A certified model reduction approach for robust parameter optimization with PDE constraints
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PDEs in connection with control and optimization (35Q93) Existence theories for optimal control problems involving partial differential equations (49J20) Existence of solutions for minimax problems (49J35) Optimality conditions for problems involving partial differential equations (49K20) PDE constrained optimization (numerical aspects) (49M41) Numerical optimization and variational techniques (65K10) Numerical methods for partial differential equations, boundary value problems (65N99) Control/observation systems governed by partial differential equations (93C20)
Abstract: We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear optimization problem has a bi-level structure due to the min-max formulation. To approximate the worst-case in the optimization problem we propose linear and quadratic approximations. However, this approach still turns out to be very expensive, therefore we propose an adaptive model order reduction technique which avoids long offline stages and provides a certified reduced order surrogate model for the parametrized PDE which is then utilized in the numerical optimization. Numerical results are presented to validate the presented approach.
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- scientific article; zbMATH DE number 2143187
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Cited in
(19)- Sampling-free model reduction of systems with low-rank parameterization
- A space-time certified reduced basis method for quasilinear parabolic partial differential equations
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
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- Constrained Optimal Pade´ Model Reduction
- Robust optimization of PDE-constrained problems using second-order models and nonsmooth approaches
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- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
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- Efficient PDE-constrained optimization under high-dimensional uncertainty using derivative-informed neural operators
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