A C++ class supporting state-deficient adjoint state methods

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. This poster introduces a C++ class, StateHistory, to support multiple 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. These ideas were implemented in the context of TSOpt, a time-stepping library for simulation-driven optimization algorithms. Copyright is held by author/owner(s) Tapia'07, October 14-17, 2007, Lake Buena Vista, Florida, USA ACM 978-1-59593-866-4/07/0010