A Genetic Search for Optimal Multigrid Components Within a Fourier Analysis Setting

In this paper, Fourier analysis is used for finding efficient multigrid components. The individual multigrid components for several discrete partial differential operators are chosen automatically by a genetic optimization method. From a set of multigrid components, such as different smoothers, coarse grid correction components, cycle types, number of smoothing iterations, and relaxation parameters, an optimal three-grid Fourier convergence factor corrected for computational complexity is obtained by the genetic search. The resulting methods can be tuned for optimal efficiency or toward robustness. The analysis results are verified by numerical experiments.

[1]  Y. Saad,et al.  GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems , 1986 .

[2]  D. Carroll GENETIC ALGORITHMS AND OPTIMIZING CHEMICAL OXYGEN-IODINE LASERS , 1996 .

[3]  Stefan Vandewalle,et al.  Multigrid Waveform Relaxation for Anisotropic Partial Differential Equations , 2002, Numerical Algorithms.

[4]  Dianne P. O'Leary,et al.  A Multigrid Method Enhanced by Krylov Subspace Iteration for Discrete Helmholtz Equations , 2001, SIAM J. Sci. Comput..

[5]  K. Stüben,et al.  Multigrid methods: Fundamental algorithms, model problem analysis and applications , 1982 .

[6]  D. E. Goldberg,et al.  Genetic Algorithms in Search , 1989 .

[7]  Achi Brandt,et al.  Multigrid method for nearly singular and slightly indefinite problems , 1986 .

[8]  Dietrich Braess Towards algebraic multigrid for elliptic problems of second order , 2005, Computing.

[9]  J. E. Dendy Black box multigrid for nonsymmetric problems , 1983 .

[10]  Irad Yavneh,et al.  On Red-Black SOR Smoothing in Multigrid , 1996, SIAM J. Sci. Comput..

[11]  A. Brandt,et al.  WAVE-RAY MULTIGRID METHOD FOR STANDING WAVE EQUATIONS , 1997 .

[12]  J. W. Ruge,et al.  4. Algebraic Multigrid , 1987 .

[13]  David E. Goldberg,et al.  Genetic Algorithms in Search Optimization and Machine Learning , 1988 .

[14]  Klaus Stüben,et al.  Parallelization and vectorization aspects of the solution of tridiagonal linear systems , 1990, Parallel Comput..

[15]  O. C. Zienkiewicz,et al.  The Finite Element Method: Basic Formulation and Linear Problems , 1987 .

[16]  Dorothea Heiss-Czedik,et al.  An Introduction to Genetic Algorithms. , 1997, Artificial Life.

[17]  Cornelis W. Oosterlee,et al.  On Three-Grid Fourier Analysis for Multigrid , 2001, SIAM J. Sci. Comput..

[18]  John H. Holland,et al.  Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .

[19]  I. Singer,et al.  High-order finite difference methods for the Helmholtz equation , 1998 .

[20]  Cornelis W. Oosterlee,et al.  KRYLOV SUBSPACE ACCELERATION FOR NONLINEAR MULTIGRID SCHEMES , 1997 .

[21]  D. Brandt,et al.  Multi-level adaptive solutions to boundary-value problems math comptr , 1977 .

[22]  Long Chen INTRODUCTION TO MULTIGRID METHODS , 2005 .

[23]  Cornelis W. Oosterlee,et al.  FOURIER ANALYSIS OF GMRES ( m ) PRECONDITIONED BY MULTIGRID , 2000 .

[24]  P. M. De Zeeuw,et al.  Matrix-dependent prolongations and restrictions in a blackbox multigrid solver , 1990 .