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Revisiting Individual Discipline Feasible using matrix-free Inexact-Newton-Krylov

机译:使用矩阵无所作为 - 牛顿 - krylov重新审视个人纪律可行

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The individual-discipline-feasible (IDF) formulation was proposed to simplify the implementation of MDO problems. The IDF formulation introduces coupling variables into the optimization problem that eliminate the need for a full multidisciplinary analysis at each optimization iteration; this simplifies the solution of MDO problems by maintaining modularity of the discipline software. Historically, the MDO community has used conventional optimization algorithms to solve IDF-formulated problems. Conventional optimizers are not well suited to IDF, because they use limited-memory quasi-Newton methods (linear convergence) and require the constraint Jacobian explicitly. The cost of computing the coupling-variable constraint Jacobian is prohibitively expensive for high-fidelity IDF problems. Matrix-free Reduced-Space inexact-Newton-Krylov (RSNK) algorithms overcome these issues, because they scale superlinearly and do not require the constraint Jacobian explicitly. Therefore, this class of algorithm has great potential to solve IDF-formulated MDO problems in a scalable and efficient manner. In this paper, we describe the application of RSNK to the IDF formulation and compare its performance to the multidisciplinary feasible architecture.
机译:提出了个人纪律可行(IDF)制定以简化MDO问题的实施。 IDF配方将耦合变量引入优化问题,以消除每个优化迭代在每个优化迭代的完全多学科分析的优化问题;这通过维持学科软件的模块性来简化MDO问题的解决方案。从历史上看,MDO社区使用了传统的优化算法来解决IDF制定的问题。传统的优化器并不适合IDF,因为它们使用有限的内存准牛顿方法(线性收敛)并明确要求约束雅加诺。计算耦合变量约束雅可比的成本对于高保真IDF问题非常昂贵。无矩阵减少空间内切不再切换 - 牛顿-Krylov(RSNK)算法克服了这些问题,因为它们超级缩放,并且不明确要求约束雅加诺。因此,这类算法具有巨大的潜力,可以以可扩展和有效的方式解决IDF制定的MDO问题。在本文中,我们将RSNK应用于IDF配方,并将其对多学科可行架构的性能进行比较。

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