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In PDE-constrained optimization, proper orthogonal decomposition (POD) provides a surrogate model of a (potentially expensive) PDE discretization, on which optimization iterations are executed. Because POD models usually provide good approximation quality only locally, they have to be updated during optimization. Updating the POD model is usually expensive, however, and therefore often impossible in a model-predictive control (MPC) context. Thus, reduced models of mediocre quality might be accepted. We take the view of a simplified Newton method for solving semilinear evolution equations to derive an algorithm that can serve as an offline phase to produce a POD model. Approaches that build the POD model with impulse response snapshots can be regarded as the first Newton step in this context. In particular, POD models that are based on impulse response snapshots are extended by adding a second simplified Newton step. This procedure improves the approximation quality of the POD model significantly by introducing a moderate amount of extra computational costs during optimization or the MPC loop. We illustrate our findings with an example satisfying our assumptions.
A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the control may chan
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Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by linear le
The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both in a case o
In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the emph{finite transposition method} introduced in our previous works. We first explain how to reduce the numerics of s