# Presentation: 200102

## Embedded Sensitivities and OptimizationFrom Research to Applications

**Roscoe A. Bartlett **
**Department of Optimization & Uncertainty Estimation**
**Sandia National Laboratories**
**Department Review, January 30, 2008**

- Sandia is a multiprogram laboratory operated by Sandia Corporation, a Lockheed Martin Company,for the United States Department of Energy under contract DE-AC04-94AL85000.

- SAND2008-0769P

## Roscoe Bartlett in a Nut Shell

- Came to Sandia in 2001 directly into 1411
- Ph.D. background (CMU Chemical Engineering) is in large-scale embedded derivative-based optimization: rSQP++ => MOOCHO
- Primary algorithms research area continues to be embedded derivative-based optimization (MOOCHO/Trilinos)
- Talent and interests lie at the intersection of advanced numerical algorithms and modern software engineering methods (e.g. Thyra)
- Object-Oriented Software Engineering and C++ Expert
- Leading efforts to bridge transformational embedded analysis methods (sensitivities, optimization, ...) and applications:
- Thyra/Trilinos: Interoperability of numerical algorithms
- Thyra ModelEvaluator: Infrastructure for support of embedded algorithms
- Rythmos/Trilinos (Coffey (1414)): Transient sensitivities for optimization, ...
- Stratimikos/Trilinos: Unification of linear solvers and preconditioners
- APP + Trilinos Dev: Keep APPs and algorithms working together, driving R&D
- Charon + Trilinos Dev (ASC FY07 Level-2 Vertical Integration Milestone)
- Aria/SIERRA + Trilinos Dev (1400/1500 Collaboration)

- Website: _[http://](http://www.cs.sandia.gov/~rabartl)__[www.cs.sandia.gov](http://www.cs.sandia.gov/~rabartl)__[/~rabartl](http://www.cs.sandia.gov/~rabartl)_

## Notable Projects for Roscoe Bartlett

- FY07 ASC Level-2 Vertical Integration Milestone (**Lead**):
- Charon + Trilinos Dev, vertical solver integration using Thyra
- Optimization and transient sensitivities for QASPR problems
- Involved members from:
- 1411: Roscoe Bartlett, Eric Phipps, Denis Ridzal
- 1414: Scott Collis, Todd Coffey, David Day, Russell Hooper, Roger Pawlowski, Andy Salinger
- 1416: Mike Heroux, Jim Willenbring
- 1437: Rob Hoeskstra, Heidi Thornquist
- ASC Algorithms:
- Trilinos Framework: Addressing scalability and interoperability from build tools through advanced numerical algorithms (Teuchos, Thyra, Rythmos, MOOCHO, ...)
- Optimization:
- R&D of embedded optimization methods (MOOCHO)
- Bridging embedded (Trilinos) and non-invasive (Dakota)
- Aria/SIERRA + Trilinos Dev Integration (**Lead**):
- Add embedded algorithms to Aria/SIERRA for sensitivities, error-estimation, optimization, ...
- Bridge between SIERRA application developers and Trilinos algorithm researchers
- Joint 1400/1500 Collaboration:
- 1411: Roscoe Bartlett, Eric Phipps
- 1414: Todd Coffey, Russell Hooper, Bart vBW
- 1541: Brian Carnes, Kevin Copps, Derek Gaston, Pat Notz
- SCIDAC TOPS-2: Trilinos Fortran/C++ interoperability for Office of Science customers
- CSRF Componentizing Effort (Salinger (1414)): Leading three working groups

## Potential of Embedded Analysis Algorithms

- For appropriate problems, embedded derivative-based analysis methods (e.g., sensitivities, optimization, UQ, error estimation ...) potentially provide large improvements in speed, accuracy, and/or capability over other approaches.

- Since coming to Sandia in August 2001 I have been involved a number of projects related to embedded sensitivities and optimization and have had mixed experiences => I have learned a lot about how to apply embedded methods!

- Example:  QASPR transient current sensitivities w.r.t. reaction parameters for an irradiated semiconductor device modeled with Charon
- Embedded sensitivities with AD/Sacado (Phipps) & Rythmos
- Finite differences (steplen=1e-2) (optimal steplen=1e-1)
- Embedded sensitivities vs. finite diff.
- Much more accurate and robust!
- 10x faster for 40 parameters!

- Bartlett, Roscoe, Scott Collis, Todd Coffey, David Day, Mike Heroux, Rob Hoekstra, Russell Hooper, Roger Pawlowski, Eric Phipps, Denis Ridzal, Andy Salinger, Heidi Thornquist, and Jim Willenbring. *ASC Vertical Integration Milestone*. SAND2007-5839, Sandia National Laboratories, 2007 [http://www.cs.sandia.gov/~rabartl/publications.html]

## Challenges/Barriers to Embedded Analysis Algorithms

- Embedded Algorithms R&D with Production APPs
-  Better Algorithms R&D!
-  Better Production APPs!

- Version Control, Build, Test
- (incompatible dev sources, environments, tools, lack of testing, ...)
- APP + Trilinos Dev (Bartlett et. al.)

- Software Infrastructure
- (narrow forward solvers, inflexible implementation approaches, ...)
- Thyra ModelEvaluator (Bartlett et. al.)

- Derivatives & UQ Support
- (smoothness, accuracy, parameter derivatives, uncertainty proposition, ... )
- AD/Sacado (Phipps and Gay)
- UQ/Stokhos (Phipps)

- We are now addressing these barriers in a fundamental way to provide the foundation for sustained embedded algorithms R&D

## APP + Trilinos Dev: Algorithms and Applications Integration

- Bartlett, Roscoe. *Daily Integration and Testing of the Development Versions of Applications and Trilinos: A stronger foundation for enhanced collaboration in application and algorithm research and development*, SAND2007-7040, Sandia National Laboratories, October 2007 [http://www.cs.sandia.gov/~rabartl/publications.html]

- The Idea:
- Keep the development versions of APP and Trilinos code updated and tested daily
- Also keep APP and Trilinos Release updated
- Automated daily integrations tests
- Results in better production capabilities and better research
- Charon + Trilinos Dev
- Development versions of Charon and Trilinos are kept up-to-date every day!
- New embedded optimization and sensitivity capabilities are run and tested every day!
- Aria/SIERRA + Trilinos Dev
- We have automated configuration and daily integration testing of Aria/SIERRA VOTD against Trilinos Dev working!
- Now, we are addressing Aria/SIERRA software infrastructure issues and will start adding new embedded Trilinos analysis algorithms!

## The End