CERFACS CERFACS Scientific Activity Report Jan. 2010 â Dec. 2011

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NONLINEAR SYSTEMS AND OPTIMIZATION 7.24 An active-set trust-region method for derivative-free nonlinear bound-constrained optimization applied to noisy aerodynamic design problems. A. Tröltzsch : CERFACS, France Derivative-free optimization (DFO) has enjoyed renewed interest over the past years, mostly motivated by the ever growing need to solve optimization problems defined by functions whose values are computed by simulation (e.g. engineering design, medical image restoration or groundwater supply). In the last few years, a number of derivative-free optimization methods have been developed and especially model-based trust-region methods have been shown to perform well. In this thesis, we present a new interpolation-based trust-region algorithm which shows to be efficient and globally convergent (in the sense that its convergence is guaranteed to a stationary point from arbitrary starting points). The new algorithm relies on the technique of self-correcting geometry proposed by Scheinberg and Toint [Self-correcting geometry in model-based algorithms for derivative-free unconstrained optimization. SIAM Journal on Optimization, 20(6) :3512- 3532, 2010]. In their theory, they advanced the understanding of the role of geometry in model-based DFO methods, in our work, we improve the efficiency of their method while maintaining its good theoretical convergence properties. We further examine the influence of different types of interpolation models on the performance of the new algorithm. Furthermore, we extended this method to handle bound constraints by applying an active-set strategy. Considering an active-set method in bound-constrained model-based optimization creates the opportunity of saving a substantial amount of function evaluations. It allows to maintain smaller interpolation sets while proceeding optimization in lower dimensional subspaces. The resulting algorithm is shown to be numerically highly competitive. We present results on a test set of smooth problems from the CUTEr collection and compare to well-known state-of-the-art packages from different classes of DFO methods. To report numerical experiments incorporating noise, we create a test set of noisy problems by adding perturbations to the set of smooth problems. The choice of noisy problems was guided by a desire to mimic simulation-based optimization problems. Finally, we will present results on a real-life application of a wing-shape design problem provided by Airbus. For more details, see [ALG67]. 32 Jan. 2010 – Dec. 2011
8 Conferences and Seminars 8.1 Conferences, seminars, and meetings attended by members of the Parallel Algorithms Project January Seminar on Numerical Analysis and Winter School SNA’10, Nové Hrady, Czech Republic. 18-22 January 2010. P. JIRÁNEK, A posteriori estimates and stopping criteria for iterative solvers, contributed talk. March 4th International Workshop on Reliable Engineering Computing (REC), Singapore, 3-5 March 2010. M. FUCHS, Simulation based uncertainty handling with polyhedral clouds, contributed talk. 16th Math. Programming Meeting, Blankenberge, Belgium, March 11-12, 2010. A. TRÖLTZSCH, A recursive model-based trust-region method for derivative-free bound-constrained optimization, contributed talk. GAMM’10 Conference, Karlsruhe, Germany, 22-26 March 2010. M. FUCHS, Cloud Based Robust Design Optimization, minisymposia organizer. SANUM, Stellenbosch, South Africa. 27-30 March 2010. I.S. DUFF, The solution of really large linear systems arising from discretizations of three-dimensional problems, invited talk. April CPSWEEK 2010 Workshop, Stockholm, Sweden, April 12-16, 2010. M. FUCHS, Higher dimensional uncertainty modeling with polyhedral clouds, invited talk. MUMPS User Group Meeting, Toulouse, April 16, 2010 X. VASSEUR, Null space computation of sparse singular matrices with MUMPS, invited talk. May III Workshop G-HPC 2010 : High Performance Computing Applications, Vigo, Spain, 21 May 2010. I.S. DUFF, The solution of really large linear systems arising from discretizations of three-dimensional problems, invited talk. CERFACS ACTIVITY REPORT 33
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CERFACS Scientific Activity Report
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Table des matières 1 Foreword xiii
Page 5 and 6: 9 Publications 40 9.1 Books . . . .
Page 7 and 8: 3 The OpenPALM coupler 104 3.1 Intr
Page 9 and 10: Table des figures CERFACS chart as
Page 11 and 12: TABLE DES FIGURES 6 Computational F
Page 13 and 14: Foreword Welcome to the 2010-2011 S
Page 15 and 16: CERFACS STRUCTURE CERFACS organizat
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Page 19 and 20: CERFACS STAFF SILVA GARZON Ph.D stu
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Page 23: CERFACS Wide-Interest Seminars Pete
Page 27 and 28: 1 Introduction 1.1 Introduction The
Page 29 and 30: PARALLEL ALGORITHMS PROJECT success
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Page 33 and 34: 3 List of Members of HiePACS HiePAC
Page 35 and 36: 4 Dense and Sparse Matrix Computati
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Page 39 and 40: 5 Iterative Methods and Preconditio
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Page 71 and 72: 1 Overview presentation The main ex
Page 73 and 74: ELECTROMAGNETISM AND ACOUSTICS TEAM
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Page 97 and 98: 1 Introduction Data assimilation is
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Page 101 and 102: 3 Data assimilation for atmospheric
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DATA ASSIMILATION A two years simul
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DATA ASSIMILATION FIG. 4.1: Reducti
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DATA ASSIMILATION FIG. 4.3: April 2
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DATA ASSIMILATION by a surface mode
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6 Data assimilation with EDF neutro
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DATA ASSIMILATION demonstrate that
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DATA ASSIMILATION [DA13] S. Massart
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4 Coupling tools and HPC Climate Mo
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2 The OASIS coupler The OASIS coupl
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THE OASIS COUPLER 2.3 OASIS4 Since
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3 The OpenPALM coupler 3.1 Introduc
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THE OPENPALM COUPLER In the NitroEu
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4 HPC Climate modelling 4.1 General
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5 Publications 5.1 Conference Proce
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5 Climate Variability and Global Ch
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2 Climate variability and predictab
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CLIMATE VARIABILITY AND PREDICTABIL
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CLIMATE VARIABILITY AND PREDICTABIL
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CLIMATE CHANGE AND IMPACT STUDIES a
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CLIMATE CHANGE AND IMPACT STUDIES b
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PUBLICATIONS [CM15] Y. Kwon, C. Des
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1 Introduction The CFD (Computation
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2 Combustion The research activity
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COMPUTATIONAL FLUID DYNAMICS rate-o
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COMPUTATIONAL FLUID DYNAMICS FIG. 2
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COMPUTATIONAL FLUID DYNAMICS an iss
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COMPUTATIONAL FLUID DYNAMICS TU Ber
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COMPUTATIONAL FLUID DYNAMICS design
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COMPUTATIONAL FLUID DYNAMICS (a) (b
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COMPUTATIONAL FLUID DYNAMICS 3.1.5
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COMPUTATIONAL FLUID DYNAMICS (a) Ve
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COMPUTATIONAL FLUID DYNAMICS The cl
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COMPUTATIONAL FLUID DYNAMICS (a) Do
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5 Publications 5.1 Conferences Proc
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COMPUTATIONAL FLUID DYNAMICS [CFD34
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7 Aviation and Environment
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INTRODUCTION instead of regular ker
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SIMULATIONS OF AIRCRAFT WAKES AND R
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LARGE SCALE ATMOSPHERIC COMPOSITION
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LARGE SCALE ATMOSPHERIC COMPOSITION
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PUBLICATIONS 4.2 Technical Reports
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CERFACS CERFACS Scientific Activity Report Jan. 2010 â Dec. 2011

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CERFACS CERFACS Scientific Activity Report Jan. 2010 â Dec. 2011