Algorithme à gradients multiples pour l'optimisation multiobjectif en simulation de haute fidélité : application à l'aérodynamique compressible

Adrien Zerbinati 1
1 OPALE - Optimization and control, numerical algorithms and integration of complex multidiscipline systems governed by PDE
CRISAM - Inria Sophia Antipolis - Méditerranée , JAD - Laboratoire Jean Alexandre Dieudonné : UMR6621
Abstract : In multiobjective optimization, the knowledge of the Pareto set provides valuable information on the reachable optimal performance. A number of evolutionary strategies have been proposed in the literature and proved to be successful to identify Pareto set. Howerver, these derivative free algorithms are very demanding in computational time. Today, in many areas of computational sciences, codes are developed that include the calculation of the gradient, cautiously validated and calibrated. Thus, an alternate method applicable when the gradients are known is introduced presently. Using a clever combination of the gradients, a descent direction common to all criteria is identified. As a natural outcome, the Multiple Gradient Descent Algorithm (MGDA) is defined as a generalization of the steepest-descent method and compared with PAES by numerical experiments. Using MGDA on a multiobjective optimization problem requires the evaluation of a large number of points with regards to criteria, and their gradients. In the particular case of CFD problems, each point evaluation is very costly. Thus here we also propose to construct metamodels and to calculate approximate gradients by local finite difference.
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Adrien Zerbinati. Algorithme à gradients multiples pour l'optimisation multiobjectif en simulation de haute fidélité : application à l'aérodynamique compressible. Autre. Université Nice Sophia Antipolis, 2013. Français. ⟨NNT : 2013NICE4025⟩. ⟨tel-00868031⟩

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