ℒ_2-optimal Reduced-order Modeling Using Parameter-separable Forms
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We provide a unifying framework for ℒ_2-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive the gradients of the ℒ_2 cost function with respect to the reduced matrices, which then allows a non-intrusive, data-driven, gradient-based descent algorithm to construct the optimal approximant using only output samples. By choosing an appropriate measure, the framework covers both continuous (Lebesgue) and discrete cost functions. We show the efficacy of the proposed algorithm via various numerical examples. Furthermore, we analyze under what conditions the data-driven approximant can be obtained via projection.
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