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At least 37 records · Page 2

Domain Decomposition for Integer Optimal Control with Total Variation Regularization

Total variation integer optimal control problems admit solutions and necessary optimality conditions via geometric variational analysis. In spite of the existence of said solutions, algorithms which solve the discretized objective suffer from high numerical cost associated with the combinatorial nature of integer programming. Hence, such methods are often limited to small and medium-sized problems. We propose a globally convergent, coordinate descent–inspired algorithm that allows tractable subproblem solutions restricted to a partition of the domain. Our decomposition method solves relatively small trust-region subproblems that modify the control variable on a subdomain only. Given nontrivial subdomain overlap, we prove that a global first-order necessary optimality condition is equivalent to a first-order necessary optimality condition per subdomain. We additionally show that a sufficient decrease is achieved on a single subdomain by way of a trust-region subproblem solver using geometric measure–theoretic arguments, which we integrate with a greedy patch selection to prove convergence of our algorithm. In conclusion, we demonstrate the practicality of our algorithm on a benchmark large-scale, PDE-constrained integer optimal control problem and find that our method is faster than the state of the art.

domain decomposition↗

Achieving designed texture and flows in bulk active nematics using optimal control theory

Being intrinsically nonequilibrium, active materials can potentially perform functions that would be thermodynamically forbidden in passive materials. However, active systems have diverse local attractors that correspond to distinct dynamical states, many of which exhibit chaotic turbulent-like dynamics and thus cannot perform work or useful functions. Designing such a system to choose a specific dynamical state is a formidable challenge. Motivated by recent advances enabling optogenetic control of experimental active materials, we describe an optimal control theory framework that identifies a spatiotemporal sequence of light-generated activity that drives an active nematic system toward a prescribed dynamical steady state. Active nematics are unstable to spontaneous defect proliferation and chaotic streaming dynamics in the absence of control. We demonstrate that optimal control theory can compute activity fields that redirect the dynamics into a variety of alternative dynamical programs and functions. This includes dynamically reconfiguring between states, selecting and stabilizing emergent behaviors that do not correspond to attractors, and are hence unstable in the uncontrolled system. Furthermore, our results provide a roadmap to leverage optical control methods to rationally design structure, dynamics, and function in a wide variety of active materials.

Complex systems theory↗

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗

On optimal control of hybrid dynamical systems using complementarity constraints

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate them using non-smooth and non-convex complementarity constraints as a mathematical program with complementarity constraints (MPCC). We utilize a moving finite element based strategy to discretize the differential equation system to accurately locate the unknown switching points at the finite element boundary and achieve high-order accuracy at intermediate non-collocation points. We propose a globalization approach to solve the discretized MPCC problem using a mixed NLP/MILP-based strategy to converge to a non-spurious first-order optimal solution. The method is tested on three dynamic optimization examples, including a gas–liquid tank model and an optimal control problem with a sliding mode solution.

97 MATHEMATICS AND COMPUTING↗

Data-driven optimized control of the COVID-19 epidemics

Optimizing the impact on the economy of control strategies aiming at containing the spread of COVID-19 is a critical challenge. We use daily new case counts of COVID-19 patients reported by local health administrations from different Metropolitan Statistical Areas (MSAs) within the US to parametrize a model that well describes the propagation of the disease in each area. We then introduce a time-varying control input that represents the level of social distancing imposed on the population of a given area and solve an optimal control problem with the goal of minimizing the impact of social distancing on the economy in the presence of relevant constraints, such as a desired level of suppression for the epidemics at a terminal time. We find that with the exception of the initial time and of the final time, the optimal control input is well approximated by a constant, specific to each area, which contrasts with the implemented system of reopening ‘in phases’. For all the areas considered, this optimal level corresponds to stricter social distancing than the level estimated from data. Proper selection of the time period for application of the control action optimally is important: depending on the particular MSA this period should be either short or long or intermediate. We also consider the case that the transmissibility increases in time (due e.g. to increasingly colder weather), for which we find that the optimal control solution yields progressively stricter measures of social distancing. We finally compute the optimal control solution for a model modified to incorporate the effects of vaccinations on the population and we see that depending on a number of factors, social distancing measures could be optimally reduced during the period over which vaccines are administered to the population.

60 APPLIED LIFE SCIENCES↗

Neural network approaches for parameterized optimal control

Here, we consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage to enable rapid decision-making and be able to react to changes in the parameter in the online stage. To tackle the curse of dimensionality arising when the state and/or parameter are high-dimensional, we represent the policy using neural networks. We compare two training paradigms: First, our model-based approach leverages the dynamics and definition of the objective function to learn the value function of the parameterized optimal control problem and obtain the policy using a feedback form. Second, we use actor-critic reinforcement learning to approximate the policy in a data-driven way. Using an example involving a two-dimensional convection-diffusion equation, which features high-dimensional state and parameter spaces, we investigate the accuracy and efficiency of both training paradigms. While both paradigms lead to a reasonable approximation of the policy, the model-based approach is more accurate and considerably reduces the number of PDE solves.

97 MATHEMATICS AND COMPUTING↗

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗

Benefits of Dual Fuel Heat Pump Grid-responsive Control: A Model-based Control Optimization Approach Using Building and Equipment Co-simulation

Conventional dual fuel heat pumps lack the intelligent control mechanisms to efficiently manage the switch between heat pump and furnace, leading to sub-optimal energy usage and, in some cases, increased operating costs. To resolve this gap, this study applies optimized control on hybrid heat pumps. With a focus on equipment control strategies, we compare the performances of five spacing heating equipment, including a conventional heat pump (HP), a conventional furnace, a dual fuel heat pump (DFHP) with conventional control, a dual fuel heat pump with smart control, and a novel seamlessly fuel flexible heat pump (SFFHP). While DFHP runs on either gas or electricity at any given moment, SFFHP concurrently consumes gas and electricity by continuously optimizing the proportion of each. In this research, a co-simulation framework is developed by integrating a building envelope model with a physics-based heat pump simulation model to analyze the benefits of grid-responsive controls of DFHP and SFFHP. The model-based optimal controls adjust the operation of the heat pump and gas furnace based on utility price signals and marginal grid emission to minimize utility cost and CO 2 emissions for multiple climate zones, different utility tariffs, and marginal grid emission scenarios. Case studies in Chicago and Los Angeles demonstrate that SFFHP and DFHP, with model-based optimal control, can deliver significant reductions in peak demand, utility cost, and CO 2 emission. In Chicago, SFFHP and smart controlled DFHP yield up to 64.7% and 61.7% utility cost reduction and up to 15.7% and 8.5% CO 2 emission reduction compared to the gas furnace. In Los Angeles, SFFHP and smart controlled DFHP achieve up to 43.6% and 40.1% utility cost reduction and up to 13.8% and 14.1% CO2 emission reduction compared to conventional heat pumps. In conclusion, by leveraging the fuel flexibility nature of dual fuel heat pumps, the model-based control optimization approach makes dual fuel heat pump an attractive option for demand response programs.

Control↗

Quantum optimal control of superconducting qubits based on machine-learning characterization

Implementing fast and high-fidelity quantum operations using open-loop quantum optimal control relies on having an accurate model of the quantum dynamics. Any deviations between this model and the complete dynamics of the device, such as the presence of spurious modes or pulse distortions, can degrade the performance of optimal controls in practice. Here, we propose an experimentally simple approach to realize optimal quantum controls tailored to the device parameters and environment while specifically characterizing this quantum system. Concretely, we use physics-inspired machine learning to infer an accurate model of the dynamics from experimentally available data and then optimize our experimental controls on this trained model. We show the power and feasibility of this approach by optimizing arbitrary single-qubit operations in detailed numerical simulations of a superconducting transmon qubit. Furthermore, we demonstrate that this framework produces an accurate description of the device dynamics under arbitrary controls, together with the precise pulses achieving arbitrary single-qubit gates with a high fidelity of ∼99.99%.

Artificial neural networks↗

Dual Representations and H ∞ -Optimal Control of Partial Differential Equations

We consider H ∞ -optimal state-feedback control of the class of linear Partial Differential Equations (PDEs) which admit a Partial Integral Equation (PIE) representation. While linear matrix inequalities are commonly used for optimal control of Ordinary Differential Equations (ODEs), the absence of a universal state-space representation and suitable dual form prevents such methods from being applied to optimal control of PDEs. Specifically, for ODEs, the controller synthesis problem is defined in state-space, and duality is used to resolve the bilinearity of that synthesis problem. Recently, the PIE representation was proposed as a universal state-space representation for linear PDE systems. In this paper, we show that any PDE system represented by a PIE admits a dual PIE with identical stability and I/O properties. This result allows us to reformulate the stabilizing and optimal state-feedback control problems as convex optimization over the cone of positive Partial Integral (PI) operators. Operator inversion formulae then allow us to construct feedback gains for the original PDE system. The results are verified through application to several canonical problems in optimal control of PDEs and indicate the resulting bounds on H ∞ norm are not conservative.

42 ENGINEERING↗

A Review: Indirect Optimal Control of Wave Energy Converters

Wave energy conversion has been the subject of interest in the past several years. While there are several concepts for converting wave power into electric power, the cost of the electric power harvested from ocean waves remains high. One of the main challenges, though it receives less attention, is the control of the wave energy converter (WEC). This paper presents a treatment for the WEC control problem within the context of optimal control theory. The result is systematic development for an explicit expression for a control that maximizes the harvested energy while meeting operational constraints such as the maximum device stroke and the maximum control force. The control presented here can also be adjusted to meet device design constraints such as a limitation on the amount of reactive power available from the power take-off (PTO) unit; this feature enables a control co-design for the PTO unit. Numerical simulations are presented in this paper for demonstration.

control design↗

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗

Binary optimal control by trust-region steepest descent

Abstract We present a trust-region steepest descent method for dynamic optimal control problems with binary-valued integrable control functions. Our method interprets the control function as an indicator function of a measurable set and makes set-valued adjustments derived from the sublevel sets of a topological gradient function. By combining this type of update with a trust-region framework, we are able to show by theoretical argument that our method achieves asymptotic stationarity despite possible discretization errors and truncation errors during step determination. To demonstrate the practical applicability of our method, we solve two optimal control problems constrained by ordinary and partial differential equations, respectively, and one topological optimization problem.

97 MATHEMATICS AND COMPUTING↗

Error Estimates for the Optimal Control of a Parabolic Fractional PDE

In this work, we consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates for the optimal variables. To discretize the state equation we propose a fully discrete scheme that relies on an implicit finite difference discretization in time combined with a piecewise linear finite element discretization in space. We derive stability results and a novel $L^2(0,T;L^2(\Omega))$ a priori error estimate. On the basis of the aforementioned solution technique, we propose a fully discrete scheme for our optimal control problem that discretizes the control variable with piecewise constant functions, and we derive a priori error estimates for it. We illustrate the theory with one- and two-dimensional numerical experiments.

97 MATHEMATICS AND COMPUTING↗

Synthetic Reference-based Transition Optimal Control of Inverter for Surge-Current-Free Rapid Interface to Grid

This article addresses the problem of the transition between objective functions in optimal control for power inverters when switching between standalone and grid-connected modes. The work proposes the use of a synthetic reference during the transition between the corresponding objective functions. Moreover, the authors aim to show that a transition function can be imposed and controlled externally from the main optimal control routine. In the end, the simulation results demonstrate the importance of properly applying the proposed strategy for a smooth transition between the operating modes with minimal surge current. These results contrast with the strategies found in the literature where the smooth transition comes with the price of a few grid cycles to sync.

Roig Greidanus, Mateo D.↗

Multistage Stabilized Continuation for Indirect Optimal Control of Three-Dimensional Hypersonic Trajectories

This work presents the development of a multistaged stabilized continuation for the three-dimensional unpowered hypersonic trajectory planning problem using indirect optimal control methods. The stabilized continuation method is noniterative and guaranteed to terminate within a finite number of floating point operations, thereby making it well suited for onboard autonomous implementations. Here, we present a multistage formulation of the stabilized continuation scheme that involves starting with a “loose” integration tolerance during the first stage and ramping up toward a “strict” integration tolerance through subsequent stages. An important benefit of this approach is that even when the solution to the underlying optimal control problem is numerically unstable, such as with the hypersonic vehicle footprint generation problem, the stabilized continuation algorithm is shown to be successful in finding a solution while providing some additional insights into the underlying cause of the numerical instability.

33 ADVANCED PROPULSION SYSTEMS↗

Optimal control of large quantum systems: assessing memory and runtime performance of GRAPE

Abstract Gradient Ascent Pulse Engineering (GRAPE) is a popular technique in quantum optimal control, and can be combined with automatic differentiation (AD) to facilitate on-the-fly evaluation of cost-function gradients. We illustrate that the convenience of AD comes at a significant memory cost due to the cumulative storage of a large number of states and propagators. For quantum systems of increasing Hilbert space size, this imposes a significant bottleneck. We revisit the strategy of hard-coding gradients in a scheme that fully avoids propagator storage and significantly reduces memory requirements. Separately, we present improvements to numerical state propagation to enhance runtime performance. We benchmark runtime and memory usage and compare this approach to AD-based implementations, with a focus on pushing towards larger Hilbert space sizes. The results confirm that the AD-free approach facilitates the application of optimal control for large quantum systems which would otherwise be difficult to tackle.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal Control of SOEC-Based Hydrogen Production Systems for Demand Response Using Deep Reinforcement Learning in Smart Grids

Solid oxide electrolysis cell (SOEC) hydrogen production technology can range in size from small, appliance-size equipment to large-scale, central production facilities that can be tied directly to renewable or non-greenhouse-gas-emitting forms of electricity production, making it an ideal resource for demand response (DR). The SOEC hydrogen production system is a complex integrated system that encompasses fluid dynamics, electrical dynamics, and electrochemical and thermal dynamics, all of which involve non-linearity and non-convexity. Proper control of the SOEC hydrogen production system is crucial to enable its participation in the DR program. Here, to overcome the difficulty of designing an explicit control law for such nonlinear systems with nonconvex optimization features in DR applications, deep reinforcement learning (DRL) is explored to achieve the optimal control of the SOEC system for DR participation. Specifically, a twin delayed deterministic policy gradient (TD3) control framework is applied to achieve optimal response performance during DR events by considering power tracking error and hydrogen production efficiency with a suitable reward function. Two case studies with grid connections for tracking different DR commands were investigated. The first case study involved operating conditions reaching the boundaries, while the second involved operating conditions within the boundaries. The results showed that the proposed DRL-based control for SOEC can track the DR signal in a timely manner while maintaining high energy efficiency.

08 HYDROGEN↗