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The ADMM-PINNs Algorithmic Framework for Nonsmooth PDE-Constrained Optimization: A Deep Learning Approach

  • Yongcun SONG
  • , Xiaoming YUAN*
  • , Hangrui YUE
  • *Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

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. Copyright © 2024 Society for Industrial and Applied Mathematics.
Original languageEnglish
Pages (from-to)C659-C687
JournalSIAM Journal on Scientific Computing
Volume46
Issue number6
Online published3 Dec 2024
DOIs
Publication statusPublished - 2024
Externally publishedYes

Funding

\\ast Submitted to the journal's Machine Learning Methods for Scientific Computing section April 20, 2023; accepted for publication (in revised form) July 25, 2024; published electronically December 3, 2024. https://doi.org/10.1137/23M1566935 Funding: The work of first author was supported by the Humboldt Research Fellowship for postdoctoral researchers. The work of second author was supported by the RGC TRS project T32-707/22-N. The work of third author was supported by the National Natural Science Foundation of China (grant 12301399) and the Natural Science Foundation of Tianjin (grant 22JCQNJC01120).

Research Keywords

  • ADMM
  • deep learning
  • nonsmooth optimization
  • PDE-constrained optimization
  • physics-informed neural networks

RGC Funding Information

  • RGC-funded

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