Large Scale Non-Linear Programming for PDE Constrained Optimization

Three years of large-scale PDE-constrained optimization research and development are summarized in this report. We have developed an optimization framework for 3 levels of SAND optimization and developed a powerful PDE prototyping tool. The optimization algorithms have been interfaced and tested on CVD problems using a chemically reacting fluid flow simulator resulting in an order of magnitude reduction in compute time over a black box method. Sandia's simulation environment is reviewed by characterizing each discipline and identifying a possible target level of optimization. Because SAND algorithms are difficult to test on actual production codes, a symbolic simulator (Sundance) was developed and interfaced with a reduced-space sequential quadratic programming framework (rSQP++) to provide a PDE prototyping environment. The power of Sundance/rSQP++ is demonstrated by applying optimization to a series of different PDE-based problems. In addition, we show the merits of SAND methods by comparing seven levels of optimization for a source-inversion problem using Sundance and rSQP++. Algorithmic results are discussed for hierarchical control methods. The design of an interior point quadratic programming solver is presented