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A PDE Sensitivity Equation Method for Optimal Aerodynamic Design

The use of gradient based optimization algorithms in inverse design is well established as a practical approach to aerodynamic design. A typical procedure uses a simulation scheme to evaluate the objective function (from the approximate states) and its gradient, then passes this information to an optimization algorithm. Once the simulation scheme (CFD flow solver) has been selected and used to provide approximate function evaluations, there are several possible approaches to the problem of computing gradients. One popular method is to differentiate the simulation scheme and compute design sensitivities that are then used to obtain gradients. Although this black-box approach has many advantages in shape optimization problems, one must compute mesh sensitivities in order to compute the design sensitivity. In this paper, we present an alternative approach using the PDE sensitivity equation to develop algorithms for computing gradients. This approach has the advantage that mesh sensitivities need not be computed. Moreover, when it is possible to use the CFD scheme for both the forward problem and the sensitivity equation, then there are computational advantages. An apparent disadvantage of this approach is that it does not always produce consistent derivatives. However, for a proper combination of discretization schemes, one can show asymptotic consistency under mesh refinement, which is often sufficient to guarantee convergence of the optimal design algorithm. In particular, we show that when asymptotically consistent schemes are combined with a trust-region optimization algorithm, the resulting optimal design method converges. We denote this approach as the sensitivity equation method. The sensitivity equation method is presented, convergence results are given and the approach is illustrated on two optimal design problems involving shocks.

Borggaard, Jeff

Multilevel algorithms for nonlinear optimization

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Alexandrov, Natalia