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Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such approximations are based on a Reduced Order Model, which in this work is constructed using the method of weighted Proper Orthogonal Decomposition. This Reduced Order Model then is used to efficiently compute the reduced basis approximation for any outcome of the random parameter. We demonstrate that such OCPs are well-posed by applying the adjoint approach, which also works in the presence of admissibility constraints and in the case of non linear-quadratic OCPs, and thus is more general than the conventional Lagrangian approach. We also show that a step in the construction of these Reduced Order Models, known as the aggregation step, is not fundamental and can in principle be skipped for noncoercive problems, leading to a cheaper online phase. Numerical applications in three scenarios from environmental science are considered, in which the governing PDE is steady and the control is distributed. Various parameter distributions are taken, and several implementations of the weighted Proper Orthogonal Decomposition are compared by choosing different quadrature rules.

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Ensuring solution feasibility is a key challenge in developing Deep Neural Network (DNN) schemes for solving constrained optimization problems, due to inherent DNN prediction errors. In this paper, we propose a "preventive learning'" framework to systematically guarantee DNN solution feasibility for problems with convex constraints and general objective functions. We first apply a predict-and-reconstruct design to not only guarantee equality constraints but also exploit them to reduce the number of variables to be predicted by DNN. Then, as a key methodological contribution, we systematically calibrate inequality constraints used in DNN training, thereby anticipating prediction errors and ensuring the resulting solutions remain feasible. We characterize the calibration magnitudes and the DNN size sufficient for ensuring universal feasibility. We propose a new Adversary-Sample Aware training algorithm to improve DNN's optimality performance without sacrificing feasibility guarantee. Overall, the framework provides two DNNs. The first one from characterizing the sufficient DNN size can guarantee universal feasibility while the other from the proposed training algorithm further improves optimality and maintains DNN's universal feasibility simultaneously. We apply the preventive learning framework to develop DeepOPF+ for solving the essential DC optimal power flow problem in grid operation. It improves over existing DNN-based schemes in ensuring feasibility and attaining consistent desirable speedup performance in both light-load and heavy-load regimes. Simulation results over IEEE Case-30/118/300 test cases show that DeepOPF+ generates $100\%$ feasible solutions with $<$0.5% optimality loss and up to two orders of magnitude computational speedup, as compared to a state-of-the-art iterative solver.

We consider a pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality conditions. We devise two strategies of discretization to approximate a solution of the optimal control problem: a semidiscrete scheme where the control variable is not discretized -- the so-called variational discretization approach -- and a fully discrete scheme where the control variable is discretized with piecewise constant functions. For both solution techniques, we analyze convergence properties of discretizations and derive error estimates.

This work provides a theoretical framework for the pose estimation problem using total least squares for vector observations from landmark features. First, the optimization framework is formulated with observation vectors extracted from point cloud features. Then, error-covariance expressions are derived. The attitude and position solutions obtained via the derived optimization framework are proven to reach the bounds defined by the Cram\'er-Rao lower bound under the small-angle approximation of attitude errors. The measurement data for the simulation of this problem is provided through a series of vector observation scans, and a fully populated observation noise-covariance matrix is assumed as the weight in the cost function to cover the most general case of the sensor uncertainty. Here, previous derivations are expanded for the pose estimation problem to include more generic correlations in the errors than previous cases involving an isotropic noise assumption. The proposed solution is simulated in a Monte-Carlo framework to validate the error-covariance analysis.

We present a novel sampling-based method for estimating probabilities of rare or failure events. Our approach is founded on the Ensemble Kalman filter (EnKF) for inverse problems. Therefore, we reformulate the rare event problem as an inverse problem and apply the EnKF to generate failure samples. To estimate the probability of failure, we use the final EnKF samples to fit a distribution model and apply Importance Sampling with respect to the fitted distribution. This leads to an unbiased estimator if the density of the fitted distribution admits positive values within the whole failure domain. To handle multi-modal failure domains, we localise the covariance matrices in the EnKF update step around each particle and fit a mixture distribution model in the Importance Sampling step. For affine linear limit-state functions, we investigate the continuous-time limit and large time properties of the EnKF update. We prove that the mean of the particles converges to a convex combination of the most likely failure point and the mean of the optimal Importance Sampling density if the EnKF is applied without noise. We provide numerical experiments to compare the performance of the EnKF with Sequential Importance Sampling.

This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) using the direct multiple-shooting method to formulate a nonlinear program (NLP), which guarantees the local convergence of a Newton-type method. A dedicated structure-exploiting algorithm (Riccati recursion) is proposed that efficiently performs a Newton-type method for the NLP because its sparsity structure is different from a standard OCP. The proposed method computes each Newton step with linear time-complexity for the total number of discretization grids as the standard Riccati recursion algorithm. Additionally, it can always solve the Karush-Kuhn-Tucker (KKT) systems arising in the Newton-type method if the solution is sufficiently close to a local minimum. Conversely, general quadratic programming (QP) solvers cannot accomplish this because the Hessian matrix is inherently indefinite. Moreover, a modification on the reduced Hessian matrix is proposed using the nature of the Riccati recursion algorithm as the dynamic programming for a QP subproblem to enhance the convergence. A numerical comparison is conducted with off-the-shelf NLP solvers, which demonstrates that the proposed method is up to two orders of magnitude faster. Whole-body optimal control of quadrupedal gaits is also demonstrated and shows that the proposed method can achieve the whole-body model predictive control (MPC) of robotic systems with rigid contacts.

This contribution focuses on the development of Model Order Reduction (MOR) for one-way coupled steady state linear thermomechanical problems in a finite element setting. We apply Proper Orthogonal Decomposition (POD) for the computation of reduced basis space. On the other hand, for the evaluation of the modal coefficients, we use two different methodologies: the one based on the Galerkin projection (G) and the other one based on Artificial Neural Network (ANN). We aim at comparing POD-G and POD-ANN in terms of relevant features including errors and computational efficiency. In this context, both physical and geometrical parametrization are considered. We also carry out a validation of the Full Order Model (FOM) based on customized benchmarks in order to provide a complete computational pipeline. The framework proposed is applied to a relevant industrial problem related to the investigation of thermomechanical phenomena arising in blast furnace hearth walls. Keywords: Thermomechanical problems, Finite element method, Proper orthogonal decomposition, Galerkin projection, Artificial neural network, Geometric and physical parametrization, Blast furnace.

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments resort either to space discretising solutions of ensuing partial differential equations, or to iterative stochastic path sampling schemes. Yet, both approaches become computationally demanding for increasing system dimension. Here, we propose a generally applicable and practically feasible non-iterative methodology for obtaining optimal dynamical interventions for diffusive nonlinear systems. We estimate the necessary controls from an interacting particle approximation to the logarithmic gradient of two forward probability flows evolved following deterministic particle dynamics. Applied to several biologically inspired models, we show that our method provides the necessary optimal controls in settings with terminal-, transient-, or generalised collective-state constraints and arbitrary system dynamics.

In this paper, we develop a Monte Carlo algorithm named the Frozen Gaussian Sampling (FGS) to solve the semiclassical Schr\"odinger equation based on the frozen Gaussian approximation. Due to the highly oscillatory structure of the wave function, traditional mesh-based algorithms suffer from "the curse of dimensionality", which gives rise to more severe computational burden when the semiclassical parameter \(\ep\) is small. The Frozen Gaussian sampling outperforms the existing algorithms in that it is mesh-free in computing the physical observables and is suitable for high dimensional problems. In this work, we provide detailed procedures to implement the FGS for both Gaussian and WKB initial data cases, where the sampling strategies on the phase space balance the need of variance reduction and sampling convenience. Moreover, we rigorously prove that, to reach a certain accuracy, the number of samples needed for the FGS is independent of the scaling parameter \(\ep\). Furthermore, the complexity of the FGS algorithm is of a sublinear scaling with respect to the microscopic degrees of freedom and, in particular, is insensitive to the dimension number. The performance of the FGS is validated through several typical numerical experiments, including simulating scattering by the barrier potential, formation of the caustics and computing the high-dimensional physical observables without mesh.

This article is concerned with the nonconforming finite element method for distributed elliptic optimal control problems with pointwise constraints on the control and gradient of the state variable. We reduce the minimization problem into a pure state constraint minimization problem. In this case, the solution of the minimization problem can be characterized as fourth-order elliptic variational inequalities of the first kind. To discretize the control problem we have used the bubble enriched Morley finite element method. To ensure the existence of the solution to discrete problems three bubble functions corresponding to the mean of the edge are added to the discrete space. We derive the error in the state variable in $H^2$-type energy norm. Numerical results are presented to illustrate our analytical findings.

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.

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