Surrogate models for optimization of dynamical systems

DOI10.1007/978-3-031-30114-8_16arXiv2101.10189OpenAlexW3135685612MaRDI QIDQ6200201FDOQ6200201

Authors: Kainat Khowaja, Mykhaylo Shcherbatyy, Wolfgang K. Härdle 

Publication date: 22 March 2024

Published in: Foundations of Modern Statistics (Search for Journal in Brave)

Abstract: Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven mechanism to construct low dimensional surrogate models. These surrogate models reduce the computational time for solution of the complex optimization problems by using training instances derived from the evaluations of the true objective functions. The surrogate models are constructed using combination of proper orthogonal decomposition and radial basis functions and provides system responses by simple matrix multiplication. Using relative maximum absolute error as the measure of accuracy of approximation, it is shown surrogate models with latin hypercube sampling and spline radial basis functions dominate variable order methods in computational time of optimization, while preserving the accuracy. These surrogate models also show robustness in presence of model non-linearities. Therefore, these computational efficient predictive surrogate models are applicable in various fields, specifically to solve inverse problems and optimal control problems, some examples of which are demonstrated in this paper.

Full work available at URL: https://arxiv.org/abs/2101.10189

zbMATH Keywords

optimizationparameter estimationSVDradial basis functionsproper orthogonal decompositionsurrogate modelssmart data analytics

Mathematics Subject Classification ID

Statistics (62-XX)

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