SCADOPT: An open-source HPC framework for solving PDE constrained optimization problems using AD

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Contributors

Abstract

This paper describes SCADOPT, a highly-scalable open-source HPC framework written in C++ for solving PDE constrained optimization problems. The framework is designed to handle explicit time-stepping methods over structured grids for the approximation of time-dependent PDEs. It provides an interface to gradient-based optimization algorithms like L-BFGS-B. Derivatives needed for the optimization are computed via algorithmic differentiation (AD) since this approach provides exact derivatives values with a reasonable computational overhead. Hence, the integration of the AD-tool ADOL-C has been a major design principle for the data management of SCADOPT. We describe the core components of SCADOPT, the employed parallelization methods, and the integration of ADOL-C. Furthermore, we illustrate the solution of an optimization problem based on the heat equation with SCADOPT in about 90 lines. To demonstrate the excellent performance of SCADOPT, we show the weak and strong scaling with respect to MPI on a modern HPC cluster.

Details

Original languageEnglish
Title of host publicationProceedings - 16th IEEE International Conference on High Performance Computing and Communications, HPCC 2014, 11th IEEE International Conference on Embedded Software and Systems, ICESS 2014 and 6th International Symposium on Cyberspace Safety and Security, CSS 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages46-53
Number of pages8
ISBN (electronic)9781479961238
Publication statusPublished - 9 Mar 2014
Peer-reviewedYes

Publication series

SeriesProceedings - 16th IEEE International Conference on High Performance Computing and Communications, HPCC 2014, 11th IEEE International Conference on Embedded Software and Systems, ICESS 2014 and 6th International Symposium on Cyberspace Safety and Security, CSS 2014

Conference

Title16th IEEE International Conference on High Performance Computing and Communications, HPCC 2014, 11th IEEE International Conference on Embedded Software and Systems, ICESS 2014 and 6th International Symposium on Cyberspace Safety and Security, CSS 2014
Duration20 - 22 August 2014
CityParis
CountryFrance

Keywords

Keywords

  • AD, ADOL-C, C++, Framework, Gradient-based optimizer, HPC, Inverse Problem, L-BFGS-B, Open-Source, Parameter Estimation, PDE constrained optimization problem, Regularization, SCADOPT, Scalability, User-friendliness