Solving Elliptic Optimal Control Problems via Neural Networks and Optimality System

Fuente: arXiv
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Hauptverfasser: Dai, Yongcheng, Jin, Bangti, Sau, Ramesh, Zhou, Zhi
Format: Preprint
Veröffentlicht: 2023
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author Dai, Yongcheng
Jin, Bangti
Sau, Ramesh
Zhou, Zhi
author_facet Dai, Yongcheng
Jin, Bangti
Sau, Ramesh
Zhou, Zhi
contents In this work, we investigate a neural network based solver for optimal control problems (without / with box constraint) for linear and semilinear second-order elliptic problems. It utilizes a coupled system derived from the first-order optimality system of the optimal control problem, and employs deep neural networks to represent the solutions to the reduced system. We present an error analysis of the scheme, and provide $L^2(Ω)$ error bounds on the state, control and adjoint in terms of neural network parameters (e.g., depth, width, and parameter bounds) and the numbers of sampling points. The main tools in the analysis include offset Rademacher complexity and boundedness and Lipschitz continuity of neural network functions. We present several numerical examples to illustrate the method and compare it with two existing ones.
format Preprint
id arxiv_https___arxiv_org_abs_2308_11925
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Solving Elliptic Optimal Control Problems via Neural Networks and Optimality System
Dai, Yongcheng
Jin, Bangti
Sau, Ramesh
Zhou, Zhi
Optimization and Control
Machine Learning
Numerical Analysis
In this work, we investigate a neural network based solver for optimal control problems (without / with box constraint) for linear and semilinear second-order elliptic problems. It utilizes a coupled system derived from the first-order optimality system of the optimal control problem, and employs deep neural networks to represent the solutions to the reduced system. We present an error analysis of the scheme, and provide $L^2(Ω)$ error bounds on the state, control and adjoint in terms of neural network parameters (e.g., depth, width, and parameter bounds) and the numbers of sampling points. The main tools in the analysis include offset Rademacher complexity and boundedness and Lipschitz continuity of neural network functions. We present several numerical examples to illustrate the method and compare it with two existing ones.
title Solving Elliptic Optimal Control Problems via Neural Networks and Optimality System
topic Optimization and Control
Machine Learning
Numerical Analysis
url https://arxiv.org/abs/2308.11925