ROM-based multiobjective optimization of elliptic PDEs via numerical continuation

DOI10.1007/978-3-030-79393-7_3MaRDI QIDQ6320832arXivFDO

Authors Stefan Banholzer, Bennet Gebken, Michael Dellnitz, Sebastian Peitz, S. Volkwein

Publication date 21 June 2019

Published in arXiv

Full work available at URL https://doi.org/10.1007/978-3-030-79393-7_3

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Multi-objective and goal programming (90C29)

arXiv classification

math.OC

Abstract: Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to compute the set of optimal compromises (the Pareto set) between the conflicting objectives. Since the Pareto set generally consists of an infinite number of solutions, the computational effort can quickly become challenging which is particularly problematic when the objectives are costly to evaluate as is the case for models governed by partial differential equations (PDEs). To decrease the numerical effort to an affordable amount, surrogate models can be used to replace the expensive PDE evaluations. Existing multiobjective optimization methods using model reduction are limited either to low parameter dimensions or to few (ideally two) objectives. In this article, we present a combination of the reduced basis model reduction method with a continuation approach using inexact gradients. The resulting approach can handle an arbitrary number of objectives while yielding a significant reduction in computing time.

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