The technique of automatic differentiation provides directional derivatives and discrete adjoints with working accuracy. A complete complexity analysis of the basic modes of automatic differentiation is available. Therefore, the research activities are focused now on different aspects of the derivative calculation, as for example the efficient implementation by exploitation of structural information, studies of the theoretical properties of the provided derivatives in the context of optimization problems, and the development and analysis of new mathematical algorithms based on discrete adjoint information. According to this motivation, this habilitation presents an analysis of different checkpointing strategies to reduce the memory requirement of the discrete adjoint computation. Additionally, a new algorithm for computing sparse Hessian matrices is presented including a complexity analysis and a report on practical experiments. Hence, the first two contributions of this thesis are dedicated to an efficient computation of discrete adjoints. The analysis of discrete adjoints with respect to their theoretical properties is another important research topic. The third and fourth contribution of this thesis focus on the relation of discrete adjoint information and continuous adjoint information for optimal control problems. Here, differences resulting from different discretization strategies as well as convergence properties of the discrete adjoints are analyzed comprehensively. In the fifth contribution, checkpointing approaches that are successfully applied for the computation of discrete adjoints, are adapted such that they can be used also for the computation of continuous adjoints. Additionally, the fifth contributions presents a new proof of optimality for the binomial checkpointing that is based on new theoretical results. Discrete adjoint information can be applied for example for the approximation of dense Jacobian matrices. The development and analysis of new mathematical algorithms based on these approximate Jacobians is the topic of the sixth contribution. Is was possible to show global convergence to first-order critical points for a whole class of trust-region methods. Here, the usage of inexact Jacobian matrices allows a considerable reduction of the computational complexity.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:23715 |
| Date | 02 June 2008 |
| Creators | Walther, Andrea |
| Contributors | Schwetlick, Hubert, Bischof, Christian, Biegler, Lorenz T. |
| Publisher | Technische Universität Dresden |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:doctoralThesis, info:eu-repo/semantics/doctoralThesis, doc-type:Text |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.0018 seconds