Related papers: $\mathcal{H}_2$-optimal model reduction of linear …
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…
We present a data-driven framework for $h^{2}$-optimal model reduction for linear discrete-time systems. Our main contribution is to create optimal reduced-order models in the $h^{2}$-norm sense directly from the measurement data alone,…
HHL algorithm \cite{harrow} to solve linear system is a powerful and efficient quantum technique to deal with many matrix operations (such as matrix multiplication, powers and inversion). It inspires many applications in quantum machine…
This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
The Quantum Approximate Optimization Algorithm (QAOA) has been suggested as a promising candidate for the solution of combinatorial optimization problems. Yet, whether - or under what conditions - it may offer an advantage compared to…
This paper develops a direct data-driven inverse optimal control (3DIOC) algorithm for the linear time-invariant (LTI) system who conducts a linear quadratic (LQ) control, where the underlying objective function is learned directly from…
This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…
An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…
We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible…
In this article we construct and analyze multigrid preconditioners for discretizations of operators of the form D+K* K, where D is the multiplication with a relatively smooth positive function and K is a compact linear operator. These…
The paper presents two variants of a Krylov-Simplex iterative method that combines Krylov and simplex iterations to minimize the residual $r = b-Ax$. The first method minimizes $\|r\|_\infty$, i.e. maximum of the absolute residuals. The…
This paper deals with the H2 suboptimal output synchronization problem for heterogeneous linear multi-agent systems. Given a multi-agent system with possibly distinct agents and an associated H2 cost functional, the aim is to design output…
This paper provides an $H_2$ optimal scheme for reducing diffusively coupled second-order systems evolving over undirected networks. The aim is to find a reduced-order model that not only approximates the input-output mapping of the…
Interpolatory projection methods for model reduction of nonparametric linear dynamical systems have been successfully extended to nonparametric bilinear dynamical systems. However, this is not the case for parametric bilinear systems. In…
We propose, analyze, and test new iterative solvers for large-scale systems of linear algebraic equations arising from the finite element discretization of reduced optimality systems defining the finite element approximations to the…
This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…
Trajectory optimization has been used extensively in robotic systems. In particular, iterative Linear Quadratic Regulator (iLQR) has performed well as an off-line planner and online nonlinear model predictive control solver, with a lower…
This paper presents approaches to mean-field control, motivated by distributed control of multi-agent systems. Control solutions are based on a convex optimization problem, whose domain is a convex set of probability mass functions (pmfs).…
For approximately solving linear ill-posed problems in Hilbert spaces, we investigate the regularization properties of the aggregation method and the RatCG method. These recent algorithms use previously calculated solutions of Tikhonov…