A certified model reduction approach for robust parameter optimization with PDE constraints
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Publication:2000521
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)
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
(18)- On cost function transformations for the reduction of uncertain model parameters' impact towards the optimal solutions
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems
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