Online reduced-order modeling from primal solver trajectories for PDE-constrained optimization

Abstract

Repeated high-fidelity state and gradient evaluations make large-scale PDE-constrained optimization computationally expensive. Reduced-order modeling provides a natural way to reduce the cost of these repeated high-dimensional computations. However, existing reduced-order modeling approaches often rely on converged high-fidelity states for model construction or updating, while their reduced spaces may lose accuracy as the design moves beyond the region represented by the available data. To address these limitations, we present Reduced-order Trajectory-based Optimization (RETO), an online framework that constructs local reduced-order models (ROMs) directly from unconverged primal solver trajectories. Each local ROM is built from snapshots collected during a finite number of high-fidelity primal iterations, without requiring full-order convergence, and supports multiple low-cost state evaluations, adjoint-based gradient evaluations, and design updates. New solver trajectories are generated at updated design points to reconstruct the local ROM and continue the optimization. Across three distinct PDE-constrained optimization problems, RETO achieves solution quality comparable to that of full-order optimization, with speedups of approximately 8 to 22 times in cases without discontinuities in the state fields. Even in the transonic inverse-design case involving moving shocks, RETO retains an approximately threefold speedup. The transonic results further show that the online local ROM progressively captures evolving shock-related flow features as new primal solver trajectories are incorporated. These results demonstrate the value of unconverged primal solver trajectories as an online information source for reduced-order optimization, allowing the reduced basis to evolve with the design rather than requiring a basis that covers the entire design space in advance.