We present a certified reduced basis (RB) framework for the efficient solution of PDE-constrained parametric optimization problems. We consider optimization problems (such as optimal control and optimal design) governed by elliptic PDEs and involving possibly non-convex cost functionals, assuming that the control functions are described in terms of a parameter vector. At each optimization step, the high-fidelity approximation of state and adjoint problems is replaced by a certified RB approximation, thus yielding a very efficient solution through an “optimize-then-reduce” approach. We develop a posteriori error estimates for the solutions of state and adjoint problems, the cost functional, its gradient and the optimal solution. We confirm our theoretical results in the case of optimal control/design problems dealing with potential and thermal flows.
Niccolò Dal Santo, Simone Deparis and Andrea Manzoni
We analyze the numerical performance of a preconditioning technique recently proposed in  for the efficient solution of parametrized linear systems arising from the finite element (FE) discretization of parameterdependent elliptic partial differential equations (PDEs). In order to exploit the parametric dependence of the PDE, the proposed preconditioner takes advantage of the reduced basis (RB) method within the preconditioned iterative solver employed to solve the linear system, and combines a RB solver, playing the role of coarse component, with a traditional fine grid (such as Additive Schwarz or block Jacobi) preconditioner. A sequence of RB spaces is required to handle the approximation of the error-residual equation at each step of the iterative method at hand, whence the name of Multi Space Reduced Basis (MSRB) method. In this paper, a numerical investigation of the proposed technique is carried on in the case of a Richardson iterative method, and then extended to the flexible GMRES method, in order to solve parameterized advection-diffusion problems. Particular attention is payed to the impact of anisotropic diffusion coefficients and (possibly dominant) transport terms on the proposed preconditioner, by carrying out detailed comparisons with the current state of the art algebraic multigrid preconditioners.