论文标题

在PDE受限优化中,Hessian的代数多移民预处理

Algebraic multigrid preconditioning of the Hessian in PDE-constrained optimization

论文作者

Barker, Andrew T., Draganescu, Andrei

论文摘要

我们为基于代数的多机(AMG)的预处理构建了一个线性季度优化问题,该问题受椭圆形偏微分方程约束的线性优化问题。虽然预处理程序概括了在早期作品中引入的几何多机预处理,但其构造完全依赖于用于求解前向椭圆方程的标准AMG基础架构,从而可以使用各种AMG方法和标准软件包来实现它。我们的分析在预处理的质量与所使用的AMG方法之间建立了明显的联系。提出的策略对非结构性网格,复杂几何形状和变化系数的问题具有广泛而强大的适用性。该方法是使用Hypre软件包实现的,并提供了几个数值示例。

We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear-quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric multigrid preconditioner introduced in earlier works, its construction relies entirely on a standard AMG infrastructure built for solving the forward elliptic equation, thus allowing for it to be implemented using a variety of AMG methods and standard packages. Our analysis establishes a clear connection between the quality of the preconditioner and the AMG method used. The proposed strategy has a broad and robust applicability to problems with unstructured grids, complex geometry, and varying coefficients. The method is implemented using the Hypre package and several numerical examples are presented.

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