On Weak Topology for Optimal Control of Switched Nonlinear Systems

Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only continuous inputs, and then projecting the relaxed solution back to obtain the optimal switching solution of the original problem. This paper presents a novel idea that views the embedding-based approach as a change of topology over the optimization space, resulting in a general procedure to construct a switched optimal control algorithm with guaranteed convergence to a local optimizer. Our result provides a unified topology based framework for the analysis and design of various embedding-based algorithms in solving the switched optimal control problem and includes many existing methods as special cases

Consistent Approximations for the Optimal Control of Constrained Switched Systems

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In this paper, we devise an algorithm for the computation of an optimal control of constrained nonlinear switched dynamical systems. The control parameter for such systems include a continuous-valued input and discrete-valued input, where the latter corresponds to the mode of the switched system that is active at a particular instance in time. Our approach, which we prove converges to local minimizers of the constrained optimal control problem, first relaxes the discrete-valued input, then performs traditional optimal control, and then projects the constructed relaxed discrete-valued input back to a pure discrete-valued input by employing an extension to the classical Chattering Lemma that we prove. We extend this algorithm by formulating a computationally implementable algorithm which works by discretizing the time interval over which the switched dynamical system is defined. Importantly, we prove that this implementable algorithm constructs a sequence of points by recursive application that converge to the local minimizers of the original constrained optimal control problem. Four simulation experiments are included to validate the theoretical developments

A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching

It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. In fact, the USA Energy Policy Act of 2005 (Section 1223) states that the U.S. should "encourage, as appropriate, the deployment of advanced transmission technologies" including "optimized transmission line configurations". As such, many authors have studied the problem of determining an optimal set of transmission lines to switch off to minimize the cost of meeting a given power demand under the direct current (DC) model of power flow. This problem is known in the literature as the Direct-Current Optimal Transmission Switching Problem (DC-OTS). Most research on DC-OTS has focused on heuristic algorithms for generating quality solutions or on the application of DC-OTS to crucial operational and strategic problems such as contingency correction, real-time dispatch, and transmission expansion. The mathematical theory of the DC-OTS problem is less well-developed. In this work, we formally establish that DC-OTS is NP-Hard, even if the power network is a series-parallel graph with at most one load/demand pair. Inspired by Kirchoff's Voltage Law, we give a cycle-based formulation for DC-OTS, and we use the new formulation to build a cycle-induced relaxation. We characterize the convex hull of the cycle-induced relaxation, and the characterization provides strong valid inequalities that can be used in a cutting-plane approach to solve the DC-OTS. We give details of a practical implementation, and we show promising computational results on standard benchmark instances

Multimode entanglement in coupled cavity arrays

We study a driven-dissipative array of coupled nonlinear optical resonators by numerically solving the Von Neumann equation for the density matrix. We demonstrate that quantum correlated states of many photons can be generated also in the limit where the nonlinearity is much smaller than the losses, contrarily to common expectations. Quantum correlations in this case arise from interference between different pathways that the system can follow in the Hilbert space to reach its steady state under the effect of coherent driving fields. We characterize in particular two systems: a linear chain of three coupled cavities and an array of eight coupled cavities. We demonstrate the existence of a parameter range where the system emits photons with continuous-variable bipartite and quadripartite entanglement, in the case of the first and the second system respectively. This entanglement is shown to survive realistic rates of pure dephasing and opens a new perspective for the realization of quantum simulators or entangled photon sources without the challenging requirement of strong optical nonlinearities.Comment: 20 pages, 7 figure

Delayed Dynamical Systems: Networks, Chimeras and Reservoir Computing

We present a systematic approach to reveal the correspondence between time delay dynamics and networks of coupled oscillators. After early demonstrations of the usefulness of spatio-temporal representations of time-delay system dynamics, extensive research on optoelectronic feedback loops has revealed their immense potential for realizing complex system dynamics such as chimeras in rings of coupled oscillators and applications to reservoir computing. Delayed dynamical systems have been enriched in recent years through the application of digital signal processing techniques. Very recently, we have showed that one can significantly extend the capabilities and implement networks with arbitrary topologies through the use of field programmable gate arrays (FPGAs). This architecture allows the design of appropriate filters and multiple time delays which greatly extend the possibilities for exploring synchronization patterns in arbitrary topological networks. This has enabled us to explore complex dynamics on networks with nodes that can be perfectly identical, introduce parameter heterogeneities and multiple time delays, as well as change network topologies to control the formation and evolution of patterns of synchrony

Non-linear eigenvalue problems arising from growth maximization of positive linear dynamical systems

We study a growth maximization problem for a continuous time positive linear system with switches. This is motivated by a problem of mathematical biology (modeling growth-fragmentation processes and the PMCA protocol). We show that the growth rate is determined by the non-linear eigenvalue of a max-plus analogue of the Ruelle-Perron-Frobenius operator, or equivalently, by the ergodic constant of a Hamilton-Jacobi (HJ) partial differential equation, the solutions or subsolutions of which yield Barabanov and extremal norms, respectively. We exploit contraction properties of order preserving flows, with respect to Hilbert's projective metric, to show that the non-linear eigenvector of the operator, or the "weak KAM" solution of the HJ equation, does exist. Low dimensional examples are presented, showing that the optimal control can lead to a limit cycle.Comment: 8 page