A certified model reduction approach for robust parameter optimization with PDE constraints

DOI10.1007/S10444-018-9653-1zbMATH Open1477.35291arXiv1703.01613OpenAlexW2909844392WikidataQ128596212 ScholiaQ128596212MaRDI QIDQ2000521FDOQ2000521

M. Hinze, Stefan Ulbrich, Philip Kolvenbach, O. Lass, Alessandro Alla

Publication date: 28 June 2019

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1703.01613

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• scientific article; zbMATH DE number 2143187

zbMATH Keywords

robust optimizationparameter optimizationproper orthogonal decompositionmodel order reduction

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) PDEs in connection with control and optimization (35Q93) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Control/observation systems governed by partial differential equations (93C20) Existence of solutions for minimax problems (49J35) Numerical methods for partial differential equations, boundary value problems (65N99) PDE constrained optimization (numerical aspects) (49M41)

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Cited In (14)

• Sampling-free model reduction of systems with low-rank parameterization
• Constrained Optimal Pade´ Model Reduction
• Certified PDE-constrained parameter optimization using reduced basis surrogate models for evolution problems
• One-shot learning of surrogates in PDE-constrained optimization under uncertainty
• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
• An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization
• Reduced Basis Methods for Quasilinear Elliptic PDEs with Applications to Permanent Magnet Synchronous Motors
• Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
• A space-time certified reduced basis method for quasilinear parabolic partial differential equations
• Model order reduction for optimal control problems
• A-posteriori reduced basis error-estimates for a semi-discrete in space quasilinear parabolic PDE
• A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
• Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters

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