Insensitive Functionals, Inconsistent Gradients, Spurious Minima, and Regularized Functionals in Flow Optimization Problems

We use the simple context of Navier-Stokes flow in a channel with a bump to examine problems caused by the insensitivity of functionals with respect to design parameters, the inconsistency of functional gradient approximations, and the appearance of spurious minima in discretized functionals. We discuss how regularization can help overcome these problems. Along the way, we compare the discretize-then-differentiate and differentiate-then-discretize approaches to optimization, especially as they relate to the issue of inconsistent functional gradients. We close with a discussion of the implications that our observations have on more practical flow control and optimization problems.

[1]  Louis B. Rall,et al.  Automatic differentiation , 1981 .

[2]  M GayDavid,et al.  Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach , 1983 .

[3]  David M. Gay,et al.  Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach , 1983, TOMS.

[4]  John E. Dennis,et al.  Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.

[5]  Vivette Girault,et al.  Finite Element Methods for Navier-Stokes Equations - Theory and Algorithms , 1986, Springer Series in Computational Mathematics.

[6]  Gerald Farin,et al.  Curves and surfaces for computer aided geometric design , 1990 .

[7]  Nicole Rostaing,et al.  Automatic differentiation in Odyssée , 1993 .

[8]  Eugene M. Cliff,et al.  An optimal design problem for a two-dimensional flow in a duct , 1996 .

[9]  Christian Bischof,et al.  Adifor 2.0: automatic differentiation of Fortran 77 programs , 1996 .

[10]  Gerald E. Farin,et al.  Curves and surfaces for computer-aided geometric design - a practical guide, 4th Edition , 1997, Computer science and scientific computing.

[11]  Max D. Gunzburger,et al.  Difficulties in Sensitivity Calculations for Flows with Discontinuities , 1997 .

[12]  Max Gunzburger,et al.  Sensitivities in Computational Methods for Optimal Flow Control , 1998 .

[13]  Max Gunzburger,et al.  SENSITIVITIES, ADJOINTS AND FLOW OPTIMIZATION , 1999 .

[14]  Max Gunzburger,et al.  Adjoint Equation-Based Methods for Control Problems in Incompressible, Viscous Flows , 2000 .