12,828 research outputs found
Progressive construction of a parametric reduced-order model for PDE-constrained optimization
An adaptive approach to using reduced-order models as surrogates in
PDE-constrained optimization is introduced that breaks the traditional
offline-online framework of model order reduction. A sequence of optimization
problems constrained by a given Reduced-Order Model (ROM) is defined with the
goal of converging to the solution of a given PDE-constrained optimization
problem. For each reduced optimization problem, the constraining ROM is trained
from sampling the High-Dimensional Model (HDM) at the solution of some of the
previous problems in the sequence. The reduced optimization problems are
equipped with a nonlinear trust-region based on a residual error indicator to
keep the optimization trajectory in a region of the parameter space where the
ROM is accurate. A technique for incorporating sensitivities into a
Reduced-Order Basis (ROB) is also presented, along with a methodology for
computing sensitivities of the reduced-order model that minimizes the distance
to the corresponding HDM sensitivity, in a suitable norm. The proposed reduced
optimization framework is applied to subsonic aerodynamic shape optimization
and shown to reduce the number of queries to the HDM by a factor of 4-5,
compared to the optimization problem solved using only the HDM, with errors in
the optimal solution far less than 0.1%
Computational Complexity versus Statistical Performance on Sparse Recovery Problems
We show that several classical quantities controlling compressed sensing
performance directly match classical parameters controlling algorithmic
complexity. We first describe linearly convergent restart schemes on
first-order methods solving a broad range of compressed sensing problems, where
sharpness at the optimum controls convergence speed. We show that for sparse
recovery problems, this sharpness can be written as a condition number, given
by the ratio between true signal sparsity and the largest signal size that can
be recovered by the observation matrix. In a similar vein, Renegar's condition
number is a data-driven complexity measure for convex programs, generalizing
classical condition numbers for linear systems. We show that for a broad class
of compressed sensing problems, the worst case value of this algorithmic
complexity measure taken over all signals matches the restricted singular value
of the observation matrix which controls robust recovery performance. Overall,
this means in both cases that, in compressed sensing problems, a single
parameter directly controls both computational complexity and recovery
performance. Numerical experiments illustrate these points using several
classical algorithms.Comment: Final version, to appear in information and Inferenc
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