Using Graph Coloring to Compute Total Derivatives More Efficiently in OpenMDAO

Abstract

When they are applicable, gradient based optimization algorithms are the most efficient way to solve design optimization problems. Although gradient based methods are generally efficient, they can be made significantly more so through the usage of analytic techniques to compute the necessary total derivatives. The traditional forward (direct) and reverse (adjoint) analytic techniques have computational costs that scale linearly with the number of design variables and the number of constraints, respectively. In this work, we present an application of a graph coloring algorithm to the analytic techniques for computing total derivative Jacobians in order to achieve much better computational scaling than the pure analytic methods can provide alone. A detailed theoretical explanation of how coloring algorithms interact with analytic derivative methods is presented that illustrates specific types of sparsity patterns that must be present in total derivative Jacobians in order for this coloring technique to be effective. The new technique has been implemented as a feature in the OpenMDAO framework and the implementation is demonstrated on two example problems. The performance on the example problems up to 50% reduction in compute cost for optimizations with bi-directional coloring compared to traditional constraint aggregation. Additionally, the results show how coloring technique alleviates some of the numerical difficulties that constraint aggregation can cause, leading to the ability to solve larger problems. It is expected that the new method will have wide applicability to multidisciplinary optimization problems, and that its availability in OpenMDAO will offer significant computational savings for users without the need for them to implement the coloring algorithm themselves.