3 years ago

Sparsity Preserving Optimal Control of Discretized PDE Systems.

Michel Verhaegen, Aleksandar Haber

We focus on the problem of optimal control of large-scale systems whose models are obtained by discretization of partial differential equations using the Finite Element (FE) or Finite Difference (FD) methods. The motivation for studying this pressing problem originates from the fact that the classical numerical tools used to solve low-dimensional optimal control problems are computationally infeasible for large-scale systems. Furthermore, although the matrices of large-scale FE or FD models are usually sparse banded or highly structured, the optimal control solution computed using the classical methods is dense and unstructured. Consequently, it is not suitable for efficient centralized and distributed real-time implementations. We show that the a priori sparsity patterns of the exact solutions of the generalized Lyapunov equations for FE and FD models are banded matrices. The a priori sparsity pattern predicts the structure (non-zero entries) of the exact solution. We furthermore show that for well-conditioned problems, the a priori sparsity patterns are not only banded but also sparse matrices. On the basis of these results, we develop two computationally efficient methods for computing sparse approximate solutions of generalized Lyapunov equations. Using these two methods and the inexact Newton method, we show that the solution of the generalized Riccati equation can be approximated by a banded matrix. This enables us to develop a novel computationally efficient optimal control approach that is able to preserve the sparsity of the control law. We perform extensive numerical experiments that demonstrate the effectiveness of our approach.

Publisher URL: http://arxiv.org/abs/1801.05194

DOI: arXiv:1801.05194v2

You might also like
Discover & Discuss Important Research

Keeping up-to-date with research can feel impossible, with papers being published faster than you'll ever be able to read them. That's where Researcher comes in: we're simplifying discovery and making important discussions happen. With over 19,000 sources, including peer-reviewed journals, preprints, blogs, universities, podcasts and Live events across 10 research areas, you'll never miss what's important to you. It's like social media, but better. Oh, and we should mention - it's free.

  • Download from Google Play
  • Download from App Store
  • Download from AppInChina

Researcher displays publicly available abstracts and doesn’t host any full article content. If the content is open access, we will direct clicks from the abstracts to the publisher website and display the PDF copy on our platform. Clicks to view the full text will be directed to the publisher website, where only users with subscriptions or access through their institution are able to view the full article.