An Efficient optimization approach for computationally expensive timesteppers using tabulation

A. Varshney, Antonios Armaou

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Citation (Scopus)

Abstract

A methodology is outlined for the efficient solution of dynamic optimization problems when the system evolution is described by computationally expensive timestepper-based models. The computational requirements issue is circumvented by extending the notion of in situ adaptive tabulation to stochastic systems. Conditions are outlined that allow unbiased estimation of the mapping gradient matrix and, subsequently, expressions to compute the ellipsoid of attraction are derived. The proposed approach is applied towards the solution of two representative dynamic optimization problems, (a) a bistable reacting system describing catalytic oxidation of CO and, (b) a homogeneous chemically reacting system describing dimerization of a monomer. In both cases, tabulation resulted in significant reduction in the solution time of the optimization problem.

Original languageEnglish (US)
Title of host publicationModel Reduction and Coarse-Graining Approaches for Multiscale Phenomena
PublisherSpringer Berlin Heidelberg
Pages515-533
Number of pages19
ISBN (Print)3540358854, 9783540358855
DOIs
StatePublished - Dec 1 2006

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tabulation
optimization
dimerization
ellipsoids
attraction
monomers
methodology
gradients
requirements
oxidation
matrices

All Science Journal Classification (ASJC) codes

  • Physics and Astronomy(all)

Cite this

Varshney, A., & Armaou, A. (2006). An Efficient optimization approach for computationally expensive timesteppers using tabulation. In Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena (pp. 515-533). Springer Berlin Heidelberg. https://doi.org/10.1007/3-540-35888-9_23
Varshney, A. ; Armaou, Antonios. / An Efficient optimization approach for computationally expensive timesteppers using tabulation. Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena. Springer Berlin Heidelberg, 2006. pp. 515-533
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Varshney, A & Armaou, A 2006, An Efficient optimization approach for computationally expensive timesteppers using tabulation. in Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena. Springer Berlin Heidelberg, pp. 515-533. https://doi.org/10.1007/3-540-35888-9_23

An Efficient optimization approach for computationally expensive timesteppers using tabulation. / Varshney, A.; Armaou, Antonios.

Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena. Springer Berlin Heidelberg, 2006. p. 515-533.

Research output: Chapter in Book/Report/Conference proceedingChapter

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Varshney A, Armaou A. An Efficient optimization approach for computationally expensive timesteppers using tabulation. In Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena. Springer Berlin Heidelberg. 2006. p. 515-533 https://doi.org/10.1007/3-540-35888-9_23