A C++ class supporting adjoint-state methods

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dc.contributor.advisorSymes, William W.
dc.creatorEnriquez, Marco U.
dc.date.accessioned2018-12-03T18:31:19Z
dc.date.available2018-12-03T18:31:19Z
dc.date.issued2008
dc.description.abstractThe adjoint-state method is widely used for computing gradients in simulation-driven optimization problems. The adjoint-state evolution equation requires access to the entire history of the system states. There are instances, however, where the required state for the adjoint-state evolution is not readily accessible; consider large-scale problems, for example, where the entire simulation history is not saved to conserve memory. This thesis introduces a C++ state-access class, StateHistory , to support a myriad of solutions to this problem. Derived StateHistory classes implement a (simulation) time-altering function and data-access functions, which can be used in tandem to access the entire state history. This thesis also presents a derived StateHistory class, GriewankStateHistory , which uses Griewank's optimal checkpointing scheme. While only storing a small fraction of simulation states, GriewankStateHistory objects can reconstitute unsaved states for a small computational cost. These ideas were implemented in the context of TSOpt, a time-stepping library for simulation-driven optimization algorithms.
dc.format.extent94 pp
dc.identifier.callnoTHESIS MATH. 2008 ENRIQUEZ
dc.identifier.citationEnriquez, Marco U.. "A C++ class supporting adjoint-state methods." (2008) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/103546">https://hdl.handle.net/1911/103546</a>.
dc.identifier.digital304508153
dc.identifier.urihttps://hdl.handle.net/1911/103546
dc.language.isoeng
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.
dc.subjectMathematics
dc.subjectComputer science
dc.subjectApplied sciences
dc.subjectPure sciences
dc.titleA C++ class supporting adjoint-state methods
dc.typeThesis
dc.type.materialText
thesis.degree.departmentMathematics
thesis.degree.disciplineNatural Sciences
thesis.degree.grantorRice University
thesis.degree.levelMasters
thesis.degree.nameMaster of Arts
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