We present a time-parallelization method that enables to accelerate the computation of quantum optimal control algorithms. We show that this approach is approximately fully efficient when based on a gradient method as optimization solver: the computational time is approximately divided by the number of available processors. The control of spin systems, molecular orientation and Bose-Einstein condensates are used as illustrative examples to highlight the wide range of application of this numerical scheme.
Optimal actuator design for a vibration control problem is calculated. The actuator shape is optimized according to the closed-loop performance of the resulting linear-quadratic regulator and a penalty on the actuator size. The optimal actuator shape is found by means of shape calculus and a topological derivative of the linear-quadratic regulator (LQR) performance index. An abstract framework is proposed based on the theory for infinite-dimensional optimization of both the actuator shape and the associated control problem. A numerical realization of the optimality condition is presented for the actuator shape using a level-set method for topological derivatives. A Numerical example illustrating the design of actuator for Euler-Bernoulli beam model is provided.
Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by linear least squares regression. Hence, the choice of basis functions is crucial for the accuracy of the method. Earlier work by some of us [Belomestny, Schoenmakers, Spokoiny, Zharkynbay. Commun.~Math.~Sci., 18(1):109-121, 2020] proposes to emph{reinforce} the basis functions in the case of optimal stopping problems by already computed value functions for later times, thereby considerably improving the accuracy with limited additional computational cost. We extend the reinforced regression method to a general class of stochastic control problems, while considerably improving the methods efficiency, as demonstrated by substantial numerical examples as well as theoretical analysis.
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed controls and projects the final result into the space of ordinary controls. It is based on the descent direction from a given relaxed control towards a pointwise minimizer of the Hamiltonian. This direction comprises a form of gradient projection and for some systems, is argued to have computational advantages over direct gradient directions. The algorithm is shown to be applicable to a class of hybrid optimal control problems. The theoretical results, concerning convergence of the algorithm, are corroborated by simulation examples on switched-mode hybrid systems as well as on a problem of balancing transmission- and motion energy in a mobile robotic system.
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Frechet or G^ateaux derivatives of the cost functional, which can be time consuming, but rather moves in a projected-gradient direction that is easily computable (for a class of problems) and does not require any explicit derivatives. The algorithm is applicable to a class of problems where a pointwise minimizer of the Hamiltonian is computable by a simple formula, and this includes many problems that arise in theory and applications. The natural setting for the algorithm is the space of continuous-time relaxed controls, whose special structure renders the analysis simpler than the setting of ordinary controls. While the space of relaxed controls has theoretical advantages, its elements are abstract entities that may not be amenable to computation. Therefore, a key feature of the algorithm is that it computes adequate approximations to relaxed controls without loosing its theoretical convergence properties. Simulation results, including cpu times, support the theoretical developments.
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.