No Arabic abstract
This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional linear program over the space of measures. To generate approximations to this infinite-dimensional program, a sequence of Semi-Definite Programs (SDP)s is formulated in the instance of polynomial cost and dynamics with semi-algebraic state and bounded input constraints. A method to extract a polynomial control function from each SDP is also given. This paper proves that the controller synthesized from each of these SDPs generates a sequence of values that converge from below to the value of the optimal control of the original optimal control problem. In contrast to existing approaches, the presented method does not assume that the optimal control is continuous while still proving that the sequence of approximations is optimal. Moreover, the sequence of controllers that are synthesized using the presented approach are proven to converge to the true optimal control. The performance of the presented method is demonstrated on three examples.
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of physical systems undergoing contact, the construction of a numerical method for their optimal control has proven challenging due to the combinatorial nature of the state-dependent switching and the potential discontinuities that arise during switches. This paper constructs a convex relaxation-based approach to solve this optimal control problem. Our approach begins by formulating the problem in the space of relaxed controls, which gives rise to a linear program whose solution is proven to compute the globally optimal controller. This conceptual program is solved by constructing a sequence of semidefinite programs whose solutions are proven to converge from below to the true solution of the original optimal control problem. Finally, a method to synthesize the optimal controller is developed. Using an array of examples, the performance of the proposed method is validated on problems with known solutions and also compared to a commercial solver.
Control of complex systems involves both system identification and controller design. Deep neural networks have proven to be successful in many identification tasks, however, from model-based control perspective, these networks are difficult to work with because they are typically nonlinear and nonconvex. Therefore many systems are still identified and controlled based on simple linear models despite their poor representation capability. In this paper we bridge the gap between model accuracy and control tractability faced by neural networks, by explicitly constructing networks that are convex with respect to their inputs. We show that these input convex networks can be trained to obtain accurate models of complex physical systems. In particular, we design input convex recurrent neural networks to capture temporal behavior of dynamical systems. Then optimal controllers can be achieved via solving a convex model predictive control problem. Experiment results demonstrate the good potential of the proposed input convex neural network based approach in a variety of control applications. In particular we show that in the MuJoCo locomotion tasks, we could achieve over 10% higher performance using 5* less time compared with state-of-the-art model-based reinforcement learning method; and in the building HVAC control example, our method achieved up to 20% energy reduction compared with classic linear models.
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set. By viewing the system as a fixed point of an operator acting over trajectories, we propose a convex condition on control actions that guarantee safety against the uncertainty set. The proposed condition guarantees that all realizations of the state trajectories satisfy safety constraints. Our algorithm solves a sequence of convex quadratic constrained optimization problems of size n*N, where n is the number of states, and N is the prediction horizon in the model predictive control problem. Compared to existing methods, our approach solves convex problems while guaranteeing that all realizations of uncertainty set do not violate safety constraints. Moreover, we consider the implicit time-discretization of system dynamics to increase the prediction horizon and enhance computational accuracy. Numerical simulations for vehicle navigation demonstrate the effectiveness of our approach.
This paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagins necessary optimality conditions. In detail, we use methods from the field of symplectic geometry to analyze the eigenvalues of a Koopman operator that lifts Pontryagins differential equation into a suitably defined infinite dimensional symplectic space. This has the advantage that methods from the field of spectral analysis can be used to characterize globally optimal control laws. A numerical method for constructing optimal feedback laws for nonlinear systems is then obtained by computing the eigenvalues and eigenvectors of a matrix that is obtained by projecting the Pontryagin-Koopman operator onto a finite dimensional space. We illustrate the effectiveness of this approach by computing accurate approximations of the optimal nonlinear feedback law for a Van der Pol control system, which cannot be stabilized by a linear control law.
A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population. The dynamics in the control problem is characterized by the presence of an activation function which tunes the control on each agent according to the membership to a population, which, in turn, evolves according to a Markov-type jump process. This way, a hypothetical policy maker can select a restricted pool of agents to act upon based, for instance, on their time-dependent influence on the rest of the population. A finite-particle control problem is studied and its mean-field limit is identified via $Gamma$-convergence, ensuring convergence of optimal controls. The dynamics of the mean-field optimal control is governed by a continuity-type equation without diffusion. Specific applications in the context of opinion dynamics are discussed with some numerical experiments.