Conic Optimization Theory: Convexification Techniques and Numerical Algorithms

Optimization is at the core of control theory and appears in several areas of this field, such as optimal control, distributed control, system identification, robust control, state estimation, model predictive control and dynamic programming. The recent advances in various topics of modern optimization have also been revamping the area of machine learning. Motivated by the crucial role of optimization theory in the design, analysis, control and operation of real-world systems, this tutorial paper offers a detailed overview of some major advances in this area, namely conic optimization and its emerging applications. First, we discuss the importance of conic optimization in different areas. Then, we explain seminal results on the design of hierarchies of convex relaxations for a wide range of nonconvex problems. Finally, we study different numerical algorithms for large-scale conic optimization problems.Comment: 18 page

Sequential Quadratic Programming-based Iterative Learning Control for Nonlinear Systems

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear dynamics. In this work, we propose an algorithm for the nonlinear iterative learning control problem based on sequential quadratic programming, a well-studied method for nonconvex optimization. We repeatedly solve quadratic subproblems built using approximate nonlinear models and process measurements, to find an optimal input for the original system. We demonstrate our method in a trajectory optimization problem for a precision motion system. We present simulations to illustrate the performance of the proposed method for linear and nonlinear dynamics models

Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and reinforcement learning. This article surveys some of the recent developments on policy optimization, a gradient-based iterative approach for feedback control synthesis, popularized by successes of reinforcement learning. We take an interdisciplinary perspective in our exposition that connects control theory, reinforcement learning, and large-scale optimization. We review a number of recently-developed theoretical results on the optimization landscape, global convergence, and sample complexity of gradient-based methods for various continuous control problems such as the linear quadratic regulator (LQR), $\mathcal{H}_\infty$ control, risk-sensitive control, linear quadratic Gaussian (LQG) control, and output feedback synthesis. In conjunction with these optimization results, we also discuss how direct policy optimization handles stability and robustness concerns in learning-based control, two main desiderata in control engineering. We conclude the survey by pointing out several challenges and opportunities at the intersection of learning and control.Comment: To Appear in Annual Review of Control, Robotics, and Autonomous System

A partitioned model order reduction approach to rationalise computational expenses in multiscale fracture mechanics

We propose in this paper an adaptive reduced order modelling technique based on domain partitioning for parametric problems of fracture. We show that coupling domain decomposition and projection-based model order reduction permits to focus the numerical effort where it is most needed: around the zones where damage propagates. No \textit{a priori} knowledge of the damage pattern is required, the extraction of the corresponding spatial regions being based solely on algebra. The efficiency of the proposed approach is demonstrated numerically with an example relevant to engineering fracture.Comment: Submitted for publication in CMAM