A C++ Class Supporting Adjoint-State Methods
| dc.contributor.author | Enriquez, Marco | |
| dc.date.accessioned | 2018-06-19T17:45:09Z | |
| dc.date.available | 2018-06-19T17:45:09Z | |
| dc.date.issued | 2009-09 | |
| dc.date.note | September 2009 | |
| dc.description | This work was also published as a Rice University thesis/dissertation. | |
| dc.description.abstract | The 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 con- serve memory. This thesis introduces a C++ state-access class, StateHistory, to support a myriad of solutions to this problem. Derived StateHistory classes im- plement 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 opti- mal checkpointing scheme. While only storing a small fraction of simulation states, GriewankStateHistory objects can reconstitute unsaved states for a small computa- tional cost. These ideas were implemented in the context of TSOpt, a time-stepping library for simulation-driven optimization algorithms. | |
| dc.format.extent | 93 pp | |
| dc.identifier.citation | Enriquez, Marco. "A C++ Class Supporting Adjoint-State Methods." (2009) <a href="https://hdl.handle.net/1911/102133">https://hdl.handle.net/1911/102133</a>. | |
| dc.identifier.digital | TR09-32 | |
| dc.identifier.uri | https://hdl.handle.net/1911/102133 | |
| dc.language.iso | eng | |
| dc.title | A C++ Class Supporting Adjoint-State Methods | |
| dc.type | Technical report | |
| dc.type.dcmi | Text |
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