Koopman operator-based model reduction for switched-system control of PDEs

We present a new framework for optimal and feedback control of PDEs using Koopman operator-based reduced order models (K-ROMs). The Koopman operator is a linear but infinite-dimensional operator which describes the dynamics of observables. A numerical approximation of the Koopman operator therefore yields a linear system for the observation of an autonomous dynamical system. In our approach, by introducing a finite number of constant controls, the dynamic control system is transformed into a set of autonomous systems and the corresponding optimal control problem into a switching time optimization problem. This allows us to replace each of these systems by a K-ROM which can be solved orders of magnitude faster. By this approach, a nonlinear infinite-dimensional control problem is transformed into a low-dimensional linear problem. In situations where the Koopman operator can be computed exactly using Extended Dynamic Mode Decomposition (EDMD), the proposed approach yields optimal control inputs. Furthermore, a recent convergence result for EDMD suggests that the approach can be applied to more complex dynamics as well. To illustrate the results, we consider the 1D Burgers equation and the 2D Navier--Stokes equations. The numerical experiments show remarkable performance concerning both solution times and accuracy.Comment: arXiv admin note: text overlap with arXiv:1801.0641

Optimal Switching for Hybrid Semilinear Evolutions

We consider the optimization of a dynamical system by switching at discrete time points between abstract evolution equations composed by nonlinearly perturbed strongly continuous semigroups, nonlinear state reset maps at mode transition times and Lagrange-type cost functions including switching costs. In particular, for a fixed sequence of modes, we derive necessary optimality conditions using an adjoint equation based representation for the gradient of the costs with respect to the switching times. For optimization with respect to the mode sequence, we discuss a mode-insertion gradient. The theory unifies and generalizes similar approaches for evolutions governed by ordinary and delay differential equations. More importantly, it also applies to systems governed by semilinear partial differential equations including switching the principle part. Examples from each of these system classes are discussed

Relaxation Methods for Mixed-Integer Optimal Control of Partial Differential Equations

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators, where the task is to minimize costs associated with the dynamics of the system by choosing, for each instant in time, one of the actuators together with ordinary controls. We consider relaxation techniques that are already used successfully for mixed-integer optimal control of ordinary differential equations. Our analysis yields sufficient conditions such that the optimal value and the optimal state of the relaxed problem can be approximated with arbitrary precision by a control satisfying the integer restrictions. The results are obtained by semigroup theory methods. The approach is constructive and gives rise to a numerical method. We supplement the analysis with numerical experiments

State elimination for mixed-integer optimal control of partial differential equations by semigroup theory

Mixed-integer optimal control problems governed by partial differential equations (MIPDECOs) are powerful modeling tools but also challenging in terms of theory and computation. We propose a highly efficient state elimination approach for MIPDECOs that are governed by partial differential equations that have the structure of an abstract ordinary differential equation in function space. This allows us to avoid repeated calculations of the states for all time steps, and our approach is applied only once before starting the optimization. The presentation of theoretical results is complemented by numerical experiments

Decomposition and Mean-Field Approach to Mixed Integer Optimal Compensation Problems

Mixed integer optimal compensation deals with optimization problems with integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls could lead to intractability in problems of large dimensions. To address this challenge, we introduce a decomposition method which turns the original n-dimensional optimization problem into n independent scalar problems of lot sizing form. Each of these problems can be viewed as a two-player zero-sum game, which introduces some element of conservatism. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon, a step that mirrors a standard procedure in mixed integer programming. We apply the decomposition method to a mean-field coupled multi-agent system problem, where each agent seeks to compensate a combination of an exogenous signal and the local state average. We discuss a large population mean-field type of approximation and extend our study to opinion dynamics in social networks as a special case of interest