H₂-optimal model reduction using projected nonlinear least squares
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Publication:5856679
DOI10.1137/19M1247863zbMATH Open1461.93060arXiv1811.11962OpenAlexW3111261286MaRDI QIDQ5856679FDOQ5856679
Authors: Jeffrey M. Hokanson, Caleb C. Magruder 
Publication date: 29 March 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full order model. One approach to model reduction finds reduced order models that are locally optimal approximations in the norm, an approach taken by the Iterative Rational Krylov Algorithm (IRKA) among others. Here we introduce a new approach for -optimal model reduction using the projected nonlinear least squares framework previously introduced in [J. M. Hokanson, SIAM J. Sci. Comput. 39 (2017), pp. A3107--A3128]. At each iteration, we project the optimization problem onto a finite-dimensional subspace yielding a weighted least squares rational approximation problem. Subsequent iterations append this subspace such that the least squares rational approximant asymptotically satisfies the first order necessary conditions of the original, optimization problem. This enables us to build reduced order models with similar error in the norm but using far fewer evaluations of the expensive, full order model compared to competing methods. Moreover, our new algorithm only requires access to the transfer function of the full order model, unlike IRKA which requires a state-space representation or TF-IRKA which requires both the transfer function and its derivative. Applying the projected nonlinear least squares framework to the -optimal model reduction problem open new avenues for related model reduction problems.
Full work available at URL: https://arxiv.org/abs/1811.11962
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System structure simplification (93B11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Approximation by rational functions (41A20)
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Cited In (11)
- Preconditioning parametrized linear systems
- Two-Sided Projection Methods for Nonlinear Model Order Reduction
- \(\boldsymbol{\mathcal{L}_2}\)-Optimal Reduced-Order Modeling Using Parameter-Separable Forms
- Structure-Preserving $H^2$ Optimal Model Reduction Based on the Riemannian Trust-Region Method
- A projection-based algorithm for model-order reduction with \(H_2\) performance: a convex-optimization setting
- Homotopy methods for solving the optimal projection equations for theH2reduced order model problem
- Fast optimal \(\mathcal H_2\) model reduction algorithms based on Grassmann manifold optimization
- A new framework for \(\mathcal{H}_2\)-optimal model reduction
- A Unifying Framework for Interpolatory \({\boldsymbol{\mathcal{L}_2}}\)-Optimal Reduced-Order Modeling
- Galerkin v. least-squares Petrov-Galerkin projection in nonlinear model reduction
- Preconditioned multishift BiCG for \(\mathcal{H}_2\)-optimal model reduction
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