arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.14499math.NAcs.NA
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求解偏微分方程约束最优化问题的低秩矩阵方程方法

A low-rank matrix equation method for solving PDE-constrained optimization problems

Alexandra Bünger, Valeria Simoncini, Martin Stoll

摘要:

偏微分方程约束的最优化问题在诸如热疗、癌症治疗或血流模拟等广泛的应用中出现。离散化的最优化问题和使用拉格朗日方法的结果在一个大规模的鞍点系统,这是具有挑战性的解决方案,并获得完整的时空解决方案往往是不可行的。我们提出了一个新的框架,有效地计算一个低秩近似的解决方案,通过重新制定的KKT系统到西尔维斯特矩阵方程。随后,这个矩阵方程投影到一个小的子空间,通过一个迭代的合理Krylov方法,我们得到一个减少的问题,通过施加一个Galerkin条件,其残留。在我们的工作中,我们讨论了实现细节和依赖于各种问题参数。数值实验表明,新的策略相比,其他低秩方法的性能。

英文摘要:

PDE-constrained optimization problems arise in a broad number of applications such as hyperthermia cancer treatment or blood flow simulation. Discretization of the optimization problem and using a Lagrangian approach result in a large-scale saddle-point system, which is challenging to solve, and acquiring a full space-time solution is often infeasible. We present a new framework to efficiently compute a low-rank approximation to the solution by reformulating the KKT system into a Sylvester-like matrix equation. This matrix equation is subsequently projected onto a small subspace via an iterative rational Krylov method and we obtain a reduced problem by imposing a Galerkin condition on its residual. In our work we discuss implementation details and dependence on the various problem parameters. Numerical experiments illustrate the performance of the new strategy also when compared to other low-rank approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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