Tensor-Based Reduced-Order Modeling for Optimization-Based Inverse Problems

Abstract

We develop a tensor reduced-order modeling (TROM) framework for optimization-based inverse problems governed by parameter-dependent dynamical systems. The approach approximates the parameter-to-observation map directly in tensor-train (TT) format using TT-SVD or TT-Cross and integrates it into a regularized nonlinear least-squares formulation. Beyond accelerating forward evaluations, the low-rank tensor structure reformulates the inverse problem in reduced coordinates, assembles Gauss--Newton quantities without forming the full observation-space Jacobian, and minimizes the TROM objective over the discrete parameter grid. This tensor optimization provides either a stand-alone approximate solution or a data-informed initialization for a subsequent Gauss--Newton solve. We study an inverse heat-transfer problem in a heterogeneous medium, where the parameters describe the locations and radii of low-conductivity inclusions, and a FitzHugh--Nagumo parameter-estimation problem with a highly nonconvex landscape. Numerical experiments assess reduced-order model error, measurement noise, regularization, initialization, spatial discretization, and increasing parameter dimension. The results show that TROM reproduces full-order inversion at substantially reduced online cost. They also demonstrate that reduced-coordinate inversion, tensor-based optimization, and appropriate regularization improve robustness in higher-dimensional, noisy, and strongly nonconvex regimes. For the continuous TROM inverse problem, we develop an error-to-inversion analysis. Under local strong convexity of the regularized FOM objective and parametric smoothness of the FOM observation map, the error between the parameters recovered with the full-order model and TROM is bounded by controlled uniform errors in the surrogate map and its Jacobian, together with local FOM and curvature quantities.