An optimization-based coupling of reduced order models with efficient reduced adjoint basis generation approach

Abstract

Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the computational cost of finding the stationary points of the associated Lagrangian, which requires primal and adjoint solves. This issue can be mitigated by using OBC in conjunction with computationally efficient reduced order models (ROM). To demonstrate the potential of this combination, in this paper we develop an optimization-based ROM-ROM coupling for a transient advection-diffusion transmission problem. We pursue the ``optimize-then-reduce'' path towards solving the minimization problem at each timestep and solve reduced-space adjoint system of equations, where the main challenge in this formulation is the generation of adjoint snapshots and reduced bases for the adjoint systems required by the optimizer. One of the main contributions of the paper is a new technique for efficient adjoint snapshot collection for gradient-based optimizers in the context of optimization-based ROM-ROM couplings. We present numerical studies demonstrating the accuracy of the approach along with comparison between various approaches for selecting a reduced order basis for the adjoint systems, including decay of snapshot energy, average iteration counts, and timings.