Linear-quadratic optimal control for infinite-dimensional input-state-output systems
Authors
Abstract
We examine the minimization of a quadratic cost functional composed of the output and the terminal state of infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value is prescribed, we are minimizing over all inputs within a specified convex subset of square integrable controls with values in a Hilbert space. The considered class of infinite-dimensional systems is based on the system node formulation. Thus, our developed approach includes optimal control of a wide variety of linear partial differential equations with boundary control and observation that are not well-posed in the sense that the output continuously depends on the input and the initial value. We provide an application of particular optimal control problems arising in energy-optimal control of port-Hamiltonian systems. Last, we illustrate the our theory by two examples including a non-well-posed heat equation with Dirichlet boundary control and a wave equation on an L-shaped domain with boundary control of the stress in normal direction.
Citation
- Journal: ESAIM: Control, Optimisation and Calculus of Variations
- Year: 2025
- Volume: 31
- Issue:
- Pages: 36
- Publisher: EDP Sciences
- DOI: 10.1051/cocv/2025026
BibTeX
@article{Reis_2025,
title={{Linear-quadratic optimal control for infinite-dimensional input-state-output systems}},
volume={31},
ISSN={1262-3377},
DOI={10.1051/cocv/2025026},
journal={ESAIM: Control, Optimisation and Calculus of Variations},
publisher={EDP Sciences},
author={Reis, Timo and Schaller, Manuel},
year={2025},
pages={36}
}
References
- Salamon, Trans. Am. Math. Soc. (1987)
- Opmeer, M. R. & Staffans, O. J. Optimal Control on the Doubly Infinite Continuous Time Axis and Coprime Factorizations. SIAM Journal on Control and Optimization vol. 52 1958–2007 (2014) – 10.1137/110831726
- Opmeer, M. R. & Staffans, O. J. Optimal Control on the Doubly Infinite Time Axis for Well-Posed Linear Systems. SIAM Journal on Control and Optimization vol. 57 1985–2015 (2019) – 10.1137/18m1181304
- Curtain, R. & Pritchard, A. J. The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators. SIAM Journal on Control and Optimization vol. 14 951–983 (1976) – 10.1137/0314061
- Differential and Algebraic Riccati Equations with Application to Boundary/Point Control Problems: Continuous Theory and Approximation Theory. Lecture Notes in Control and Information Sciences (Springer-Verlag, 1991). doi:10.1007/bfb0006880 – 10.1007/bfb0006880
- Bensoussan, A., Da Prato, G., Delfour, M. C. & Mitter, S. K. Representation and Control of Infinite Dimensional Systems. Systems & Control: Foundations & Applications (Birkhäuser Boston, 2007). doi:10.1007/978-0-8176-4581-6 – 10.1007/978-0-8176-4581-6
- Lasiecka, I. & Triggiani, R. Control Theory for Partial Differential Equations. (2000) doi:10.1017/cbo9781107340848 – 10.1017/cbo9781107340848
- Lasiecka, I. & Triggiani, R. Control Theory for Partial Differential Equations. (2000) doi:10.1017/cbo9781107340848 – 10.1017/cbo9781107340848
- Lions, J. L. Optimal Control of Systems Governed by Partial Differential Equations. (Springer Berlin Heidelberg, 1971). doi:10.1007/978-3-642-65024-6 – 10.1007/978-3-642-65024-6
- Schiela, A. A concise proof for existence and uniqueness of solutions of linear parabolic PDEs in the context of optimal control. Systems & Control Letters vol. 62 895–901 (2013) – 10.1016/j.sysconle.2013.06.013
- Kröner, A., Kunisch, K. & Vexler, B. Semismooth Newton Methods for Optimal Control of the Wave Equation with Control Constraints. SIAM Journal on Control and Optimization vol. 49 830–858 (2011) – 10.1137/090766541
- Braack, ESAIM: Control Optim. Calc. Var. (2012)
- Bommer, V. & Yousept, I. Optimal control of the full time-dependent maxwell equations. ESAIM: Mathematical Modelling and Numerical Analysis vol. 50 237–261 (2016) – 10.1051/m2an/2015041
- Reis, T. & Schaller, M. Port-Hamiltonian Formulation of Oseen Flows. Trends in Mathematics 123–148 (2024) doi:10.1007/978-3-031-64991-2_5 – 10.1007/978-3-031-64991-2_5
- Weiss, G. & Staffans, O. J. Maxwell’s Equations as a Scattering Passive Linear System. SIAM Journal on Control and Optimization vol. 51 3722–3756 (2013) – 10.1137/120869444
- Tucsnak, M. & Weiss, G. Observation and Control for Operator Semigroups. (Birkhäuser Basel, 2009). doi:10.1007/978-3-7643-8994-9 – 10.1007/978-3-7643-8994-9
- Lewis1, J. L. On very weak solutions of certain elliptic systems. Communications in Partial Differential Equations vol. 18 1515–1537 (1993) – 10.1080/03605309308820984
- Alt, H. W. Linear Functional Analysis. Universitext (Springer London, 2016). doi:10.1007/978-1-4471-7280-2 – 10.1007/978-1-4471-7280-2
- Ekeland, I. & Témam, R. Convex Analysis and Variational Problems. (1999) doi:10.1137/1.9781611971088 – 10.1137/1.9781611971088
- Staffans, Equ. Operator Theory (2004)
- Tretter, C. & Wyss, C. Dichotomous Hamiltonians with unbounded entries and solutions of Riccati equations. Journal of Evolution Equations vol. 14 121–153 (2013) – 10.1007/s00028-013-0210-6
- Faulwasser, T., Maschke, B., Philipp, F., Schaller, M. & Worthmann, K. Optimal Control of Port-Hamiltonian Descriptor Systems with Minimal Energy Supply. SIAM Journal on Control and Optimization vol. 60 2132–2158 (2022) – 10.1137/21m1427723
- Schaller, M., Philipp, F., Faulwasser, T., Worthmann, K. & Maschke, B. Control of port-Hamiltonian systems with minimal energy supply. European Journal of Control vol. 62 33–40 (2021) – 10.1016/j.ejcon.2021.06.017
- Philipp, F., Schaller, M., Faulwasser, T., Maschke, B. & Worthmann, K. Minimizing the energy supply of infinite-dimensional linear port-Hamiltonian systems. IFAC-PapersOnLine vol. 54 155–160 (2021) – 10.1016/j.ifacol.2021.11.071
- Schwenninger, F. L. Input-to-state stability for parabolic boundary control:linear and semilinear systems. Operator Theory: Advances and Applications 83–116 (2020) doi:10.1007/978-3-030-35898-3_4 – 10.1007/978-3-030-35898-3_4
- Kunisch, K. & Vexler, B. Constrained Dirichlet Boundary Control in $L^2$ for a Class of Evolution Equations. SIAM Journal on Control and Optimization vol. 46 1726–1753 (2007) – 10.1137/060670110
- Arendt, Spectral Theory Math. Syst. Theory Evol. Equ. Differ. Differ. Equ. (2012)
- Mitusch, S., Funke, S. & Dokken, J. dolfin-adjoint 2018.1: automated adjoints for FEniCS and Firedrake. Journal of Open Source Software vol. 4 1292 (2019) – 10.21105/joss.01292
- Kurula, Int. J. Control (2015)
- Jacob, B. & Zwart, H. J. Linear Port-Hamiltonian Systems on Infinite-Dimensional Spaces. (Springer Basel, 2012). doi:10.1007/978-3-0348-0399-1 – 10.1007/978-3-0348-0399-1
- Lasiecka, I. & Triggiani, R. L2(Σ)‐regularity of the boundary to boundary operator B∗L for hyperbolic and Petrowski PDEs. Abstract and Applied Analysis vol. 2003 1061–1139 (2003) – 10.1155/s1085337503305032
- Bardos, C., Lebeau, G. & Rauch, J. Sharp Sufficient Conditions for the Observation, Control, and Stabilization of Waves from the Boundary. SIAM Journal on Control and Optimization vol. 30 1024–1065 (1992) – 10.1137/0330055