153 research outputs found
Optimal control of linear bottleneck problems
International audienceThe regularity of Lagrange multipliers for state-constrained optimal control problems belongs to the basic questions of control theory. Here, we investigate bottleneck problems arising from optimal control problems for PDEs with certain mixed control-state inequality constraints. We show how to obtain Lagrange multipliers in Lp-spaces for linear problems and give an application to linear parabolic optimal control problems
First and Second Order Optimality Conditions for the Control of Fokker-Planck Equations
In this article we study an optimal control problem subject to the
Fokker-Planck equation The control variable is time-dependent and
possibly multidimensional, and the function depends on the space variable
and the control. The cost functional is of tracking type and includes a
quadratic regularization term on the control. For this problem, we prove
existence of optimal controls and first order necessary conditions. Main
emphasis is placed on second order necessary and sufficient conditions
An adaptive POD approximation method for the control of advection-diffusion equations
We present an algorithm for the approximation of a finite horizon optimal
control problem for advection-diffusion equations. The method is based on the
coupling between an adaptive POD representation of the solution and a Dynamic
Programming approximation scheme for the corresponding evolutive
Hamilton-Jacobi equation. We discuss several features regarding the adaptivity
of the method, the role of error estimate indicators to choose a time
subdivision of the problem and the computation of the basis functions. Some
test problems are presented to illustrate the method.Comment: 17 pages, 18 figure
Distributed optimal control of a nonstandard system of phase field equations
We investigate a distributed optimal control problem for a phase field model
of Cahn-Hilliard type. The model describes two-species phase segregation on an
atomic lattice under the presence of diffusion; it has been recently introduced
by the same authors in arXiv:1103.4585v1 [math.AP] and consists of a system of
two highly nonlinearly coupled PDEs. For this reason, standard arguments of
optimal control theory do not apply directly, although the control constraints
and the cost functional are of standard type. We show that the problem admits a
solution, and we derive the first-order necessary conditions of optimality.Comment: Key words: distributed optimal control, nonlinear phase field
systems, first-order necessary optimality condition
Model order reduction approaches for infinite horizon optimal control problems via the HJB equation
We investigate feedback control for infinite horizon optimal control problems
for partial differential equations. The method is based on the coupling between
Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is
well-known that HJB equations suffer the so called curse of dimensionality and,
therefore, a reduction of the dimension of the system is mandatory. In this
report we focus on the infinite horizon optimal control problem with quadratic
cost functionals. We compare several model reduction methods such as Proper
Orthogonal Decomposition, Balanced Truncation and a new algebraic Riccati
equation based approach. Finally, we present numerical examples and discuss
several features of the different methods analyzing advantages and
disadvantages of the reduction methods
Reduced order methods for parametric optimal flow control in coronary bypass grafts, toward patient-specific data assimilation
Coronary artery bypass grafts (CABG) surgery is an invasive procedure performed to circumvent partial or complete blood flow blockage in coronary artery disease. In this work, we apply a numerical optimal flow control model to patient-specific geometries of CABG, reconstructed from clinical images of real-life surgical cases, in parameterized settings. The aim of these applications is to match known physiological data with numerical hemodynamics corresponding to different scenarios, arisen by tuning some parameters. Such applications are an initial step toward matching patient-specific physiological data in patient-specific vascular geometries as best as possible. Two critical challenges that reportedly arise in such problems are: (a) lack of robust quantification of meaningful boundary conditions required to match known data as best as possible and (b) high computational cost. In this work, we utilize unknown control variables in the optimal flow control problems to take care of the first challenge. Moreover, to address the second challenge, we propose a time-efficient and reliable computational environment for such parameterized problems by projecting them onto a low-dimensional solution manifold through proper orthogonal decomposition-Galerkin
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
Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
Interior point methods provide an attractive class of approaches for solving linear, quadratic and nonlinear programming problems, due to their excellent efficiency and wide applicability. In this paper, we consider PDE-constrained optimization problems with bound constraints on the state and control variables, and their representation on the discrete level as quadratic programming problems. To tackle complex problems and achieve high accuracy in the solution, one is required to solve matrix systems of huge scale resulting from Newton iteration, and hence fast and robust methods for these systems are required. We present preconditioned iterative techniques for solving a number of these problems using Krylov subspace methods, considering in what circumstances one may predict rapid convergence of the solvers in theory, as well as the solutions observed from practical computations
Greedy optimal control for elliptic problems and its application to turnpike problems
This is a post-peer-review, pre-copyedit version of an article published in Numerische Mathematik. The final authenticated version is available online at: https://doi.org/10.1007/s00211-018-1005-zWe adapt and apply greedy methods to approximate in an efficient way the optimal controls for parameterized elliptic control problems. Our results yield an optimal approximation procedure that, in particular, performs better than simply sampling the parameter-space to compute controls for each parameter value. The same method can be adapted for parabolic control problems, but this leads to greedy selections of the realizations of the parameters that depend on the initial datum under consideration. The turnpike property (which ensures that parabolic optimal control problems behave nearly in a static manner when the control horizon is long enough) allows using the elliptic greedy choice of the parameters in the parabolic setting too. We present various numerical experiments and an extensive discussion of the efficiency of our methodology for parabolic control and indicate a number of open problems arising when analyzing the convergence of the proposed algorithmsThis project has received funding from the European Research Council (ERC) under the European Unionâs Horizon 2020 research and innovation programme (Grant Agreement No. 694126-DyCon). Part of this research was done while the second author visited DeustoTech and Univesity of Deusto with the support of the DyCon project. The second author was also partially supported by Croatian Science Foundation under ConDyS Project, IP-2016-06-2468. The work of the third author was partially supported by the Grants MTM2014-52347, MTM2017-92996 of MINECO (Spain) and ICON of the French AN
Second order optimality conditions and their role in PDE control
If f : Rn R is twice continuously differentiable, fâ(u) = 0 and fââ(u) is positive definite, then u is a local minimizer of f. This paper surveys the extension of this well known second order suffcient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled order sufficient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled?
It turns out that infinite dimensions cause new difficulties that do not occur in finite dimensions. We will be faced with the surprising fact that the space, where fââ(u) exists can be useless to ensure positive definiteness of the quadratic form v fââ(u)v2. In this context, the famous two-norm discrepancy, its consequences, and techniques for overcoming this difficulty are explained. To keep the presentation simple, the theory is developed for problems in function spaces with simple box constraints of the form a = u = Ă. The theory of second order conditions in the control of partial differential equations is presented exemplarily for the nonlinear heat equation. Different types of critical cones are introduced, where the positivity of fââ(u) must be required. Their form depends on whether a so-called Tikhonov regularization term is part of the functional f or not. In this context, the paper contains also new results that lead to quadratic growth conditions in the strong sense.
As a first application of second-order sufficient conditions, the stability of optimal solutions with respect to perturbations of the data of the control problem is discussed. Second, their use in analyzing the discretization of control problems by finite elements is studied. A survey on further related topics, open questions, and relevant literature concludes the paper.The first author was partially supported by the Spanish Ministerio de EconomĂa y Competitividad under project MTM2011-22711, the second author by DFG in the framework of the Collaborative Research Center SFB 910, project B6
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