arXiv subjects

Paul Manns

Publications and source records attributed to Paul Manns.

26 records · Page 2Linked to original sources

arXiv2022

Efficient Solution of Discrete Subproblems Arising in Integer Optimal Control with Total Variation Regularization

We consider a class of integer linear programs (IPs) that arise as discretizations of trust-region subproblems of a trust-region algorithm for the solution of control problems, where the control input is an integer-valued function on a one-dimensional domain and is regularized with a total variation term in the objective, which may be interpreted as a penalization of switching costs between different control modes. We prove that solving an instance of the considered problem class is equivalent to solving a resource constrained shortest path problem (RCSPP) on a layered directed acyclic graph. This structural finding yields an algorithmic solution approach based on topological sorting and corresponding run time complexities that are quadratic in the number of discretization intervals of the underlying control problem, the main quantifier for the size of a problem instance. We also consider the solution of the RCSPP with an $A^*$ algorithm. Specifically, the analysis of a Lagrangian relaxation yields a consistent heuristic function for the $A^*$ algorithm and a preprocessing procedure, which can be employed to accelerate the $A^*$ algorithm for the RCSPP without losing optimality of the computed solution. We generate IP instances by executing the trust-region algorithm on several integer optimal control problems. The numerical results show that the accelerated $A^*$ algorithm and topological sorting outperform a general purpose IP solver significantly. Moreover, the accelerated $A^*$ algorithm is able to outperform topological sorting for larger problem instances.

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arXiv2022

Sequential Linear Integer Programming for Integer Optimal Control with Total Variation Regularization

We propose a trust-region method that solves a sequence of linear integer programs to tackle integer optimal control problems regularized with a total variation penalty. The total variation penalty allows us to prove the existence of minimizers of the integer optimal control problem. We introduce a local optimality concept for the problem, which arises from the infinite-dimensional perspective. In the case of a one-dimensional domain of the control function, we prove convergence of the iterates produced by our algorithm to points that satisfy first-order stationarity conditions for local optimality. We demonstrate the theoretical findings on a computational example.

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arXiv2021

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

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arXiv2021

A simplified Newton method to generate snapshots for POD models of semilinear optimal control problems

In PDE-constrained optimization, proper orthogonal decomposition (POD) provides a surrogate model of a (potentially expensive) PDE discretization, on which optimization iterations are executed. Because POD models usually provide good approximation quality only locally, they have to be updated during optimization. Updating the POD model is usually expensive, however, and therefore often impossible in a model-predictive control (MPC) context. Thus, reduced models of mediocre quality might be accepted. We take the view of a simplified Newton method for solving semilinear evolution equations to derive an algorithm that can serve as an offline phase to produce a POD model. Approaches that build the POD model with impulse response snapshots can be regarded as the first Newton step in this context. In particular, POD models that are based on impulse response snapshots are extended by adding a second simplified Newton step. This procedure improves the approximation quality of the POD model significantly by introducing a moderate amount of extra computational costs during optimization or the MPC loop. We illustrate our findings with an example satisfying our assumptions.

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arXiv2021

Relaxed multibang regularization for the combinatorial integral approximation

Multibang regularization and combinatorial integral approximation decompositions are two actively researched techniques for integer optimal control. We consider a class of polyhedral functions that arise particularly as convex lower envelopes of multibang regularizers and show that they have beneficial properties with respect to regularization of relaxations of integer optimal control problems. We extend the algorithmic framework of the combinatorial integral approximation such that a subsequence of the computed discrete-valued controls converges to the infimum of the regularized integer control problem.

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arXiv2019

Quadratically regularized optimal transport

We investigate the problem of optimal transport in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that has these two measures as marginals and minimizes a certain cost function. We consider quadratic regularization of the problem, which forces the optimal transport plan to be a square integrable function rather than a Radon measure. We derive the dual problem and show strong duality and existence of primal and dual solutions to the regularized problem. Then we derive two algorithms to solve the dual problem of the regularized problem: A Gauss-Seidel method and a semismooth quasi-Newton method and investigate both methods numerically. Our experiments show that the methods perform well even for small regularization parameters. Quadratic regularization is of interest since the resulting optimal transport plans are sparse, i.e. they have a small support (which is not the case for the often used entropic regularization where the optimal transport plan always has full measure).

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arXiv2018

Optimizing wearable assistive devices with neuromuscular models and optimal control

The coupling of human movement dynamics with the function and design of wearable assistive devices is vital to better understand the interaction between the two. Advanced neuromuscular models and optimal control formulations provide the possibility to study and improve this interaction. In addition, optimal control can also be used to generate predictive simulations that generate novel movements for the human model under varying optimization criterion.

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arXiv2018

Motion optimization and parameter identification for a human and lower-back exoskeleton model

Designing an exoskeleton to reduce the risk of low-back injury during lifting is challenging. Computational models of the human-robot system coupled with predictive movement simulations can help to simplify this design process. Here, we present a study that models the interaction between a human model actuated by muscles and a lower-back exoskeleton. We provide a computational framework for identifying the spring parameters of the exoskeleton using an optimal control approach and forward-dynamics simulations. This is applied to generate dynamically consistent bending and lifting movements in the sagittal plane. Our computations are able to predict motions and forces of the human and exoskeleton that are within the torque limits of a subject. The identified exoskeleton could also yield a considerable reduction of the peak lower-back torques as well as the cumulative lower-back load during the movements. This work is relevant to the research communities working on human-robot interaction, and can be used as a basis for a better human-centered design process.

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