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Optimization-based parametric model order reduction via $\mathcal{H}_2\otimes\mathcal{L}_2$ first-order necessary conditions (2103.03136v3)

Published 4 Mar 2021 in math.OC, cs.NA, cs.SY, eess.SY, and math.NA

Abstract: In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality conditions for a class of structured reduced-order models, and then building on those, propose a stability-preserving optimization-based method for computing locally $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal reduced-order models. We also make a theoretical comparison to existing approaches in the literature, and in numerical experiments, show how our new method, with reasonable computational effort, produces stable optimized reduced-order models with significantly lower approximation errors.

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