Adaptive sequencing of primal, dual, and design steps in simulation based optimization (Q404526)
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scientific article; zbMATH DE number 6339732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive sequencing of primal, dual, and design steps in simulation based optimization |
scientific article; zbMATH DE number 6339732 |
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Adaptive sequencing of primal, dual, and design steps in simulation based optimization (English)
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4 September 2014
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The authors develop a Multistep Oneshot method for simulation driven design optimization. Here, the PDE constraint can be written by using a fixed point iteration. A crucial role plays a preconditioning in the design step using a BFGS approximation of the projected Hessian. Finally, some numerical examples illustrate the theoretical results.
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optimization
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PDE constraint
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algorithmic differentiation
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multistep oneshot
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preconditioning matrices
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convergence rates
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second order sufficiency conditions
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bounded retardation factor
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eigenvalue analysis
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