TY - GEN A1 - Borndörfer, Ralf A1 - Danecker, Fabian A1 - Weiser, Martin T1 - Convergence Properties of Newton's Method for Globally Optimal Free Flight Trajectory Optimization N2 - The algorithmic efficiency of Newton-based methods for Free Flight Trajectory Optimization is heavily influenced by the size of the domain of convergence. We provide numerical evidence that the convergence radius is much larger in practice than what the theoretical worst case bounds suggest. The algorithm can be further improved by a convergence-enhancing domain decomposition. T3 - ZIB-Report - 23-19 KW - shortest path KW - flight planning KW - free flight KW - optimal control KW - global optimization KW - Newton's method Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-91309 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Danecker, Fabian A1 - Weiser, Martin T1 - A Discrete-Continuous Algorithm for Free Flight Planning N2 - We propose a hybrid discrete-continuous algorithm for flight planning in free flight airspaces. In a first step, our DisCOptER method discrete-continuous optimization for enhanced resolution) computes a globally optimal approximate flight path on a discretization of the problem using the A* method. This route initializes a Newton method that converges rapidly to the smooth optimum in a second step. The correctness, accuracy, and complexity of the method are goverened by the choice of the crossover point that determines the coarseness of the discretization. We analyze the optimal choice of the crossover point and demonstrate the asymtotic superority of DisCOptER over a purely discrete approach. T3 - ZIB-Report - 20-33 KW - shortest path KW - flight planning KW - free flight KW - discrete-continuous algorithm KW - optimal control KW - discrete optimization Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81343 SN - 1438-0064 ER - TY - JOUR A1 - Borndörfer, Ralf A1 - Danecker, Fabian A1 - Weiser, Martin T1 - A Discrete-Continuous Algorithm for Free Flight Planning JF - Algorithms N2 - We propose a hybrid discrete-continuous algorithm for flight planning in free flight airspaces. In a first step, our DisCOptER method discrete-continuous optimization for enhanced resolution) computes a globally optimal approximate flight path on a discretization of the problem using the A* method. This route initializes a Newton method that converges rapidly to the smooth optimum in a second step. The correctness, accuracy, and complexity of the method are goverened by the choice of the crossover point that determines the coarseness of the discretization. We analyze the optimal choice of the crossover point and demonstrate the asymtotic superority of DisCOptER over a purely discrete approach. KW - shortest path KW - flight planning KW - free flight KW - discrete-continuous algorithm KW - optimal control KW - discrete optimization Y1 - 2020 U6 - https://doi.org/10.3390/a14010004 SN - 1438-0064 VL - 14 IS - 1 SP - 4 PB - MDPI ER - TY - THES A1 - Götschel, Sebastian T1 - Adaptive Lossy Trajectory Compression for Optimal Control of Parabolic PDEs N2 - Optimal control problems governed by nonlinear, time-dependent PDEs on three-dimensional spatial domains are an important tool in many fields, ranging from engineering applications to medicine. For the solution of such optimization problems, methods working on the reduced objective functional are often employed to avoid a full spatio-temporal discretization of the problem. The evaluation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the adjoint equation. The state enters into the adjoint equation, requiring the storage of a full 4D data set. If Newton-CG methods are used, two additional trajectories have to be stored. To get numerical results that are accurate enough, in many cases very fine discretizations in time and space are necessary, leading to a significant amount of data to be stored and transmitted to mass storage. This thesis deals with the development and analysis of methods for lossy compression of such finite element solutions. The algorithms are based on a change of basis to reduce correlations in the data, combined with quantization. This is achieved by transforming the finite element coefficient vector from the nodal to the hierarchical basis, followed by rounding the coefficients to a prescribed precision. Due to the inexact reconstruction, and thus inexact data for the adjoint equation, the error induced in the reduced gradient, and reduced Hessian, has to be controlled, to not impede convergence of the optimization. Accuracy requirements of different optimization methods are analyzed, and computable error estimates for the influence of lossy trajectory storage are derived. These tools are used to adaptively control the accuracy of the compressed data. The efficiency of the algorithms is demonstrated on several numerical examples, ranging from a simple linear, scalar equation to a semi-linear system of reaction-diffusion equations. In all examples considerable reductions in storage space and bandwidth requirements are achieved, without significantly influencing the convergence behavior of the optimization methods. Finally, to go beyond pointwise error control, the hierarchical basis transform can be replaced by more sophisticated wavelet transforms. Numerical experiments indicate that choosing suitable norms for error control allows higher compression factors. KW - optimal control KW - semi-linear parabolic PDEs KW - adjoint gradient computation KW - trajectory storage KW - lossy compression Y1 - 2015 UR - http://www.diss.fu-berlin.de/diss/receive/FUDISS_thesis_000000098552 ER - TY - GEN A1 - Zhang, Wei A1 - Wang, Han A1 - Hartmann, Carsten A1 - Weber, Marcus A1 - Schütte, Christof T1 - Applications of the cross-entropy method to importance sampling and optimal control of diffusions N2 - We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method. T3 - ZIB-Report - 14-10 KW - important sampling KW - optimal control KW - cross-entropy method KW - rare events KW - change of measure Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-49720 SN - 1438-0064 ER - TY - THES A1 - Lubkoll, Lars T1 - Optimal Control in Implant Shape Design KW - optimal control Y1 - 2011 ER - TY - GEN A1 - Götschel, Sebastian A1 - von Tycowicz, Christoph A1 - Polthier, Konrad A1 - Weiser, Martin T1 - Reducing Memory Requirements in Scientific Computing and Optimal Control N2 - In high accuracy numerical simulations and optimal control of time-dependent processes, often both many time steps and fine spatial discretizations are needed. Adjoint gradient computation, or post-processing of simulation results, requires the storage of the solution trajectories over the whole time, if necessary together with the adaptively refined spatial grids. In this paper we discuss various techniques to reduce the memory requirements, focusing first on the storage of the solution data, which typically are double precision floating point values. We highlight advantages and disadvantages of the different approaches. Moreover, we present an algorithm for the efficient storage of adaptively refined, hierarchic grids, and the integration with the compressed storage of solution data. T3 - ZIB-Report - 13-64 KW - optimal control KW - trajectory storage KW - mesh compression KW - compression Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42695 SN - 1438-0064 ER - TY - GEN A1 - Sarich, Marco A1 - Banisch, Ralf A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Markov State Models for Rare Events in Molecular Dynamics N2 - Rare but important transition events between long lived states are a key feature of many molecular systems. In many cases the computation of rare event statistics by direct molecular dynamics (MD) simulations is infeasible even on the most powerful computers because of the immensely long simulation timescales needed. Recently a technique for spatial discretization of the molecular state space designed to help overcome such problems, so-called Markov State Models (MSMs), has attracted a lot of attention. We review the theoretical background and algorithmic realization of MSMs and illustrate their use by some numerical examples. Furthermore we introduce a novel approach to using MSMs for the efficient solution of optimal control problems that appear in applications where one desires to optimize molecular properties by means of external controls. T3 - ZIB-Report - 13-52 KW - rare events KW - Markov state models KW - long timescales KW - optimal control Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42420 SN - 1438-0064 ER - TY - GEN A1 - Lehmann, Felix T1 - Inexaktheit in Newton-Lagrange-Verfahren für Optimierungsprobleme mit Elliptischen PDGL-Nebenbedingungen N2 - Bei der numerischen Lösung von Optimalsteuerungsproblemen mit elliptischen partiellen Differentialgleichungen als Nebenbedingung treten unvermeidlich Diskretisierungs- und Iterationsfehler auf. Man ist aus Aufwandsgründen daran interessiert die dabei entstehenden Fehler nicht sehr klein wählen zu müssen. In der Folge werden die linearisierten Nebenbedingungen in einem Composite-Step-Verfahren nicht exakt erfüllt. In dieser Arbeit wird der Einfluss dieser Ungenauigkeit auf das Konvergenzverhalten von Newton-Lagrange-Verfahren untersucht. Dabei sollen mehrere einschlägige lokale Konvergenzresultate diskutiert werden. Anschließend wird ein konkretes Composite-Step-Verfahren formuliert, in dem die Genauigkeit der inneren Iterationsverfahren adaptiv gesteuert werden kann. Am Ende der Arbeit wird an zwei Musterproblemen die hohe Übereinstimmung der analytischen Voraussagen und der tatsächlichen Performanz der dargestellten Methoden demonstriert. T3 - ZIB-Report - 13-37 KW - optimal control KW - PDE KW - inexact Newton Lagrange KW - adaptive Newton Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-41972 SN - 1438-0064 ER - TY - GEN A1 - Götschel, Sebastian A1 - Weiser, Martin T1 - Lossy Compression for PDE-constrained Optimization: Adaptive Error Control N2 - For the solution of optimal control problems governed by nonlinear parabolic PDEs, methods working on the reduced objective functional are often employed to avoid a full spatio-temporal discretization of the problem. The evaluation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the ad-joint equation. The state enters into the adjoint equation, requiring the storage of a full 4D data set. If Newton-CG methods are used, two additional trajectories have to be stored. To get numerical results which are accurate enough, in many case very fine discretizations in time and space are necessary, which leads to a significant amount of data to be stored and transmitted to mass storage. Lossy compression methods were developed to overcome the storage problem by reducing the accuracy of the stored trajectories. The inexact data induces errors in the reduced gradient and reduced Hessian. In this paper, we analyze the influence of such a lossy trajectory compression method on Newton-CG methods for optimal control of parabolic PDEs and design an adaptive strategy for choosing appropriate quantization tolerances. T3 - ZIB-Report - 13-27 KW - optimal control KW - semilinear parabolic PDEs KW - Newton-CG KW - trajectory storage KW - lossy compression Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18575 SN - 1438-0064 ER - TY - GEN A1 - Götschel, Sebastian A1 - Nagaiah, Chamakuri A1 - Kunisch, Karl A1 - Weiser, Martin T1 - Lossy Compression in Optimal Control of Cardiac Defibrillation N2 - This paper presents efficient computational techniques for solving an optimization problem in cardiac defibrillation governed by the monodomain equations. Time-dependent electrical currents injected at different spatial positions act as the control. Inexact Newton-CG methods are used, with reduced gradient computation by adjoint solves. In order to reduce the computational complexity, adaptive mesh refinement for state and adjoint equations is performed. To reduce the high storage and bandwidth demand imposed by adjoint gradient and Hessian-vector evaluations, a lossy compression technique for storing trajectory data is applied. An adaptive choice of quantization tolerance based on error estimates is developed in order to ensure convergence. The efficiency of the proposed approach is demonstrated on numerical examples. T3 - ZIB-Report - 13-26 KW - monodomain model KW - defibrillation KW - optimal control KW - Newton-CG KW - trajectory storage KW - compression Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18566 SN - 1438-0064 ER - TY - GEN A1 - Lubkoll, Lars A1 - Schiela, Anton A1 - Weiser, Martin T1 - An optimal control problem in polyconvex hyperelasticity N2 - We consider a shape implant design problem that arises in the context of facial surgery. We introduce a reformulation as an optimal control problem, where the control acts as a boundary force. The state is modelled as a minimizer of a polyconvex hyperelastic energy functional. We show existence of optimal solutions and derive - on a formal level - first order optimality conditions. Finally, preliminary numerical results are presented. T3 - ZIB-Report - 12-08 KW - polyconvex elasticity KW - implant design KW - optimal control Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14745 SN - 1438-0064 ER - TY - GEN A1 - Schiela, Anton A1 - Wachsmuth, Daniel T1 - Convergence Analysis of Smoothing Methods for Optimal Control of Stationary Variational Inequalities N2 - In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem allows to prove C-stationarity of local solutions of the original problem. Moreover, convergence rates with respect to the regularization parameter for the error in the control are obtained. These rates coincide with rates obtained by numerical experiments, which are included in the paper. T3 - ZIB-Report - 11-23 KW - Variational inequalities KW - optimal control KW - control constraints KW - path-following KW - C-stationarity Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13125 ER - TY - GEN A1 - Meyer, Christian A1 - Panizzi, Lucia A1 - Schiela, Anton T1 - Uniqueness criteria for solutions of the adjoint equation in state-constrained optimal control N2 - The paper considers linear elliptic equations with regular Borel measures as inhomogeneity. Such equations frequently appear in state-constrained optimal control problems. By a counter-example of Serrin, it is known that, in the presence of non-smooth data, a standard weak formulation does not ensure uniqueness for such equations. Therefore several notions of solution have been developed that guarantee uniqueness. In this note, we compare different definitions of solutions, namely the ones of Stampacchia and the two notions of solutions of Casas and Alibert-Raymond, and show that they are the same. As side results, we reformulate the solution in the sense of Stampacchia, and prove the existence and uniqueness of solutions in in case of mixed boundary conditions. T3 - ZIB-Report - 10-28 KW - optimal control KW - elliptic partial differential equations KW - state constraints KW - measure right hand sides Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11933 ER - TY - GEN A1 - Götschel, Sebastian A1 - Weiser, Martin A1 - Schiela, Anton T1 - Solving Optimal Control Problems with the Kaskade 7 Finite Element Toolbox N2 - This paper presents concepts and implementation of the finite element toolbox Kaskade 7, a flexible C++ code for solving elliptic and parabolic PDE systems. Issues such as problem formulation, assembly and adaptivity are discussed at the example of optimal control problems. Trajectory compression for parabolic optimization problems is considered as a case study. T3 - ZIB-Report - 10-25 KW - partial differential equations KW - optimal control KW - finite elements KW - generic programming KW - adaptive methods Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11909 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Götschel, Sebastian T1 - State Trajectory Compression for Optimal Control with Parabolic PDEs N2 - In optimal control problems with nonlinear time-dependent 3D PDEs, full 4D discretizations are usually prohibitive due to the storage requirement. For this reason gradient and quasi-Newton methods working on the reduced functional are often employed. The computation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the adjoint equation. The state enters into the adjoint equation, again requiring the storage of a full 4D data set. We propose a lossy compression algorithm using an inexact but cheap predictor for the state data, with additional entropy coding of prediction errors. As the data is used inside a discretized, iterative algorithm, lossy coding maintaining an error bound is sufficient. T3 - ZIB-Report - 10-05 KW - optimal control KW - adjoint gradient computation KW - trajectory storage Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11676 SN - 1438-0064 ER - TY - GEN A1 - Schiela, Anton A1 - Weiser, Martin T1 - Barrier methods for a control problem from hyperthermia treatment planning N2 - We consider an optimal control problem from hyperthermia treatment planning and its barrier regularization. We derive basic results, which lay the groundwork for the computation of optimal solutions via an interior point path-following method. Further, we report on a numerical implementation of such a method and its performance at an example problem. T3 - ZIB-Report - 09-36 KW - hyperthermia treatment planning KW - optimal control KW - barrier methods Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11567 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin T1 - On goal-oriented adaptivity for elliptic optimal control problems N2 - The paper proposes goal-oriented error estimation and mesh refinement for optimal control problems with elliptic PDE constraints using the value of the reduced cost functional as quantity of interest. Error representation, hierarchical error estimators, and greedy-style error indicators are derived and compared to their counterparts when using the all-at-once cost functional as quantity of interest. Finally, the efficiency of the error estimator and generated meshes are demonstrated on numerical examples. T3 - ZIB-Report - 09-08 KW - optimal control KW - error estimation KW - adaptive mesh refinement Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11192 SN - 1438-0064 ER - TY - GEN A1 - Schiela, Anton T1 - State constrained optimal control problems with states of low regularity N2 - We consider first order optimality conditions for state constrained optimal control problems. In particular we study the case where the state equation has not enough regularity to admit existence of a Slater point in function space. We overcome this difficulty by a special transformation. Under a density condition we show existence of Lagrange multipliers, which have a representation via measures and additional regularity properties. T3 - ZIB-Report - 08-24 KW - optimal control KW - state constraints KW - optimality conditions Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-509 SN - 1438-0064 ER - TY - GEN A1 - Schiela, Anton T1 - An Interior Point Method in Function Space for the Efficient Solution of State Constrained Optimal Control Problems N2 - We propose and analyse an interior point path-following method in function space for state constrained optimal control. Our emphasis is on proving convergence in function space and on constructing a practical path-following algorithm. In particular, the introduction of a pointwise damping step leads to a very efficient method, as verified by numerical experiments. T3 - ZIB-Report - 07-44 KW - interior point methods in function space KW - optimal control KW - state constraints Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10471 SN - 1438-0064 ER - TY - GEN A1 - Schiela, Anton T1 - Optimality Conditions for Convex State Constrained Optimal Control Problems with Discontinuous States N2 - We discuss first order optimality conditions for state constrained optimal control problems. Our concern is the treatment of problems, where the solution of the state equation is not known to be continuous, as in the case of boundary control in three space dimensions or optimal control with parabolic partial differential equations. We show existence of measure valued Lagrangian multipliers, which have just enough additional regularity to be applicable to all possibly discontinuous solutions of the state equation. T3 - ZIB-Report - 07-35 KW - optimal control KW - state constraints KW - optimality conditions Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10342 SN - 1438-0064 ER -