THE ADMM-PINNS ALGORITHMIC FRAMEWORK FOR NONSMOOTH PDE-CONSTRAINED OPTIMIZATION: A DEEP LEARNING APPROACH

被引:0
作者
Song, Yongcun [1 ]
Yuan, Xiaoming [2 ]
Yue, Hangrui [3 ]
机构
[1] Friedrich Alexander Univ Erlangen Nurnberg, Chair Dynam Control Machine Learning & Numer, Dept Math, D-91058 Erlangen, Germany
[2] Univ Hong Kong, Dept Math, Hong Kong, Peoples R China
[3] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China
基金
中国国家自然科学基金;
关键词
PDE-constrained optimization; physics-informed neural networks; deep learning; nonsmooth optimization; ADMM; MULTILAYER FEEDFORWARD NETWORKS; INFORMED NEURAL-NETWORKS; APPROXIMATE CONTROLLABILITY; UNCERTAINTY QUANTIFICATION; DIFFERENTIAL-EQUATIONS; COST;
D O I
10.1137/23M1566935
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the combination of the alternating direction method of multipliers (ADMM) with physics-informed neural networks (PINNs) for a general class of nonsmooth partial differential equation (PDE)-constrained optimization problems, where additional regularization can be employed for constraints on the control or design variables. The resulting ADMM-PINNs algorithmic framework substantially enlarges the applicable range of PINNs to nonsmooth cases of PDE-constrained optimization problems. The application of the ADMM makes it possible to separate the PDE constraints and the nonsmooth regularization terms for iterations. Accordingly, at each iteration, one of the resulting subproblems is a smooth PDE-constrained optimization which can be efficiently solved by PINNs, and another is a simple nonsmooth optimization problem, which usually has a closed-form solution or can be efficiently solved by various standard optimization algorithms or pretrained neural networks. The ADMM-PINNs algorithmic framework does not require one to solve PDEs repeatedly, and it is mesh-free, easy to implement, and scalable to different PDE settings. We validate the efficiency of the ADMM-PINNs algorithmic framework by different prototypical applications, including inverse potential problems, source identification in elliptic equations, control constrained optimal control of the Burgers equation, and sparse optimal control of parabolic equations.
引用
收藏
页码:C659 / C687
页数:29
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