Transcription of 1 The adjoint method - Stanford University Computer Science
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PDE-constrained optimization and the adjoint method1 Andrew M. BradleyOctober 15, 2019 (original November 16, 2010)PDE-constrained optimization and the adjoint method for solving these and re-lated problems appear in a wide range of application domains. Often the adjointmethod is used in an application without explanation. The purpose of this tuto-rial is to explain the method in detail in a general setting that is kept as simpleas use the following notation: the total derivative (gradient) is denoted dx(usually denoted d( )/dxor x); the partial derivative, x(usually, ( )/ x); thedifferential, d. We also use the notationfxfor both partial and total derivativeswhen we think the meaning is clear from context. Recall that a gradient is a rowvector, and this convention induces sizing conventions for the other use only real numbers in this The adjoint methodLetx Rnxandp Rnp.
PDE-constrained optimization and the adjoint method1 Andrew M. Bradley October 15, 2019 (original November 16, 2010) PDE-constrained optimization …
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