An analysis of constraint-relaxation in PDE-based inverse problems

Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which the inherent non-linearity of the problem is an important one. In this paper, we focus on a relaxed formulation of the PDE-constrained optimization problem and provide an in-depth analysis of it. Starting from an infinite-dimensional formulation of the inverse problem with discrete data, we propose a general framework for the analysis and discretisation of such problems. The relaxed formulation of the PDE-constrained optimization problem is shown to reduce to a weighted non-linear least-squares problem. The weight matrix turns out to be the Gram matrix of solutions of the PDE and, in some cases, can be estimated directly from the measurements. The latter observation points to a potential way to unify recently proposed data-driven reduced-order models for inverse problems with PDE-constrained optimization. We provide a number of representative case studies and numerical examples to illustrate our findings.

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