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Reverse automatic differentiation for optimum design: from adjoint state assembly to gradient computation. (English) Zbl 1142.90524
Summary: Gradient descent is a key technique in optimal design problems. We describe a method to compute the gradient of an optimization criterion with respect to design parameters. This method is hybrid, using automatic differentiation to compute the residual of the adjoint system, and using this residual in a handwritten solver that computes the adjoint state and then the gradient. Automatic differentiation is used here in its so-called reverse mode, with a special refinement for gather-scatter loops. The handwritten solver uses a matrix-free algorithm, preconditioned by the first-order derivative of the flux function. This method was tested on a typical optimal design problem, for which we give validation and performance results.

MSC:
90C90 Applications of mathematical programming
65K99 Numerical methods for mathematical programming, optimization and variational techniques
76N25 Flow control and optimization for compressible fluids and gas dynamics
Software:
TAMC
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