Efficient Solution Methods for Large-scale Optimization Problems Constrained by Time-dependent Partial Differential Equations (Final Report)

Abstract

The objectives of this project are to devise and analyze efficient solvers for several classes of PDE- constrained optimization problems. The project was initially focused on, but not restricted to time- dependent PDE-constraints such as parabolic equations, time-dependent fluid flows (Navier-Stokes equations), hyperbolic equations (Burgers equation, shallow water equations). Other constraints considered are PDEs with stochastic coefficients. Additional elements of interest are the handling of problems with control and/or state inequality constraints or non-differentiable regularization terms, and boundary controls. A direction of work not initially listed among the goals, which was triggered by conversations with DOE scientists from the Sandia National Labs, is to develop efficient solvers for optimization- based domain-decomposition PDE-solvers. Also targeted in the project are a number of technical issues necessary for facilitating the integration of the methods resulted from this project with existing high-performance packages developed at DOE national labs; this integration is expected to further enable the scientific community to use the novel methods. An example of such a task is the need to develop algebraic multigrid (AMG) versions of the algorithms. A list of accomplishments in several areas is detailed as well as a list of publications.