An extension of the projected gradient method to a Banach space setting with application in structural topology optimization

Fuente: arXiv
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Auteurs principaux: Blank, Luise, Rupprecht, Christoph
Format: Preprint
Publié: 2015
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author Blank, Luise
Rupprecht, Christoph
author_facet Blank, Luise
Rupprecht, Christoph
contents For the minimization of a nonlinear cost functional $j$ under convex constraints the relaxed projected gradient process $φ_{k+1} = φ_{k} + α_k(P_H(φ_{k}-λ_k \nabla_H j(φ_{k}))-φ_{k})$ is a well known method. The analysis is classically performed in a Hilbert space $H$. We generalize this method to functionals $j$ which are differentiable in a Banach space. Thus it is possible to perform e.g. an $L^2$ gradient method if $j$ is only differentiable in $L^\infty$. We show global convergence using Armijo backtracking in $α_k$ and allow the inner product and the scaling $λ_k$ to change in every iteration. As application we present a structural topology optimization problem based on a phase field model, where the reduced cost functional $j$ is differentiable in $H^1\cap L^\infty$. The presented numerical results using the $H^1$ inner product and a pointwise chosen metric including second order information show the expected mesh independency in the iteration numbers. The latter yields an additional, drastic decrease in iteration numbers as well as in computation time. Moreover we present numerical results using a BFGS update of the $H^1$ inner product for further optimization problems based on phase field models.
format Preprint
id arxiv_https___arxiv_org_abs_1503_03783
institution arXiv
publishDate 2015
record_format arxiv
spellingShingle An extension of the projected gradient method to a Banach space setting with application in structural topology optimization
Blank, Luise
Rupprecht, Christoph
Optimization and Control
49M05, 49M15, 65K, 74P05, 90C
For the minimization of a nonlinear cost functional $j$ under convex constraints the relaxed projected gradient process $φ_{k+1} = φ_{k} + α_k(P_H(φ_{k}-λ_k \nabla_H j(φ_{k}))-φ_{k})$ is a well known method. The analysis is classically performed in a Hilbert space $H$. We generalize this method to functionals $j$ which are differentiable in a Banach space. Thus it is possible to perform e.g. an $L^2$ gradient method if $j$ is only differentiable in $L^\infty$. We show global convergence using Armijo backtracking in $α_k$ and allow the inner product and the scaling $λ_k$ to change in every iteration. As application we present a structural topology optimization problem based on a phase field model, where the reduced cost functional $j$ is differentiable in $H^1\cap L^\infty$. The presented numerical results using the $H^1$ inner product and a pointwise chosen metric including second order information show the expected mesh independency in the iteration numbers. The latter yields an additional, drastic decrease in iteration numbers as well as in computation time. Moreover we present numerical results using a BFGS update of the $H^1$ inner product for further optimization problems based on phase field models.
title An extension of the projected gradient method to a Banach space setting with application in structural topology optimization
topic Optimization and Control
49M05, 49M15, 65K, 74P05, 90C
url https://arxiv.org/abs/1503.03783