David Keyes

Lorenz T. Biegler

Omar Ghattas

Matthias Heinkenschloss

Bart van Bloemen Waanders

“…a timely contribution to a field of growing importance. This carefully edited book presents a rich collection of chapters ranging from mathematical methodology to emerging applications. I recommend it to students as a rigorous and comprehensive presentation of simulation-based optimization and to researchers as an overview of recent advances and challenges in the field.” — Jorge Nocedal, Professor, Northwestern University.Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs—and the requirement for rapid solution—pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Despite difficulties, there is a pressing need to capitalize on continuing advances in computing power to develop optimization methods that will replace simple rule-based decision making with optimized decisions based on complex PDE simulations. Audience The book is aimed at readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in “offline” optimization contexts and are interested in moving to “online” optimization.Contents Preface; Part I: Concepts and Properties of Real-Time, Online Strategies. Chapter 1: Constrained Optimal Feedback Control of Systems Governed by Large Differential Algebraic Equations; Chapter 2: A Stabilizing Real-Time Implementation of Nonlinear Model Predictive Control; Chapter 3: Numerical Feedback Controller Design for PDE Systems Using Model Reduction: Techniques and Case Studies; Chapter 4: Least-Squares Finite Element Method for Optimization and Control Problems; Part II: Fast PDE-Constrained Optimization Solvers. Chapter 5: Space-Time Multigrid Methods for Solving Unsteady Optimal Control Problems; Chapter 6: A Time-Parallel Implicit Methodology for the Near-Real-Time Solution of Systems of Linear Oscillators; Chapter 7: Generalized SQP Methods with “Parareal” Time-Domain Decomposition for Time-Dependent PDE-Constrained Optimization; Chapter 8: Simultaneous Pseudo-Timestepping for State-Constrained Optimization Problems in Aerodynamics; Chapter 9: Digital Filter Stepsize Control in DASPK and Its Effect on Control Optimization Performance; Part III: Reduced Order Modeling. Chapter 10: Certified Rapid Solution of Partial Differential Equations for Real-Time Parameter Estimation and Optimization; Chapter 11: Model Reduction for Large-Scale Applications in Computational Fluid Dynamics; Chapter 12: Suboptimal Feedback Control of Flow Separation by POD Model Reduction; Part IV: Applications. Chapter 13: A Combined Shape-Newton and Topology Optimization Technique in Real-Time Image Segmentation; Chapter 14: COFIR: Coarse and Fine Image Registration; Chapter 15: Real-Time, Large Scale Optimization of Water Network Systems Using a Sub-domain Approach; Index.

Real-Time PDE-Constrained Optimization

Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs--and the requirement for rapid solution--pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Audience: readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in "offline" optimization contexts and are interested in moving to "online" optimization.

Real-time PDE-constrained Optimization

Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. With the maturing of technology for PDE simulation, interest has now increased in PDE-based optimization. The chapters in this volume collectively assess the state of the art in PDE-constrained optimization, identify challenges to optimization presented by modern highly parallel PDE simulation codes, and discuss promising algorithmic and software approaches for addressing them. These contributions represent current research of two strong scientific computing communities, in optimization and PDE simulation. This volume merges perspectives in these two different areas and identifies interesting open questions for further research.

Omar Ghattas

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