A Certified Model Reduction Approach for robust optimal control with PDE constraints

We investigate an optimal control problem governed by a parametric elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model and optimization parameters. The resulting optimization problem, then, has a bi-level structure for the solution of this problem which leads a non-linear optimization problem with a min-max formulation. The idea is to utilize a suitable approximation of the robust counterpart. However, this approach turns out to be very expensive, therefore we propose a goal-oriented model order reduction approach which avoids long offline stages and provides a certified reduced order surrogate model for the parametrized PDE which then is utilized in the numerical optimization. Numerical results are presented to validate the presented approach.

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