from TU Dresden, as well as from R. Giering and Th. Kaminski, both from FastOpt Hamburg.

Slides: GaugerJune06.pdf