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A simplified Newton method to generate snapshots for POD models of semilinear optimal control problems

2021/08/04 by Paul Manns, Manns, Paul, Stefan Ulbrich +1 · 1 citation
Engineering · Mathematics · #35K20 #65M60 #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Process Optimization and Integration

paper · pdf · doi:10.48550/arxiv.2108.01983

openalex publication_date 2021/08/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Abstract

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.

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