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Goal-Oriented, Model-Constrained Optimization for Reduction of Large-Scale Systems T. Bui-Thanh a , K. Willcox a,∗ O. Ghattas c , B. van Bloemen Waanders b , a Massachusetts Institute of Technology, Cambridge, MA 02139 b Sandia National Laboratories, Albuquerque, NM 87185 1 c University of Texas at Austin, Austin, TX 78712 Abstract Optimization-oriented reduced-order models should target a particular output func- tional, span an applicable range of dynamic and parametric inputs, and respect the underlying governing equations of the system. To achieve this goal, we present an approach for determining a projection basis that uses a goal-oriented, model- constrained optimization framework. The mathematical framework permits con- sideration of general dynamical systems with general parametric variations and is applicable to both linear and nonlinear systems. Results for a simple linear model problem of the two-dimensional heat equation demonstrate the ability of the goal- oriented approach to target a particular output functional of interest. Application of the methodology to a more challenging example of a subsonic blade row governed by the unsteady Euler flow equations shows a significant advantage of the new method over the proper orthogonal decomposition. Preprint submitted to Journal of Computational Physics 24 August 2006 Key words: Model reduction, optimization, partial differential equations 1991 MSC: 49N99, 65D99, 76R50 1 Introduction Model reduction entails the systematic generation of cost-efficient represen- tations of large-scale systems that result, for example, from discretization of partial differential equations (PDEs). The task of determining these repre- sentations may be posed as an optimization problem: determine the red