In PDE-constrained optimization, proper orthogonal decomposition (POD) provides a surrogate model of a (potentially expensive) PDE discretization, on which optimization iterations are executed. Because POD models usually provide good approximation quality only locally, they have to be updated during optimization. Updating the POD model is usually expensive, however, and therefore often impossible in a model-predictive control (MPC) context. Thus, reduced models of mediocre quality might be accepted. We take the view of a simplified Newton method for solving semilinear evolution equations to derive an algorithm that can serve as an offline phase to produce a POD model. Approaches that build the POD model with impulse response snapshots can be regarded as the first Newton step in this context. In particular, POD models that are based on impulse response snapshots are extended by adding a second simplified Newton step. This procedure improves the approximation quality of the POD model significantly by introducing a moderate amount of extra computational costs during optimization or the MPC loop. We illustrate our findings with an example satisfying our assumptions.
翻译:在受PDE限制的优化中,适当的正心分解(POD)提供了一种替代模型,即一种(可能昂贵的)PDE分解(PDE)的替代模型,在这个模型上执行优化迭代。由于POD模型通常只在当地提供良好的近似质量,因此在优化过程中必须加以更新。更新POD模型通常费用很高,因此在模型预测控制(MPC)中往往不可能。因此,可以接受中心质量的降低模型。我们采用简化的牛顿方法来解决半线性进化方程,以便得出一种算法,作为生成POD模型的离线阶段。在这种情况下,用脉冲响应快照构建POD模型的方法可以被视为第一个Newton步骤。特别是,基于脉冲响应快照的POD模型通过增加第二个简化的Newton步骤而得到扩展。这一程序大大提高了POD模型的近似质量,在优化或MPC循环中引入了适度的额外计算成本。我们用一个符合我们假设的范例来说明我们的调查结果。