214 research outputs found
Tropical Kraus maps for optimal control of switched systems
Kraus maps (completely positive trace preserving maps) arise classically in
quantum information, as they describe the evolution of noncommutative
probability measures. We introduce tropical analogues of Kraus maps, obtained
by replacing the addition of positive semidefinite matrices by a multivalued
supremum with respect to the L\"owner order. We show that non-linear
eigenvectors of tropical Kraus maps determine piecewise quadratic
approximations of the value functions of switched optimal control problems.
This leads to a new approximation method, which we illustrate by two
applications: 1) approximating the joint spectral radius, 2) computing
approximate solutions of Hamilton-Jacobi PDE arising from a class of switched
linear quadratic problems studied previously by McEneaney. We report numerical
experiments, indicating a major improvement in terms of scalability by
comparison with earlier numerical schemes, owing to the "LMI-free" nature of
our method.Comment: 15 page
On implicit-factorization constraint preconditioners
Recently Dollar and Wathen [14] proposed a class of incomplete factorizations for saddle-point problems, based upon earlier work by Schilders [40]. In this paper, we generalize this class of preconditioners, and examine the spectral implications of our approach. Numerical tests indicate the efficacy of our preconditioners
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