1
The problem of designing a hull to maximize energy absorption of the armor in order protect the occupants in the event of an underbody blast is of utmost importance Testing a given design incurs substantial cost ($5M): turn to computational tools to analyze and design such systems Computational analysis of a single design may take many hours on a supercomputer due to the complex geometry and physics involved Optimization of such a system may require simulation of thousands of designs, rendering the problem practically infeasible minimize w2R N ,μ2R p f (w, μ) subject to R(w, μ)=0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 -1.2 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 Distance along airfoil -C p Initial Target HDM-based optimization ROM-based optimization -0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 Distance Transverse to Centerline 0 20 40 60 80 100 120 140 160 10 -13 10 -9 10 -5 10 -1 10 3 10 7 10 11 Reduced optimization iterations 1 2 ||R( ¯ w + Φ k y)|| 2 2 HDM sample Residual norm Residual norm bound () w = Φy T R(Φy, μ)=0 r N 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 10 -17 10 -15 10 -13 10 -11 10 -9 10 -7 10 -5 10 -3 10 -1 10 1 Number of HDM queries 1 2 || p(w(μ))-p ( w ( μ RAE2822 ))|| 2 2 1 2 ||p(w(0))-p(w(μ RAE2822 ))|| 2 2 HDM-based optimization ROM-based optimization R(w, μ) - discretized PDE w - state vector μ - parameter Motivation Goal Aerodynamic Shape Optimization Optimization via Adaptive Reduced-Order Model Collaborations The following collaboration efforts are planned: ARL/CSD: Pat Collins, on the CFD ROM component and its introduction at ARL/VTD where AERO-F is now known. Anticipated applications are design optimization of MAVs and flapping wings, among others TARDEC: Matt Castanier, on the structural dynamics ROM component with applications to armor design optimization Accelerating PDE-Constrained Optimization using Adaptive Reduced-Order Models Investigators: Matthew J. Zahr Charbel Farhat Accelerate solution of a PDE-constrained optimization problem using a Reduced- Order Model (ROM) as a surrogate for the PDE Conclusion Assume state vector lies in r-dimensional trial subspace where , defined by the Reduced Basis (RB) and project equations into r-dimensional test subspace. Introduced new globally convergent method for accelerating PDE-constrained optimization using Reduced-Order Models. Factor of 4 fewer HDM queries observed on aerodynamic shape optimization problem where the optimal solution was recovered to machine precision. Ongoing work is focused on demonstrating the proposed approach on a large-scale problem - design of the Common Research Model. Contact: [email protected] Non-quadratic trust-region model problem: error-aware ROM-constrained optimization Global Convergence Theorem Workflow Schematic Parameter Space In this section, the proposed optimization algorithm that leverages adaptive reduced-order models is compared to a standard technique for PDE-constrained optimization on the problem of recovering a RAE2822 geometry from a NACA0012 geometry by considering only the discrepancy in the pressure distribution. Initial/Target shape and pressure distribution with optimization results NACA0012 (M = 0.5, AOA = 0) RAE2822 (M = 0.5, AOA = 0) HDM-based vs. ROM-based optimization comparison Residual norm progression (ROM-based optimization) We introduce a framework for solving such PDE-constrained optimization problems using reduced-order models with the goal of substantial CPU saving. The desire to solve optimization problems governed by partial differential equations exists in all fields of science and engineering. These PDE-constrained optimization problems inevitably require a large number of solutions of the partial differential equation of interest and become prohibitively expensive if a fine discretization is required. We introduce a fast algorithm for solving such optimization problems that leverages adaptive reduced-order models and is provably globally convergent. Compress HDM HDM HDM ROB Φ ROB Φ ROM Optimizer g (μ) := f (w(μ), μ) m k (μ) := f (Φ k y(μ), μ) minimize y2R r ,μ2R p f (Φ k y, μ) subject to T k R(Φ k y, μ)=0 ||R(Φ k y, μ)|| Δ k Define the implicit functions and assume they are continuously differentiable with bounded Hessian. If the following relaxed first-order conditions are met (guaranteed by the proposed minimum-residual primal and sensitivity reduced-order model framework): then the proposed trust-region algorithm produces a sequence of iterates that satisfies Thus the algorithm converges to a local minimum from any starting point. ||rg (μ k ) -rm k (μ k )|| min{||rm k (μ k )||, Δ k } m k (μ k )= g (μ k ) lim inf k!1 ||rm k (μ k )|| = lim inf k!1 ||rg (μ k )|| =0 9 > 0

Accelerating PDE-Constrained Optimization using Adaptive ...math.lbl.gov/~mjzahr/content/posters/zahr2016... · Order Model (ROM) as a surrogate for the PDE Conclusion Assume state

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Page 1: Accelerating PDE-Constrained Optimization using Adaptive ...math.lbl.gov/~mjzahr/content/posters/zahr2016... · Order Model (ROM) as a surrogate for the PDE Conclusion Assume state

• The problem of designing a hull to maximize energy absorption of the armor in order protect the occupants in the event of an underbody blast is of utmost importance

• Testing a given design incurs substantial cost ($5M): turn to computational tools to analyze and design such systems

• Computational analysis of a single design may take many hours on a supercomputer due to the complex geometry and physics involved

• Optimization of such a system may require simulation of thousands of designs, rendering the problem practically infeasible

minimize

w2RN ,µ2Rpf(w,µ)

subject to R(w,µ) = 0

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1�1.2

�1

�0.8

�0.6

�0.4

�0.2

0

0.2

0.4

0.6

Distance along airfoil

-Cp

InitialTarget

HDM-based optimizationROM-based optimization

�0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

Distance

Transverse

toCenterline

0 20 40 60 80 100 120 140 16010�13

10�9

10�5

10�1

103

107

1011

Reduced optimization iterations

1 2||R

(w̄+

�ky)||

2 2

HDM sampleResidual norm

Residual norm bound (✏)

w = �y ⇥TR(�y,µ) = 0

r ⌧ N

1 3 5 7 9 11 13 15 17 19 21 23 25 27 29

10�17

10�15

10�13

10�11

10�9

10�7

10�5

10�3

10�1

101

Number of HDM queries

1 2||p

(w(µ

))�p(w

(µR

AE2

822 ))||

2 21 2||p

(w(0

))�p(w

(µR

AE2

822 ))||2 2

HDM-based optimizationROM-based optimization

R(w,µ) � discretized PDE

w � state vector

µ � parameter

Motivation

Goal

Aerodynamic Shape Optimization

Optimization via Adaptive Reduced-Order Model

Collaborations

The following collaboration efforts are planned:

ARL/CSD: Pat Collins, on the CFD ROM component and its introduction at ARL/VTD where AERO-F is now known. Anticipated applications are design optimization of MAVs and flapping wings, among others

TARDEC: Matt Castanier, on the structural dynamics ROM component with applications to armor design optimization

Accelerating PDE-Constrained Optimization using Adaptive Reduced-Order Models

Investigators: Matthew J. Zahr Charbel Farhat

REDUCED ORDER MODEL (ROM)

o Perturbation problems (stability, trends, control, etc.)!

o Response problems (behavior, performance, etc.)!

- linearized !

- nonlinear !

!  Complex, time-dependent problems!

Accelerate solution of a PDE-constrained optimization problem using a Reduced-Order Model (ROM) as a surrogate for the PDE

Conclusion

Assume state vector lies in r-dimensional trial subspace where , defined by the Reduced Basis (RB) and project equations into r-dimensional test subspace.

• Introduced new globally convergent method for accelerating PDE-constrained optimization using Reduced-Order Models.

• Factor of 4 fewer HDM queries observed on aerodynamic shape optimization problem where the optimal solution was recovered to machine precision.

• Ongoing work is focused on demonstrating the proposed approach on a large-scale problem - design of the Common Research Model. Contact: [email protected]

Non-quadratic trust-region model problem: error-aware ROM-constrained optimization

Global Convergence Theorem

Workflow Schematic Parameter Space

In this section, the proposed optimization algorithm that leverages adaptive reduced-order models is compared to a standard technique for PDE-constrained optimization on the problem of recovering a RAE2822 geometry from a NACA0012 geometry by considering only the discrepancy in the pressure distribution.

Initial/Target shape and pressure distribution with optimization results

NACA0012 (M = 0.5, AOA = 0)

RAE2822 (M = 0.5, AOA = 0)

HDM-based vs. ROM-based optimization comparison

\

Residual norm progression (ROM-based optimization)

• We introduce a framework for solving such PDE-constrained optimization problems using reduced-order models with the goal of substantial CPU saving.

• The desire to solve optimization problems governed by partial differential equations exists in all fields of science and engineering. These PDE-constrained optimization problems inevitably require a large number of solutions of the partial differential equation of

interest and become prohibitively expensive if a fine discretization is required. We introduce a fast algorithm for solving such optimization problems that leverages adaptive reduced-order models and is provably globally convergent.

Compress

HDM

HDM

HDM

ROB �ROB �

ROM

Optimizer

g(µ) := f(w(µ),µ) mk(µ) := f(�ky(µ),µ)

minimize

y2Rr,µ2Rpf(�ky,µ)

subject to TkR(�ky,µ) = 0

||R(�ky,µ)|| �k

Define the implicit functions

and assume they are continuously differentiable with bounded Hessian. If the following relaxed first-order conditions are met (guaranteed by the proposed minimum-residual primal and sensitivity reduced-order model framework):

then the proposed trust-region algorithm produces a sequence of iterates that satisfies

Thus the algorithm converges to a local minimum from any starting point.

||rg(µk)�rmk(µk)|| ⇠min{||rmk(µk)||,�k}mk(µk) = g(µk)

lim infk!1

||rmk(µk)|| = lim infk!1

||rg(µk)|| = 0

9 ⇠ > 0