ADMM Based Methods for Time-Domain Decomposition Formulations of Optimal Control Problems

Simple item page
dc.contributor.advisorHeinkenschloss, Matthiasen_US
dc.creatorKroeger, Nathaniel Jamesen_US
dc.date.accessioned2020-08-11T21:43:38Zen_US
dc.date.available2020-08-11T21:43:38Zen_US
dc.date.created2020-08en_US
dc.date.issued2020-08-03en_US
dc.date.submittedAugust 2020en_US
dc.date.updated2020-08-11T21:43:38Zen_US
dc.description.abstractThis 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.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationKroeger, Nathaniel James. "ADMM Based Methods for Time-Domain Decomposition Formulations of Optimal Control Problems." (2020) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/109174">https://hdl.handle.net/1911/109174</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/109174en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectTime Domain Decompositionen_US
dc.subjectAlternating Direction Method of Multipliersen_US
dc.subjectADMMen_US
dc.titleADMM Based Methods for Time-Domain Decomposition Formulations of Optimal Control Problemsen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentComputational and Applied Mathematicsen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Artsen_US
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
KROEGER-DOCUMENT-2020.pdf
Size:
24.85 MB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 2 of 2
No Thumbnail Available
Name:
PROQUEST_LICENSE.txt
Size:
5.85 KB
Format:
Plain Text
Description:
Download
No Thumbnail Available
Name:
LICENSE.txt
Size:
2.61 KB
Format:
Plain Text
Description:
Download
Collections
Rice University Theses and Dissertations