×

Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations. (English) Zbl 1428.35644

Summary: We consider a nonlinear optimization problem governed by partial differential equations with uncertain parameters. It is addressed by a robust worst case formulation. The resulting optimization problem is of bilevel structure and is difficult to treat numerically. We propose an approximate robust formulation that employs linear and quadratic approximations. To speed up the computation, reduced order models based on proper orthogonal decomposition in combination with a posteriori error estimators are developed. The proposed strategy is then applied to the optimal placement of a permanent magnet in the rotor of a synchronous machine with moving rotor. Numerical results are presented to validate the presented approach.

MSC:

35Q93 PDEs in connection with control and optimization
49J20 Existence theories for optimal control problems involving partial differential equations
49K20 Optimality conditions for problems involving partial differential equations
90C31 Sensitivity, stability, parametric optimization
93C20 Control/observation systems governed by partial differential equations

Software:

MacMPEC; BOBYQA; rbMIT
Full Text: DOI

References:

[1] F. Alizadeh and D. Goldfarb, {\it Second-order cone programming}, Math. Program., 95 (2003), pp. 3-51. · Zbl 1153.90522
[2] A. Alla, M. Hinzeand, O. Lass, and S. Ulbrich, {\it Model order reduction approach for the optimal design of permanent magnets in electro-magnetic machine}, IFAC-PapersOnLine, 43 (2015), pp. 242-247.
[3] H. Antil, M. Heinkenschloss, and R. H. W. Hoppe, {\it Domain decomposition and balanced truncation model reduction for shape optimization of the stokes system}, Optim. Methods Softw., 26 (2011), pp. 643-669. · Zbl 1227.49046
[4] A. Ben-Tal, A. Goryashko, and A. Nemirovski, {\it Robust Optimization}, Princton University Press, Princeton, NJ, 2009. · Zbl 1089.90037
[5] A. Ben-Tal and A. Nemirovski, {\it Robust solutions of uncertain linear programs}, Oper. Res. Lett., 25 (1999), pp. 1-13. · Zbl 0941.90053
[6] A. Ben-Tal and A. Nemirovski, {\it Robust solution of linear programming problems contaminated with uncertain data}, Math. Program., 88 (2000), pp. 411-421. · Zbl 0964.90025
[7] A. Ben-Tal and A. Nemirovski, {\it Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications}, MPS-SIAM Ser. Optim., SIAM, Philadelphia, 2001. · Zbl 0986.90032
[8] A. Ben-Tal and A. Nemirovski, {\it Robust optimization – methodology and application}, Math. Program., 92 (2002), pp. 453-480. · Zbl 1007.90047
[9] A. Ben-Tal and A. Nemirovski, {\it Selected topics in robust convex optimization}, Math. Program., 112 (2008), pp. 125-158. · Zbl 1135.90046
[10] D. Bertsimas, D. B. Brown, and C. Caramanis, {\it Theory and applications of robust optimization}, SIAM Rev., 53 (2011), pp. 464-501. · Zbl 1233.90259
[11] K. Binnemans, P. T. Jones, B. Blanpain, T. Van Gerven, Y. Yang, A. Walton, and M. Buchert, {\it Recycling of rare earths: A critical review}, J. Cleaner Prod., 51 (2013), pp. 1-22.
[12] J. Birge and F. Louveaux, {\it Introduction to Stochastic Programming}, Springer, New York, 1997. · Zbl 0892.90142
[13] Z. Bontinck, O. Lass, H. De Gersem, and S. Schöps, {\it Uncertainty quantification of a PMSM with dynamic rotor eccentricity and shape optimization of its magnet}, in Proceedings of EPNC 2016, XXIV Symposium on Electromagnetic Phenomena in Nonlinear Circuits, Helsinki, Finland, 2016, pp. 81-82.
[14] D. Braess, {\it Finite Elements}, 3rd ed., Cambridge University Press, Cambridge, 2007. · Zbl 1180.65146
[15] S. C. Brenner and L. R. Scott, {\it The Mathematical Theory of Finite Element Methods}, Texts Appl. Math. 15, Springer, New York, 2008. · Zbl 1135.65042
[16] A. Chatterjee, {\it An introduction to the proper orthogonal decomposition}, Current Sci., 78 (2000), pp. 539-575.
[17] Y. Chen and M. Florian, {\it The nonlinear bilevel programming problem: Formulations, regularity and optimality condition}, Optimization, 32 (1995), pp. 193-209. · Zbl 0817.90101
[18] A. R. Conn, N. I. M. Gould, and P. L. Toint, {\it Trust-Region Methods}, MPS-SIAM Ser. Optim. 1, SIAM, Philadelphia, 2000. · Zbl 0958.65071
[19] L. Dedè, {\it Reduced basis method and a posteriori error estimation for parametrized linear-quadratic optimal control problems}, SIAM J. Sci. Comput., 32 (2010), pp. 997-1019. · Zbl 1221.35030
[20] M. Diehl, H. G. Bock, and E. Kostina, {\it An approximation technique for robust nonlinear optimization}, Math. Program., 107 (2006), pp. 213-230. · Zbl 1134.90039
[21] M. Diehl, J. Gerhard, W. Marquardt, and M. Mönnigmann, {\it Numerical solution approaches for robust nonlinear optimal control problems}, Comput. Chem. Eng., 32 (2008), pp. 1287-1300.
[22] M. Dihlmann, {\it Adaptive Reduced Basis Methods for Parameterized Evolution Problems with Application in Optimization and State Estimation}, PhD thesis, Universität Stuttgart, stuttgart, Germany, 2014. · Zbl 1316.00027
[23] M. Dihlmann and B. Haasdonk, {\it Certified nonlinear parameter optimization with reduced basis surrogate models}, Proc. Appl. Math. Mech., 13 (2013), pp. 3-6.
[24] M. Dihlmann and B. Haasdonk, {\it Certified PDE-constrained parameter optimization using reduced basis surrogate models for evolution problems}, Comput. Optim. Appl., 60 (2015), pp. 753-787. · Zbl 1319.49046
[25] A. Fischer, {\it A Newton-type method for positive semi-definite linear complementarity problems}, J. Optim. Theory Appl., 86 (1995), pp. 585-608. · Zbl 0839.90121
[26] R. Fletcher and S. Leyffer, {\it Nonlinear programming without a penalty function}, Math. Program., 91 (2002), pp. 239-270. · Zbl 1049.90088
[27] R. Fletcher and S. Leyffer, {\it Solving mathematical program with complementarity constraints as nonlinear programs}, Optim. Methods Softw., 19 (2004), pp. 15-40. · Zbl 1074.90044
[28] R. Fletcher, S. Leyffer, D. Ralph, and S. Scholtes, {\it Local convergance of SQP methods for mathematical programs with equilibrium constraints}, SIAM J. Optim., 17 (2006), pp. 259-286. · Zbl 1112.90098
[29] M. Gubisch and S. Volkwein, {\it Proper orthogonal decomposition for linear-quadratic optimal control}, in Model Reduction and Approximation: Theory and Algorithms, P. Benner, A. Cohen, M. Ohlberger, and K. Willcox, eds., SIAM, Philadelphia, 2017, pp. 3-63. · Zbl 1378.65010
[30] J. Haslinger and R. A. E. Mäkinen, {\it Introduction to Shape Optimization: Theory, Approxiamtion, and Computation}, Adv. Des. Control, SIAM, Philadelphia, 2003. · Zbl 1020.74001
[31] M. Heinkenschloss, D. C. Sorensen, and K. Sun, {\it Balanced truncation model reduction for a class of descriptor systems with application to the Oseen equations}, SIAM J. Sci. Comput., 30 (2008), pp. 1038-1063. · Zbl 1216.76015
[32] M. Hinze, R. Pinnau, M. Ulbrich, and S. Ulbrich, {\it Optimization with PDE Constraints}, Mathematical Model Theory Appl. 23, Springer, New York, 2009. · Zbl 1167.49001
[33] P. Holmes, J. L. Lumley, G. Berkooz, and C. W. Rowley, {\it Turbulence, Coherent Structures, Dynamical Systems and Symmetry}, 2nd ed. Camb. Monogr. Mech., Cambridge University Press, Cambridge 2012. · Zbl 1251.76001
[34] B. Houska and M. Diehl, {\it Nonlinear robust optimization via sequential convex bilevel programming}, Math. Program., 142 (2013), pp. 539-577. · Zbl 1282.90240
[35] H. Jiang and D. Ralph, {\it Smooth SQP methods for mathematical programs with nonlinear complementarity constraints}, SIAM J. Optim., 10 (2000), pp. 779-808. · Zbl 0955.90134
[36] C. Kanzow, I. Ferenczi, and M. Fukushima, {\it On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity}, SIAM J. Optim., 20 (2009), pp. 297-320. · Zbl 1190.90239
[37] D. P. Kouri and T. M. Surowiec, {\it Risk-averse PDE-constrained optimization using the conditional value-at-risk}, SIAM J. Optim., 26 (2016), pp. 365-396. · Zbl 1337.49049
[38] K. Kunisch and S. Volkwein, {\it Galerkin proper orthogonal decomposition methods for parabolic problems}, Numer. Math., 90 (2001), pp. 117-148. · Zbl 1005.65112
[39] O. Lass and S. Volkwein, {\it Parameter identification for nonlinear elliptic-parabolic systems with application in lithium-ion battery modeling}, Comput. Optim. Appl., 62 (2015), pp. 217-239. · Zbl 1342.49055
[40] T. Lehnhäuser and M. Schäfer, {\it A numerical approach for shape optimization of fluid flow domains}, Comput. Methods App. Mech. Engrg, 194 (2005), pp. 5221-5241. · Zbl 1092.76024
[41] S. Leyffer, {\it Complementarity constraints as nonlinear equations: Theory and numerical experience}, in Optimization with Multivalued Mappings: Theory, Applications, and Algorithms, S. Dempe and V. Kalashnikov, eds., Springer Ser. Optim. App. 2, Springer, New York, 2006, pp. 169-208. · Zbl 1190.90240
[42] S. Leyffer, G. López-Calva, and J. Nocedal, {\it Interior methods for mathematical programs with complementarity constraints}, SIAM J. Optim., 17 (2006), pp. 52-77. · Zbl 1112.90095
[43] M. Liu, X. Li, and D. Pu, {\it A feasible flter SQP algorithm with global and local convergence}, J. Appl. Math. Comput., 40 (2012), pp. 261-275. · Zbl 1295.90083
[44] F. Negri, G. Rozza, A. Manzoni, and A. Quarteroni, {\it Reduced basis method for parametrized elliptic optimal control problems}, SIAM J. Sci. Comput., 35 (2013), p. A2316–-A2340. · Zbl 1280.49046
[45] J. Nocedal and S. J. Wright, {\it Numerical Optimization}, Springer Ser. Oper. Res. Financ. Eng., 2nd ed., Springer, Berlin, 2006. · Zbl 1104.65059
[46] B. Øksendal, {\it Optimal control of stochastic partial differential equations}, Stoch. Anal. Appl., 23 (2005), pp. 165-179. · Zbl 1156.93406
[47] U. Pahner, {\it A General Design Tool for Terical Optimization of Electromagnetic Energy Transducers}, PhD thesis, KU Leuven, Leuven, Belgium, 1998.
[48] A. T. Patera and G. Rozza, {\it Reduced Basis Approximation and A Posteriori Error Estimator for Parametrized Partial Differential Equations}, MIT Pappalardo Graduate Monographs in Mechanical Engineering, MIT, Cambridge, MA, 2006.
[49] M. J. D. Powell, {\it The BOBYQA Algorithm for Bound Constrained Optimization Without Derivatives}, Technical report, NA2009/06, Department of Applied Mathematics and Theoretical, Physics, University of Cambridge, Cambridge, England, 2009.
[50] T. W. Preston, A. B. J. Reece, and P. S. Sangha, {\it Induction motor analysis by time-stepping techniques}, IEEE Trans. Magn., 24 (1988), pp. 471-474.
[51] A. U. Raghunathan and L. T. Biegler, {\it An interior point method for mathematical programs with complementarity constraints (MPCCs)}, SIAM J. Optim., 15 (2005), pp. 720-750. · Zbl 1077.90079
[52] G. Rozza, D. B. P. Huynh, and A. T. Patera, {\it Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations}, Arch. Comput. Methods Eng., 15 (2008), pp. 229-275. · Zbl 1304.65251
[53] J. A. Samareh, {\it A Survey of Shape Parametrization Techniques}, Technical report NASA/CP-1999-2009136, NASA, 1999.
[54] T. W. Sederberg and S. R. Parry, {\it Free-form deformation of solid geometric models}, Comput. Graph., 20 (1986), pp. 151-160.
[55] X. Shi, Y. Le Menach, J. P. Ducreux, and F. Piriou, {\it Comparison of slip surface and moving band techniques for modelling movement in 3D with FEM}, Int. J. Comput. Math. Electr. Electron. Eng., 25 (2006), pp. 17-30. · Zbl 1109.78324
[56] A. Shapiro, D. Dentcheva, and A. Ruszczyński, {\it Lectures on Stochastic Programming: Modeling and Theory}, MPS-SIAM Ser. Optim. 9, SIAM, Philadelphia, 2009. · Zbl 1183.90005
[57] A. Sichau, {\it Robust Nonlinear Programming with Discretized PDE Constraints using Second-Order Approximations}, PhD thesis, Technische Universität Darmstadt, Darmstadt, Germany, 2013. · Zbl 1345.90083
[58] B. Silwal, P. Rasilo, L. Perkkiö, A. Hannukainen, T. Eirola, and A. Arkkio, {\it Numerical analysis of the power balance of an electrical machine with rotor eccentricity}, IEEE Trans. Magn., 52 (2016), pp. 1-4.
[59] B. Silwal, P. Rasilo, L. Perkkiö, M. Oksman, A. Hannukainen, T. Eirola, and A. Arkkio, {\it Computation of torque of an electrical machine with different types of finite element mesh in the air gap}, IEEE Trans. Magn., 50 (2014), pp. 1-9.
[60] O. Stein, {\it How to solve a semi-infinite optimization problem}, European J. Oper. Res., 223 (2012), pp. 312-320. · Zbl 1292.90300
[61] H. Tiesler, R. M. Kirby, D. Xiu, and T. Preusser, {\it Stochastic collocation for optimal control problems with stochastic PDE constraints}, SIAM J. Control Optim., 50 (2012), pp. 2659-2682. · Zbl 1260.60125
[62] A. Toselli and O. Widlund, {\it Domain Decomposition Methods – Algorithms and Theory}, Springer Ser. Comput. Math. 37, Springer, Berlin, 2005. · Zbl 1069.65138
[63] F. Tröltzsch, {\it Optimal Control of Partial Differential Equations: Theory, Methods and Application}, American Mathematical Society, Providence, RI, 2010. · Zbl 1195.49001
[64] M. J. Zahr and C. Farhat, {\it Progressive construction of a parametric reduced-order model for PDE-constrained optimization}, Internat. J. Numer. Methods Engrg., 102 (2015), pp. 1111-1135. · Zbl 1352.49029
[65] Y. Zhang, {\it General robust-optimization formulation for nonlinear programming}, J. Optim. Theory Appl., 132 (2007), pp. 111-124. · Zbl 1138.90483
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.