Parallel-in-Time for Parabolic Optimal Control Problems Using PFASST

Please always quote using this URN: urn:nbn:de:0297-zib-64989
  • 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.

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Author:Sebastian GötschelORCiD, Michael L. Minion
Document Type:ZIB-Report
MSC-Classification:49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Mxx Numerical methods [See also 90Cxx, 65Kxx] / 49M05 Methods based on necessary conditions
65-XX NUMERICAL ANALYSIS / 65Kxx Mathematical programming, optimization and variational techniques / 65K10 Optimization and variational techniques [See also 49Mxx, 93B40]
65-XX NUMERICAL ANALYSIS / 65Yxx Computer aspects of numerical algorithms / 65Y05 Parallel computation
Date of first Publication:2017/09/18
Series (Serial Number):ZIB-Report (17-51)