论文标题
自适应投影的牛顿不合格双重方法,用于减少PDE受限参数优化的基础近似
An adaptive projected Newton non-conforming dual approach for trust-region reduced basis approximation of PDE-constrained parameter optimization
论文作者
论文摘要
在这一贡献中,我们为信任区域降低基础(TR-RB)的PDE限制参数优化的近似值(TR-RB)近似设备和分析了改进的变体,这些方法最近在[Keil等人中引入了。 Arxiv:2006.09297,2020]。所提出的方法使用模型订单减少技术对参数化PDES在大规模或多规模应用程序的背景下,通过PDE约束显着减少参数优化的计算需求。自适应TR方法允许沿优化路径的参数空间定位,而不会在离线阶段浪费不必要的资源。改进的变体采用预测的牛顿方法来解决每个TR步骤中的局部优化问题,以使高收敛速率受益。这意味着建造RB空间的新策略,以及估计Hessian的估计。此外,我们提供了基于无限维参数的TR-RB方法收敛的新证明,而不仅限于RB近似的特定情况,并为最佳参数的近似值提供了A后验误差估计。数值实验证明了所提出的方法的效率。
In this contribution we device and analyze improved variants of the non-conforming dual approach for trust-region reduced basis (TR-RB) approximation of PDE-constrained parameter optimization that has recently been introduced in [Keil et al.. A non-conforming dual approach for adaptive Trust-Region Reduced Basis approximation of PDE-constrained optimization. arXiv:2006.09297, 2020]. The proposed methods use model order reduction techniques for parametrized PDEs to significantly reduce the computational demand of parameter optimization with PDE constraints in the context of large-scale or multi-scale applications. The adaptive TR approach allows to localize the reduction with respect to the parameter space along the path of optimization without wasting unnecessary resources in an offline phase. The improved variants employ projected Newton methods to solve the local optimization problems within each TR step to benefit from high convergence rates. This implies new strategies in constructing the RB spaces, together with an estimate for the approximation of the hessian. Moreover, we present a new proof of convergence of the TR-RB method based on infinite-dimensional arguments, not restricted to the particular case of an RB approximation and provide an a posteriori error estimate for the approximation of the optimal parameter. Numerical experiments demonstrate the efficiency of the proposed methods.