论文标题
通过强大的优化调整多移民方法
Tuning Multigrid Methods with Robust Optimization
论文作者
论文摘要
局部傅立叶分析是一种有用的工具,用于预测和分析许多有效算法的性能,以解决离散PDE的解决方案,例如Multigrid和域分解方法。局部傅立叶分析的关键方面是,它可以用算法的符号表示来最大程度地减少固定迭代频谱半径或预处理系统的条件数量的估计值。实际上,这是一个“最小值”问题,可最大程度地减少求解参数的适当度量,涉及在傅立叶频率上最大化。通常,几种算法参数可以通过局部傅立叶分析确定,以获得有效的算法。对最小问题的分析解决方案除了简单的问题之外,很少有可能。局部傅立叶分析中的现状涉及网格采样,这在高维度上非常昂贵。在本文中,我们提出并探索优化算法,以有效地解决这些问题。提出了一些具有已知和未知分析解决方案的示例,以显示这些方法的有效性。
Local Fourier analysis is a useful tool for predicting and analyzing the performance of many efficient algorithms for the solution of discretized PDEs, such as multigrid and domain decomposition methods. The crucial aspect of local Fourier analysis is that it can be used to minimize an estimate of the spectral radius of a stationary iteration, or the condition number of a preconditioned system, in terms of a symbol representation of the algorithm. In practice, this is a "minimax" problem, minimizing with respect to solver parameters the appropriate measure of work, which involves maximizing over the Fourier frequency. Often, several algorithmic parameters may be determined by local Fourier analysis in order to obtain efficient algorithms. Analytical solutions to minimax problems are rarely possible beyond simple problems; the status quo in local Fourier analysis involves grid sampling, which is prohibitively expensive in high dimensions. In this paper, we propose and explore optimization algorithms to solve these problems efficiently. Several examples, with known and unknown analytical solutions, are presented to show the effectiveness of these approaches.