TY - GEN A1 - Weiser, Martin A1 - Deuflhard, Peter T1 - The Central Path towards the Numerical Solution of Optimal Control Problems N2 - A new approach to the numerical solution of optimal control problems including control and state constraints is presented. Like hybrid methods, the approach aims at combining the advantages of direct and indirect methods. Unlike hybrid methods, however, our method is directly based on interior-point concepts in function space --- realized via an adaptive multilevel scheme applied to the complementarity formulation and numerical continuation along the central path. Existence of the central path and its continuation towards the solution point is analyzed in some theoretical detail. An adaptive stepsize control with respect to the duality gap parameter is worked out in the framework of affine invariant inexact Newton methods. Finally, the performance of a first version of our new type of algorithm is documented by the successful treatment of the well-known intricate windshear problem. T3 - ZIB-Report - 01-12 KW - optimal control KW - interior point methods KW - affine invariance Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6380 ER - TY - GEN A1 - Weiser, Martin A1 - Deuflhard, Peter A1 - Erdmann, Bodo T1 - Affine conjugate adaptive Newton methods for nonlinear elastomechanics N2 - The paper extends affine conjugate Newton methods from convex to nonconvex minimization, with particular emphasis on PDE problems originating from compressible hyperelasticity. Based on well-known schemes from finite dimensional nonlinear optimization, three different algorithmic variants are worked out in a function space setting, which permits an adaptive multilevel finite element implementation. These algorithms are tested on two well-known 3D test problems and a real-life example from surgical operation planning. T3 - ZIB-Report - 04-01 KW - affine conjugate Newton methods KW - nonconvex minimization KW - nonlinear elastomechnics KW - cranio-maxillofacial surgery KW - soft tissue simulation KW - multilev Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7768 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 - Burgschweiger, Jens A1 - Gnädig, Bernd A1 - Steinbach, Marc T1 - Nonlinear Programming Techniques for Operative Planning in Large Drinking Water Networks N2 - Mathematical decision support for operative planning in water supply systems is highly desirable but leads to very difficult optimization problems. We propose a nonlinear programming approach that yields practically satisfactory operating schedules in acceptable computing time even for large networks. Based on a carefully designed model supporting gradient-based optimization algorithms, this approach employs a special initialization strategy for convergence acceleration, special minimum up and down time constraints together with pump aggregation to handle switching decisions, and several network reduction techniques for further speed-up. Results for selected application scenarios at Berliner Wasserbetriebe demonstrate the success of the approach. T3 - ZIB-Report - 05-31 KW - Water supply KW - large-scale nonlinear programming KW - convergence enhancement KW - discrete decisions KW - network reduction Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8657 ER - TY - GEN A1 - Burgschweiger, Jens A1 - Gnädig, Bernd A1 - Steinbach, Marc T1 - Optimierte Tagesplanung im Berliner Trinkwassernetz N2 - Der Artikel beschreibt ein mathematisches Optimierungssystem zur Betriebsplanung in großen Wassernetzen, das bei den Berliner Wasserbetrieben eingesetzt wird. Für das Berliner Versorgungsnetz werden Optimierungsergebnisse vorgestellt. T3 - ZIB-Report - 05-32 KW - Trinkwasserversorgung KW - kostenminimale Betriebsplanung KW - nichtlineare Optimierung KW - diskrete Entscheidungen Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8668 ER - TY - GEN A1 - Kornhuber, Ralf T1 - Monotone Iterations for Elliptic Variational Inequalities N2 - A wide range of free boundary problems occurring in engineering andindustry can be rewritten as a minimization problem for astrictly convex, piecewise smooth but non--differentiable energy functional.The fast solution of related discretized problemsis a very delicate question, because usual Newton techniquescannot be applied. We propose a new approach based on convex minimization and constrained Newton type linearization. While convex minimization provides global convergence of the overall iteration, the subsequent constrained Newton type linearization is intended to accelerate the convergence speed. We present a general convergence theory and discuss several applications. T3 - ZIB-Report - SC-98-10 KW - finite elements KW - multigrid methods KW - variational inequalities Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3539 ER - TY - GEN A1 - Schenk, Olaf A1 - Wächter, Andreas A1 - Weiser, Martin T1 - Inertia Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization N2 - Fast nonlinear programming methods following the all-at-once approach usually employ Newton's method for solving linearized Karush-Kuhn-Tucker (KKT) systems. In nonconvex problems, the Newton direction is only guaranteed to be a descent direction if the Hessian of the Lagrange function is positive definite on the nullspace of the active constraints, otherwise some modifications to Newton's method are necessary. This condition can be verified using the signs of the KKT's eigenvalues (inertia), which are usually available from direct solvers for the arising linear saddle point problems. Iterative solvers are mandatory for very large-scale problems, but in general do not provide the inertia. Here we present a preconditioner based on a multilevel incomplete $LBL^T$ factorization, from which an approximation of the inertia can be obtained. The suitability of the heuristics for application in optimization methods is verified on an interior point method applied to the CUTE and COPS test problems, on large-scale 3D PDE-constrained optimal control problems, as well as 3D PDE-constrained optimization in biomedical cancer hyperthermia treatment planning. The efficiency of the preconditioner is demonstrated on convex and nonconvex problems with $150^3$ state variables and $150^2$ control variables, both subject to bound constraints. T3 - ZIB-Report - 07-32 KW - nonconvex constrained optimization KW - interior-point method KW - inertia KW - multilevel incomplete factorization Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10314 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 - 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 - Götschel, Sebastian A1 - Minion, Michael L. T1 - Parallel-in-Time for Parabolic Optimal Control Problems Using PFASST N2 - 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. T3 - ZIB-Report - 17-51 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64989 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 - GEN A1 - Götschel, Sebastian A1 - Minion, Michael L. T1 - An Efficient Parallel-in-Time Method for Optimization with Parabolic PDEs N2 - To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE constrained optimization. In order to develop an efficient fully time-parallel algorithm we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and adjoint equations simultaneously. We also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a non-linear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches. T3 - ZIB-Report - 19-04 KW - PDE-constrained optimization KW - parallel-in-time methods KW - PFASST Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71490 SN - 1438-0064 ER -