Series in Computational Science
edited by Illia Horenka, Rolf Krause, Olaf Schenk

Volume 3


Johannes Huber


Interior-Point Methods for

PDE-Constrained Optimization

First Edition 2013. 150 pages. EUR 64,00.

ISBN 978-3-86628-463-0



In applied sciences PDEs model an extensive variety of phenomena. Typically the final goal of simulations is a system which is optimal in a certain sense. In these optimization problems PDEs appear as equality constraints. PDE-constrained optimization problems are large-scale and often nonconvex. Their numerical solution leads to large ill-conditioned linear systems. In many practical problems inequality constraints implement technical limitations or prior knowledge.

In this thesis interior-point (IP) methods are considered to solve nonconvex large-scale PDE-constrained optimization problems with inequality constraints. To cope with enormous fill-in of direct linear solvers, inexact search directions are allowed in an inexact IP method. SMART tests cope with the lack of inertia information to control Hessian modification and also specify termination tests for the iterative linear solver.

The original inexact IP method needs to solve two sparse large-scale linear systems in each optimization step. This is improved to only a single linear system solution in most optimization steps. Within this improved framework, two iterative linear solvers are evaluated: A general purpose algebraic multilevel preconditioned SQMR method is applied to PDE-constrained optimization problems for optimal server room cooling in three space dimensions and to compute the ambient temperature for optimal cooling. The results show robustness and efficiency of the inexact IP method when compared with the exact IP method. These advantages are even more evident for a reduced-space preconditioned (RSP) GMRES solver which takes advantage of the linear system's structure. This RSP-IIP method is studied on the basis of control problems originating from superconductivity and from two-dimensional and three-dimensional parameter estimation problems in groundwater modeling. The numerical results exhibit the improved efficiency especially for multiple PDE constraints.

An inverse medium problem for the Helmholtz equation with pointwise box constraints is solved by IP methods. The ill-posedness of the problem is explored numerically and different regularization strategies are compared. The impact of box constraints and the importance of Hessian modification is demonstrated. A real world seismic imaging problem is solved successfully by the RSP-IIP method.



About the Author:


Johannes Huber studied Physics at the University for Applied Scienes in Isny and Mathematics at the University of Karlsruhe. During this time he took part in the Fulbright program and studied abroad at the NCAT&T University in Greensboro, USA. In 2008 he received the faculty price for mathematics at the University of Karlsruhe. In his doctoral studies at the University of Basel he worked as an assistant in the field of numerical PDE simulation and numerical optimization. In his multifacetted career he worked  as software developer in the industry for nine years and took a research internship at the IBM T.J. Watson research center in Yorktown Heights, USA.

Keywords: large-scale optimization, PDE-constrained optimization, optimal control, inverse problems, interior-point methods, nonconvex programming, line search, inexact Newton method, inexact linear system solvers, Krylov subspace methods.

Bookorders at / Buchbestellungen in Ihrer Buchhandlung oder direkt:

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Series in Computational Science