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This paper introduces reduced order model (ROM) based Hessian approximations for use in inexact Newton methods for the solution of optimization problems implicitly constrained by a large-scale system, typically a discretization of a partial differential equation (PDE). The direct application of an inexact Newton method to this problem requires the solution of many PDEs per optimization iteration. To reduce the computational complexity, a ROM Hessian approximation is proposed. Since only the Hessian is approximated, but the original objective function and its gradient is used, the resulting inexact Newton method maintains the first-order global convergence property, under suitable assumptions. Thus even computationally inexpensive lower fidelity ROMs can be used, which is different from ROM approaches that replace the original optimization problem by a sequence of ROM optimization problem and typically need to accurately approximate function and gradient information of the original problem. In the proposed approach, the quality of the ROM Hessian approximation determines the rate of convergence, but not whether the method converges. The projection based ROM is constructed from state and adjoint snapshots, and is relatively inexpensive to compute. Numerical examples on semilinear parabolic optimal control problems demonstrate that the proposed approach can lead to substantial savings in terms of overall PDE solves required. 

The Loewner framework is extended to compute reduced order models (ROMs) for systems governed by the incompressible Navier-Stokes (NS) equations. For quadratic ordinary differential equations (ODEs) it constructs a ROM directly from measurements of transfer function components derived from an expansion of the system’s input-to-output map. Given measurements, no explicit access to the system is required to construct the ROM. To extend the Loewner framework, the NS equations are transformed into ODEs by projecting onto the subspace defined by the incompressibility condition. This projection is used theoretically, but avoided computationally. This paper presents the overall approach. Currently, transfer function measurements are obtained via computational simulations; obtaining them from experiments is an open issue. Numerical results show the potential of the Loewner framework, but also reveal possible lack of stability of the ROM. A possible approach, which currently requires access to the NS system, to deal with these instabilities is outlined.