Parallel-in-Time for Parabolic Optimal Control Problems Using PFASST
- 386 Downloads
In gradient-based methods for parabolic optimal control problems, it is necessary to solve both the state equation and a backward-in-time adjoint equation in each iteration of the optimization method. In order to facilitate fully parallel gradient-type and nonlinear conjugate gradient methods for the solution of such optimal control problems, we discuss the application of the parallel-in-time method PFASST to adjoint gradient computation. In addition to enabling time parallelism, PFASST provides high flexibility for handling nonlinear equations, as well as potential extra computational savings from reusing previous solutions in the optimization loop. The approach is demonstrated here for a model reaction-diffusion optimal control problem.
S.G. gratefully acknowledges partial funding by the Deutsche Forschungsgemeinschaft (DFG), Project WE 2937/6-1. The work of M.M. was supported by the Applied Mathematics Program of the DOE Office of Advanced Scientific Computing Research under the U.S. Department of Energy under contract DE-AC02-05CH11231.
- 18.S. Ulbrich, Preconditioners based on “parareal” time-domain decomposition for time-dependent PDE-constrained optimization, in Multiple Shooting and Time Domain Decomposition Methods: MuS-TDD, Heidelberg, 6–8 May 2013, ed. by T. Carraro et al. (Springer, Cham, 2015), pp. 203–232CrossRefGoogle Scholar