Accelerating PDE-Constrained Optimization using Adaptive...

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Motivation ROM-Constrained Optimization Numerical Experiments Conclusion Accelerating PDE-Constrained Optimization using Adaptive Reduced-Order Models: Application to Topology Optimization Matthew J. Zahr Farhat Research Group Stanford University Robert J. Melosh Medal Competition, Duke University April 24, 2015 Zahr Topology Optimization with ROMs

Transcript of Accelerating PDE-Constrained Optimization using Adaptive...

Page 1: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Accelerating PDE-Constrained Optimization usingAdaptive Reduced-Order Models: Application to

Topology Optimization

Matthew J. Zahr

Farhat Research GroupStanford University

Robert J. Melosh Medal Competition, Duke UniversityApril 24, 2015

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Overview

Reduced Topology Optimization

Finite Element Analysis

Topology OptimizationModel Reduction

Optimization Theory

Zahr Topology Optimization with ROMs

Page 3: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Overview

Reduced Topology Optimization

Finite Element Analysis

Topology OptimizationModel Reduction

Optimization Theory

Zahr Topology Optimization with ROMs

Page 4: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Overview

Reduced Topology Optimization

Finite Element Analysis

Topology OptimizationModel Reduction

Optimization Theory

Zahr Topology Optimization with ROMs

Page 5: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Overview

Reduced Topology Optimization

Finite Element Analysis

Topology OptimizationModel Reduction

Optimization Theory

Zahr Topology Optimization with ROMs

Page 6: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Overview

Reduced Topology Optimization

Finite Element Analysis

Topology OptimizationModel Reduction

Optimization Theory

Zahr Topology Optimization with ROMs

Page 7: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Overview

Reduced Topology Optimization

Finite Element Analysis

Topology OptimizationModel Reduction

Optimization Theory

Zahr Topology Optimization with ROMs

Page 8: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Problem Formulation

Goal: Rapidly solve PDE-constrained optimization problem of the form

minimizeu∈Rnu , µ∈Rnµ

J (u, µ)

subject to c(u, µ) ≥ 0

r(u, µ) = 0

Aµ ≥ b

where

r : Rnu × Rnµ → Rnu is the discretized (steady, nonlinear) PDE

J : Rnu × Rnµ → R is the objective function

c : Rnu × Rnµ → Rnc are the side constraints

A ∈ RnA×nµ , b ∈ RnA are linear constraints (independent of u)

u ∈ Rnu is the PDE state vector

µ ∈ Rnµ is the vector of parameters

red indicates a large quantity (i.e. scales with size of FE mesh)

blue indicates a small quantity (i.e. size independent of size of FE mesh)

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Problem Setup

25

40

16000 8-node brick elements, 77760 dofs

Total Lagrangian form, finite strain, StVK 1

St. Venant-Kirchhoff material

Sparse Cholesky linear solver (CHOLMOD2)

Newton-Raphson nonlinear solver

Minimum compliance optimization problem

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 1

2V0

r(u, µ) = 0

Gradient computations: Adjoint method

Optimizer: SNOPT [Gill et al., 2002]

1[Bonet and Wood, 1997, Belytschko et al., 2000]2[Chen et al., 2008]

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Projection-Based Model Reduction

Model Order Reduction (MOR) assumption: state vector lies inlow-dimensional subspace

u ≈ Φuur

where

Φu =[φ1

u · · · φkuu

]∈ Rnu×ku is the reduced basis

ur ∈ Rku are the reduced coordinates of unu � ku

Substitute assumption into High-Dimensional Model (HDM), r(u, µ) = 0,and apply Galerkin projection

rr(ur, µ) = ΦuT r(Φuur, µ) = 0

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Connection to Finite Element Method

S

S - infinite-dimensional trial space

Sh - (large) finite-dimensional trial space

Skh - (small) finite-dimensional trial space

Skh ⊂ Sh ⊂ S

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Connection to Finite Element Method

S

Sh

S - infinite-dimensional trial space

Sh - (large) finite-dimensional trial space

Skh - (small) finite-dimensional trial space

Skh ⊂ Sh ⊂ S

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Connection to Finite Element Method

S

Sh

Skh

S - infinite-dimensional trial space

Sh - (large) finite-dimensional trial space

Skh - (small) finite-dimensional trial space

Skh ⊂ Sh ⊂ S

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Basis Construction

Method of Snapshots [Sirovich, 1987]

Collect state snapshots by sampling parameter space: u(µ)

X =[u(µ1) · · · u(µn)

]Proper Orthogonal Decomposition (POD) [Sirovich, 1987, Holmes et al., 1998]

Compress snapshot matrix using POD, or truncated Singular ValueDecomposition (SVD)

Φu = POD(X)

Trial subspace selection

Finite element method: polynomial basis; local supportRayleigh-Ritz: analytical, empirical basis functions; global supportPOD: data-driven, empirical basis functions; global support

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Restriction of Parameter Space

Parameter restriction: restrict parameter to a low-dimensional subspace

µ ≈ Φµµr

Φµ =[φ1

µ · · · φkµµ

]∈ Rnµ×kµ is the reduced basis

µr ∈ Rkµ are the reduced coordinates of µnµ � kµ

Substitute restriction into Reduced-Order Model, rr(ur, µ) = 0 to obtain

rr(ur, µr) = ΦuT r(Φuur, Φµµr) = 0

Related work:[Maute and Ramm, 1995, Lieberman et al., 2010, Constantine et al., 2014]

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Restriction of Parameter Space

Parameter space Cantilever mesh

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Restriction of Parameter Space

Parameter space Macroelements

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Standard Difficulty: Binary Solutions

Relaxed, Penalized Problem Setup

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 1

2V0

r(u, µp) = 0

µ ∈ [0, 1]kµ

Effect of Penalization

Ke ← (µe)pKe

Ke : eth element stiffness matrix

(a) Without penalization

(b) With penalization

Zahr Topology Optimization with ROMs

Page 19: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Standard Difficulty: Binary Solutions

Relaxed, Penalized Problem Setup

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 1

2V0

r(u, µp) = 0

µ ∈ [0, 1]kµ

Effect of Penalization

Ke ← (µe)pKe

Ke : eth element stiffness matrix

(a) Without penalization

(b) With penalization

Zahr Topology Optimization with ROMs

Page 20: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Standard Difficulty: Binary Solutions

Relaxed, Penalized Problem Setup

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 1

2V0

r(u, µp) = 0

µ ∈ [0, 1]kµ

Effect of Penalization

Ke ← (µe)pKe

Ke : eth element stiffness matrix

(a) Without penalization

(b) With penalization

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Standard Difficulty: Binary Solutions

Implication for ROM

From parameter restriction, µp = (Φµµr)p

Precomputation relies on separability of Φµ and µr

Separability maintained if (Φµµr)p = Φµµrp

Sufficient condition: columns of Φµ have non-overlapping non-zeros

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Optimization Problem

minimizeur∈Rku , µr∈Rkµ

J (Φuur, Φµµr)

subject to c(Φuur, Φµµr) ≥ 0

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

Adaptation of Φu

Control accuracy of ROM

Trust region approach

Adaptation of Φµ

Control restriction of parameter space

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

State-Adaptive Approach to ROM Optimization

HDM

HDM

ROBΦ,ΨCompress

ROM

OptimizerHDM

Figure: Schematic of Adaptive for ROM Optimization

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Trust-Region POD

Trust-Region POD (TRPOD) [Arian et al., 2000]

minimizeur∈Rku , µr∈Rkµ

J (Φuur, Φµµr)

subject to c(Φuur, Φµµr) ≥ 0

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Trust-Region POD

Trust-Region POD (TRPOD) [Arian et al., 2000]

minimizeur∈Rku , µr∈Rkµ

J (Φuur, Φµµr)

subject to c(Φuur, Φµµr) ≥ 0

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Trust-Region POD

Trust-Region POD (TRPOD) [Arian et al., 2000]

minimizeur∈Rku , µr∈Rkµ

J (Φuur, Φµµr)

subject to c(Φuur, Φµµr) ≥ 0

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Constrained Trust-Region POD

Constrained Trust-Region POD

minimizeur∈Rku , µr∈Rkµ , t∈Rnc

J (Φuur, Φµµr)− γtT1

subject to c(Φuur, Φµµr) ≥ t

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

t ≤ 0

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Constrained Trust-Region POD

Constrained Trust-Region POD

minimizeur∈Rku , µr∈Rkµ , t∈Rnc

J (Φuur, Φµµr)− γtT1

subject to c(Φuur, Φµµr) ≥ t

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

t ≤ 0

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Constrained Trust-Region POD

Constrained Trust-Region POD

minimizeur∈Rku , µr∈Rkµ , t∈Rnc

J (Φuur, Φµµr)− γtT1

subject to c(Φuur, Φµµr) ≥ t

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

t ≤ 0

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Constrained Trust-Region POD

Constrained Trust-Region POD

minimizeur∈Rku , µr∈Rkµ , t∈Rnc

J (Φuur, Φµµr)− γtT1

subject to c(Φuur, Φµµr) ≥ t

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

t ≤ 0

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Constrained Trust-Region POD

Constrained Trust-Region POD

minimizeur∈Rku , µr∈Rkµ , t∈Rnc

J (Φuur, Φµµr)− γtT1

subject to c(Φuur, Φµµr) ≥ t

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

||µr − µr|| ≤ ∆

t ≤ 0

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Optimization Problem

minimizeur∈Rku , µr∈Rkµ

J (Φuur, Φµµr)

subject to c(Φuur, Φµµr) ≥ 0

r(Φuur, Φµµr) = 0

ΦµTAΦµµr ≥ Φµ

Tb

Adaptation of Φu

Control accuracy of ROM

Trust region approach

Adaptation of Φµ

Control restriction of parameter space

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Order Basis Adaptivity: Φµ

Selection of Φµ amounts to arestriction of the parameter space

Adaptation of Φµ should attemptto include the optimal solution inthe restricted parameter space,i.e. µ∗ ∈ col(Φµ)

Adaptation based on first-orderoptimality conditions of HDMoptimization problem

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Order Basis Adaptivity: Φµ

Selection of Φµ amounts to arestriction of the parameter space

Adaptation of Φµ should attemptto include the optimal solution inthe restricted parameter space,i.e. µ∗ ∈ col(Φµ)

Adaptation based on first-orderoptimality conditions of HDMoptimization problem

Zahr Topology Optimization with ROMs

Page 35: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Order Basis Adaptivity: Φµ

Selection of Φµ amounts to arestriction of the parameter space

Adaptation of Φµ should attemptto include the optimal solution inthe restricted parameter space,i.e. µ∗ ∈ col(Φµ)

Adaptation based on first-orderoptimality conditions of HDMoptimization problem

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Reduced Order Basis Adaptivity: Φµ

Lagrangian

L(µ, λ, τ ) = J (u(µ), µ)− λT c(u(µ), µ)− τT (Aµ− b)

Karush-Kuhn Tucker (KKT) Conditions 3

∇µL(µ, λ, τ ) = 0

λ ≥ 0

τ ≥ 0

λici(u(µ), µ) = 0

τ j (Aµ− b) = 0

c(u(µ),µ) ≥ 0

Aµ ≥ b

Relies heavily on Lagrange multipliers estimates [Zahr, 2015]

3[Nocedal and Wright, 2006]Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Refinement Indicator

From Lagrange multiplier estimates, only KKT condition not satisfiedautomatically:

∇µL(µ, λ, τ ) = 0

Use |∇µL(µ, λ, τ )| as indicator for refinement of discretization of µ-space

µ |∇µL(µ, λ, τ )|

Zahr Topology Optimization with ROMs

Page 38: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Model Order ReductionParameter Space ReductionReduced Topology OptimizationReduced Order Basis Adaptivity: ΦuReduced Order Basis Adaptivity: Φµ

Refinement Indicator

From Lagrange multiplier estimates, only KKT condition not satisfiedautomatically:

∇µL(µ, λ, τ ) = 0

Use |∇µL(µ, λ, τ )| as indicator for refinement of discretization of µ-space

µ Updated Macroelements

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Problem Setup

25

40

16000 8-node brick elements, 77760 dofs

Total Lagrangian form, finite strain, StVK 4

St. Venant-Kirchhoff material

Sparse Cholesky linear solver (CHOLMOD5)

Newton-Raphson nonlinear solver

Minimum compliance optimization problem

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 1

2V0

r(u, µ) = 0

Gradient computations: Adjoint method

Optimizer: SNOPT [Gill et al., 2002]

Maximum ROM size: ku ≤ 54[Bonet and Wood, 1997, Belytschko et al., 2000]5[Chen et al., 2008]

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Optimal Solution Comparison

HDM CTRPOD + Φµ adaptivity

HDM Solution HDM Gradient HDM Optimization

7458s (450) 4018s (411) 8284s

HDMElapsed time = 19761s

HDM Solution HDM Gradient ROB Construction ROM Optimization

1049s (64) 88s (9) 727s (56) 39s (3676)

CTRPOD + Φµ adaptivityElapsed time = 2197s, Speedup ≈ 9x

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Solution after 64 HDM Evaluations

HDM CTRPOD + Φµ adaptivity

CTRPOD + Φµ adaptivity: superior approximation to optimal solutionthan HDM approach after fixed number of HDM solves (64)

Reasonable option to warm-start HDM topology optimization

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Macro-element Evolution

Iteration 0 (1000)

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Macro-element Evolution

Iteration 1 (977)

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Macro-element Evolution

Iteration 2 (935)

Iteration 3 (972)

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Macro-element Evolution

Iteration 3 (1152)

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

CTRPOD + Φµ adaptivity

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Problem Setup

10

10

(a) XY view

10

10

(b) XZ view

64000 8-node brick elements, 206715 dofs

Total Lagrangian formulation, finite strain

St. Venant-Kirchhoff material

Jacobi-Preconditioned Conjugate Gradient

Newton-Raphson nonlinear solver

Minimum compliance optimization problem

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 0.15 · V0r(u, µ) = 0

Gradient computations: Adjoint method

Optimizer: SNOPT

Maximum ROM size: ku ≤ 5

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Optimal Solution Comparison

HDM CTRPOD + Φµ adaptivity

HDM, elapsed time = 179176s

CTRPOD+Φµ adaptivity, elapsed time = 15208s

Speedup ≈ 12×

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Minimum Compliance: 2D CantileverMinimum Compliance: 3D Trestle

Solution after 68 HDM Evaluations

HDM CTRPOD + Φµ adaptivity

CTRPOD + Φµ adaptivity: superior approximation to optimal solutionthan HDM approach after fixed number of HDM solves (68)

Reasonable option to warm-start HDM topology optimization

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Summary and Future Work

Summary

Framework introduced for accelerating PDE-constrained optimizationproblem with side constraints and large-dimensional parameter space

Speedup attained via adaptive reduction of state space and parameter space

Concepts/techniques borrowed from FEA and optimization theory

Dual-weighted residual error estimatesTheory of constrained optimization: Lagrangian, KKT system

Applied to nonlinear topology optimization

Future Work

Incorporation of error surrogates (ROMES) [Drohmann and Carlberg, 2014]

Add fidelity to ROM using AMR instead of HDM solve [Carlberg, 2014]

Incorporation of more sophisticated nonlinear model reduction methods toavoid O(k4u · kµ) ROM cost

Extension to unsteady PDE-constrained optimization [Zahr, Persson]

Extension to stochastic PDE-constrained optimization [Zahr, Carlberg]

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Contributions

(MJZ) First work to define a framework for incorporating projection-basedreduced-order models in topology optimization setting

Built on element volume fraction topology optimization formulationCondition on Φµ to enable use of SIMP (binary solutions) in reducedoptimization problemsHDM Lagrange multiplier estimates from ROM Lagrange multipliers

(MJZ) Generalization of TRPOD to work with constraints, i.e. CTRPOD

(MJZ) Use of constrained optimization theory (KKT system) toupdate/modify parameter basis, Φµ

(KW, MJZ) Practical details of framework

Local minima avoidanceMacroelement refinement

(MJZ) Implementation: pyMORTestbed (C++/Python)

3D FEM, topology optimization, model reduction

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

References I

Arian, E., Fahl, M., and Sachs, E. W. (2000).

Trust-region proper orthogonal decomposition for flow control.

Technical report, DTIC Document.

Barbic, J. and James, D. (2007).

Time-critical distributed contact for 6-dof haptic rendering of adaptively sampled reduceddeformable models.

In Proceedings of the 2007 ACM SIGGRAPH/Eurographics symposium on Computeranimation, pages 171–180. Eurographics Association.

Barrault, M., Maday, Y., Nguyen, N. C., and Patera, A. T. (2004).

An empirical interpolation method: application to efficient reduced-basis discretization ofpartial differential equations.

Comptes Rendus Mathematique, 339(9):667–672.

Belytschko, T., Liu, W., Moran, B., et al. (2000).

Nonlinear finite elements for continua and structures, volume 26.

Wiley New York.

Bonet, J. and Wood, R. (1997).

Nonlinear continuum mechanics for finite element analysis.

Cambridge university press.

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

References II

Carlberg, K. (2014).

Adaptive h-refinement for reduced-order models.

arXiv preprint arXiv:1404.0442.

Carlberg, K., Bou-Mosleh, C., and Farhat, C. (2011).

Efficient non-linear model reduction via a least-squares petrov–galerkin projection andcompressive tensor approximations.

International Journal for Numerical Methods in Engineering, 86(2):155–181.

Chapman, T., Collins, P., Avery, P., and Farhat, C. (2015).

Accelerated mesh sampling for model hyper reduction.

International Journal for Numerical Methods in Engineering.

Chaturantabut, S. and Sorensen, D. C. (2010).

Nonlinear model reduction via discrete empirical interpolation.

SIAM Journal on Scientific Computing, 32(5):2737–2764.

Chen, Y., Davis, T. A., Hager, W. W., and Rajamanickam, S. (2008).

Algorithm 887: Cholmod, supernodal sparse cholesky factorization and update/downdate.

ACM Transactions on Mathematical Software (TOMS), 35(3):22.

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

References III

Constantine, P. G., Dow, E., and Wang, Q. (2014).

Active subspace methods in theory and practice: Applications to kriging surfaces.

SIAM Journal on Scientific Computing, 36(4):A1500–A1524.

Drohmann, M. and Carlberg, K. (2014).

The romes method for statistical modeling of reduced-order-model error.

SIAM Journal on Uncertainty Quantification.

Gill, P. E., Murray, W., and Saunders, M. A. (2002).

Snopt: An sqp algorithm for large-scale constrained optimization.

SIAM journal on optimization, 12(4):979–1006.

Holmes, P., Lumley, J. L., and Berkooz, G. (1998).

Turbulence, coherent structures, dynamical systems and symmetry.

Cambridge university press.

Lawson, C. L. and Hanson, R. J. (1974).

Solving least squares problems, volume 161.

SIAM.

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

References IV

Lieberman, C., Willcox, K., and Ghattas, O. (2010).

Parameter and state model reduction for large-scale statistical inverse problems.

SIAM Journal on Scientific Computing, 32(5):2523–2542.

Maute, K. and Ramm, E. (1995).

Adaptive topology optimization.

Structural optimization, 10(2):100–112.

Nguyen, N. and Peraire, J. (2008).

An efficient reduced-order modeling approach for non-linear parametrized partialdifferential equations.

International journal for numerical methods in engineering, 76(1):27–55.

Nocedal, J. and Wright, S. (2006).

Numerical optimization, series in operations research and financial engineering.

Springer.

Persson, P.-O., Willis, D., and Peraire, J. (2012).

Numerical simulation of flapping wings using a panel method and a high-ordernavier–stokes solver.

International Journal for Numerical Methods in Engineering, 89(10):1296–1316.

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

References V

Rewienski, M. J. (2003).

A trajectory piecewise-linear approach to model order reduction of nonlinear dynamicalsystems.

PhD thesis, Citeseer.

Sirovich, L. (1987).

Turbulence and the dynamics of coherent structures. i-coherent structures. ii-symmetriesand transformations. iii-dynamics and scaling.

Quarterly of applied mathematics, 45:561–571.

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

PDE-Constrained Optimization: CFD Shape Optimization 6

Biologically-inspired flight

Micro aerial vehicles

Mesh

43,000 vertices231,000 tetra (p = 3)2,310,000 DOF

CFD

Compressible Navier-StokesDiscontinuous Galerkin

Desired: shape optimization,control

unsteady effectsmaximize thrust

Flapping Bat Flight Simulation

Visualization of Mach number on isosurface of entropy

Unphysical separation around simplified animal “body”

Figure: Flapping Wing [Persson et al., 2012]

6Current collaboration underway with P.-O. Persson to apply techniques outlined in thispresentation to accelerate unsteady CFD shape optimization problems (3DG).

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

PDE-Constrained Optimization: CFD Shape Optimization

Benchmark in automotiveindustry

Mesh

2,890,434 vertices17,017,090 tetra17,342,604 DOF

CFD

CompressibleNavier-StokesDES + Wall func

Single forward simulation

≈ 0.5 day on 512 cores

Desired: shape optimization

unsteady effectsminimize average drag

and LES turbulence models, as well as a wall function. It performs a second-order semi-discretization of the convective fluxesusing a method based on the Roe, HLLE, or HLLC upwind scheme. It can also perform second- and fourth-order explicit andimplicit temporal discretizations using a variety of time integrators. The GNAT implementation in AERO-F is characterized bythe sample-mesh concept described in Section 5. All linear least-squares problems and singular value decompositions arecomputed in parallel using the ScaLAPACK library [50]. AERO-F is used here to demonstrate GNAT’s potential when appliedto a realistic, large-scale, nonlinear benchmark CFD problem: turbulent flow around the Ahmed body.

The Ahmed-body geometry [47] is a simplied car geometry. It can be described as a modified parallelepiped featuringround corners at the front end and a slanted face at the rear end (see Fig. 6). Depending on the inclination of this face, dif-ferent flow characteristics and wake structure may be observed. For a slant angle uP 30!, the flow features a large detach-ment. For smaller slant angles, the flow reattaches on the slant. Consequently, the drag coefficient suddenly decreases whenthe slant angle is increased beyond its critical value of u " 30!. Due to this phenomenon, predicting the flow past the Ahmedbody for varying slant angles has become a popular benchmark in the automotive industry.

This work considers the subcritical angleu " 20! and treats the drag coefficient CD " D12q1V2

15:6016#10$2 m2 around the body as

the output of interest. The free-stream velocity is set to V1 " 60 m/s, and the Reynolds number based on a reference lengthof 1.0 m is set to Re " 4:29# 106. The free-stream angle of attack is set to 0!.

6.2.1. High-dimensional CFD modelThe high-dimensional CFD model corresponds to an unsteady Navier–Stokes simulation using AERO-F’s DES turbulence

model and wall function. The fluid domain is discretized by a mesh with 2,890,434 nodes and 17,017,090 tetrahedra (Fig. 7).A symmetry plane is employed to exploit the symmetry of the body about the x–z plane. Due to the turbulence model andthree-dimensional domain, the number of conservation equations per node is m " 6, and therefore the dimension of the CFDmodel is N " 17;342;604. Roe’s scheme is employed to discretize the convective fluxes; a linear variation of the solution isassumed within each control volume, which leads to a second-order space-accurate scheme.

Flow simulations are performed within a time interval t 2 0 s;0:1 s% &, the second-order accurate implicit three-pointbackward difference scheme is used for time integration, and the computational time-step size is fixed to Dt " 8# 10$5 s.For the chosen CFD mesh, this time-step size corresponds to a maximum CFL number of roughly 2000. The nonlinear systemof algebraic equations arising at each time step is solved by Newton’s method. Convergence is declared at the kth iterationfor the nth time step when the residual satisfies kRn'k(k 6 0:001kRn'0(k. All flow computations are performed in a non-dimen-sional setting.

A steady-state simulation computes the initial condition for the unsteady simulation. This steady-state calculation ischaracterized by the same parameters as above, except that it employs local time stepping with a maximum CFL numberof 50, it uses the first-order implicit backward Euler time integration scheme, and it employs only one Newton iterationper (pseudo) time step.

All computations are performed in double-precision arithmetic on a parallel Linux cluster5 using a variable number ofcores.

6.2.2. Comparison with experimentRef. [47] reports an experimental drag coefficient of 0.250 around the Ahmed body for a slant angle of u " 20!. Fig. 8

reports the time history of the drag coefficient computed using the high-dimensional CFD model described in the previoussection. Indeed, the time-averaged value of the computed drag coefficient obtained using the trapezoidal rule is CD " 0:2524.

Fig. 6. Geometry of the Ahmed body (from Ref. [51].)

5 The cluster contains compute nodes with 16 GB of memory. Each node consists of two quad-core Intel Xeon E5345 processors running at 2.33 GHz inside aDELL Poweredge 1950. The interconnect is Cisco DDR InfiniBand.

K. Carlberg et al. / Journal of Computational Physics 242 (2013) 623–647 637

(a) Ahmed Body: Geometry (Ahmed et al, 1984)

Hence, it is within less than 1% of the reported experimental value. This asserts the quality of the constructed CFD model andAERO-F’s computations. For reference, this high-dimensional CFD simulation consumed 13.28 h on 512 cores.

6.2.3. ROM performance metricsThe following metrics will be used to assess GNAT’s performance. The relative discrepancy in the drag coefficient, which

assesses the accuracy of a GNAT simulation, is measured as follows:

RD !1nt

Xnt

n!1jCn

DI " CnDIII

jmax

nCnDI "min

nCnDI

; #31$

where CnDI denotes the drag coefficient computed at the nth time step using the high-dimensional CFD model (tier I model),

and CnDIII denotes the corresponding value computed using the GNAT ROM (tier III model).

The improvement in CPU performance delivered by GNAT as measured in wall time is defined as

WT ! T I

T III; #32$

where T I denotes the wall time consumed by a flow simulation associated with the high-dimensional CFD model, and T III

denotes the wall time consumed online by its counterpart based on a GNAT ROM. For the high-dimensional model, thereported wall time includes the solution of the governing equations and the output of the state vector; for the GNATreduced-order model, it includes the execution of Algorithm 2. After the completion of Algorithms 1 and 2 is executed to

Fig. 7. CFD mesh with 2,890,434 grid points and 17,017,090 tetrahedra (partial view, u ! 20%). Darker areas indicate a more refined area of the mesh.

Fig. 8. Time history of the drag coefficient predicted for u ! 20% using DES and a CFD mesh with N ! 17;342;604 unknowns. Oscillatory behavior due tovortex shedding is apparent.

638 K. Carlberg et al. / Journal of Computational Physics 242 (2013) 623–647

(b) Ahmed Body: Mesh (Carlberg et al, 2011)

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Efficient Evaluation of Nonlinear Terms

Due to the mixing of high-dimensional and low-dimensional terms in theROM expression, only limited speedups available

rr(ur, µr) = ΦuT r(Φuur, Φµµr) = 0

To enable pre-computation of all large-dimensional quantities intolow-dimensional ones, leverage Taylor series expansion

[rr(ur, µr)]i = D0im(µr)m + D1

ijm(ur × µr)jm + D2ijkm(ur × ur × µr)jkm

+ D3ijklm(ur × ur × ur × µr)jklm = 0

where

D3ijklm =

∂3rt∂up∂uq∂us

(u, φmµ )(φi

u × φju × φk

u × φlu)tpqs

Related work: [Rewienski, 2003, Barrault et al., 2004,Barbic and James, 2007, Nguyen and Peraire, 2008,Chaturantabut and Sorensen, 2010, Carlberg et al., 2011]

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Numerical ExperimentsConclusion

Offline/Online Decomposition for Optimization

Offline

HDM

HDM

HDM

HDM

ROBΦ,Ψ

Compress

ROM

Optimizer

(a) Schematic of Offline/Online Decomposition for ROM Optimization

HDM HDM HDM

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

RO

M

(b) Breakdown of Computational Effort

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Offline/Online Decomposition for ROM Optimization

(a) Idealized Optimization Trajectory: Parameter Space

Zahr Topology Optimization with ROMs

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Numerical ExperimentsConclusion

Offline/Online Decomposition for ROM Optimization

(a) Idealized Optimization Trajectory: Parameter Space

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Offline/Online Decomposition for ROM Optimization

(a) Idealized Optimization Trajectory: Parameter Space

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Problem Setup

25

40

16000 8-node brick elements, 77760 dofs

Total Lagrangian form, finite strain, StVK 7

St. Venant-Kirchhoff material

Sparse Cholesky linear solver (CHOLMOD8)

Newton-Raphson nonlinear solver

Minimum compliance optimization problem

minimizeu∈Rnu , µ∈Rnµ

fextTu

subject to V (µ) ≤ 1

2V0

r(u, µ) = 0

Gradient computations: Adjoint method

Optimizer: SNOPT [Gill et al., 2002]

7[Bonet and Wood, 1997, Belytschko et al., 2000]8[Chen et al., 2008]

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Numerical Experiment: Offline-Online

Parameter reduction (Φµ)

apriori spatial clusteringkµ = 200

Greedy Training

5000 candidate points (LHS)50 snapshotsError indicator: ||r(Φuur, Φµµr)||

State reduction (Φu)

PODku = 25Polynomialization acceleration

Material Basis

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Numerical Experiment: Offline-Online

Optimal Solution (ROM) Optimal Solution (HDM)

HDM Solution ROB Construction Greedy Algorithm ROM Optimization

2.84× 103 s 5.48× 104 s 1.67× 105 s 30 s

1.26% 24.36% 74.37% 0.01%

HDM Optimization: 1.97× 104 s

Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Lagrange Multiplier Estimate

Lagrange Multiplier, Constraint Pairs

λ λr τ τ r

c(u, µ) ≥ 0 c(Φuur, Φµµ) ≥ 0 Aµ ≥ b Arµr ≥ br

Goal: Given ur, µr, τ r ≥ 0, λr ≥ 0, estimate τ ≥ 0, λ ≥ 0 to compute

∇µL(Φµµr, λ, τ ) =∂J∂µ

(Φuur, Φµµr)− ∂c

∂µ(Φuur, Φµµr)T λ−AT τ

Lagrange Multiplier Estimates

λ = λr

τ = arg minτ≥0

∣∣∣∣∣∣∣∣AT τ −(∂J∂µ

(Φuur, Φµµr)− ∂c

∂µ(Φuur, Φµµr)T λ

)∣∣∣∣∣∣∣∣Non-negative least squares: [Lawson and Hanson, 1974, Chapman et al., 2015]

Zahr Topology Optimization with ROMs

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Numerical ExperimentsConclusion

Standard Difficulty: Checkerboarding

Gradient Filtering, Nodal Projection

Minimum length scale, rmin

Gradient Filtering 9

∂J∂µk

=

∑j∈Sk

Hkjµi∂J∂µi

µk

∑j∈Sk

Hkj

Nodal Projection

µk =

∑j∈Sk τ jHjk∑j∈Sk Hjk

(a) Without projection/filtering

(b) With projection

9Hki = rmin − dist(k, i)Zahr Topology Optimization with ROMs

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MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Standard Difficulty: Checkerboarding

Gradient Filtering, Nodal Projection

Minimum length scale, rmin

Gradient Filtering 9

∂J∂µk

=

∑j∈Sk

Hkjµi∂J∂µi

µk

∑j∈Sk

Hkj

Nodal Projection

µk =

∑j∈Sk τ jHjk∑j∈Sk Hjk

(a) Without projection/filtering

(b) With projection

9Hki = rmin − dist(k, i)Zahr Topology Optimization with ROMs

Page 70: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Standard Difficulty: Checkerboarding

Zahr Topology Optimization with ROMs

Page 71: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Standard Difficulty: Checkerboarding

Zahr Topology Optimization with ROMs

Page 72: Accelerating PDE-Constrained Optimization using Adaptive …math.lbl.gov/~mjzahr/content/slides/zahr2015melosh.pdf · 2017-12-20 · Numerical Experiments Conclusion Accelerating

MotivationROM-Constrained Optimization

Numerical ExperimentsConclusion

Standard Difficulty: Checkerboarding

Implication for ROM

Nonlocal introduced through projection/filtering

µe influences volume fraction of all elements within rmin of element/node e

Clashes with requirement on Φµ of columns with non-overlapping non-zeros

Handled heuristically by performing parameter basis adaptation to eliminate“checkerboard” regions of parameter space, uses concept of rmin

Gradient of Lagrangian Updated Macroelements

Zahr Topology Optimization with ROMs