ADMM Based Methods for Time-Domain Decomposition Formulations of Optimal Control Problems
Kroeger, Nathaniel James
Master of Arts
This thesis investigates alternating direction method of multipliers (ADMM)-based methods for time-domain decomposition (TDD) formulations of linear-quadratic partial differential equation (PDE)-constrained optimization problems. The solution of such optimization problems is computing time and memory intensive. TDD formulations split the time-dependent PDE into coupled subdomain equations and introduce potential for parallelism and global memory reduction. This thesis tailors ADMM to the TDD structure. ADMM requires the parallel solution of smaller subdomain problems and reduces the number of variables that need to be kept in memory globally. Different TDD splittings lead to different ADMM variants. ADMM convergence analyses are derived from a matrix-splitting view and from the equivalence to the Douglas-Rachford algorithm applied to the dual problem, and are applied to these different variants. The effectiveness of ADMM as a preconditioner within GMRES is investigated. Computational results are presented for several variants of ADMM applied to an advection-diffusion problem.
Time Domain Decomposition; Alternating Direction Method of Multipliers; ADMM