A Reduced Order Iterative Linear Quadratic Regulator (ILQR) Technique for the Optimal Control of Nonlinear Partial Differential Equations

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Autori principali: Sharma, Aayushman, Chakravorty, Suman
Natura: Preprint
Pubblicazione: 2025
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author Sharma, Aayushman
Chakravorty, Suman
author_facet Sharma, Aayushman
Chakravorty, Suman
contents In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs). The approach proposes a novel modification of the ILQR technique: it uses the Method of Snapshots to identify a reduced order Linear Time Varying (LTV) approximation of the nonlinear PDE dynamics around a current estimate of the optimal trajectory, utilizes the identified LTV model to solve a time-varying reduced order LQR problem to obtain an improved estimate of the optimal trajectory along with a new reduced basis, and iterates till convergence. The convergence behavior of the reduced order approach is analyzed and the algorithm is shown to converge to a limit set that is dependent on the truncation error in the reduction. The proposed approach is tested on the viscous Burger's equation and two phase-field models for microstructure evolution in materials, and the results show that there is a significant reduction in the computational burden over the standard ILQR approach, without significantly sacrificing performance.
format Preprint
id arxiv_https___arxiv_org_abs_2501_06635
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Reduced Order Iterative Linear Quadratic Regulator (ILQR) Technique for the Optimal Control of Nonlinear Partial Differential Equations
Sharma, Aayushman
Chakravorty, Suman
Systems and Control
In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs). The approach proposes a novel modification of the ILQR technique: it uses the Method of Snapshots to identify a reduced order Linear Time Varying (LTV) approximation of the nonlinear PDE dynamics around a current estimate of the optimal trajectory, utilizes the identified LTV model to solve a time-varying reduced order LQR problem to obtain an improved estimate of the optimal trajectory along with a new reduced basis, and iterates till convergence. The convergence behavior of the reduced order approach is analyzed and the algorithm is shown to converge to a limit set that is dependent on the truncation error in the reduction. The proposed approach is tested on the viscous Burger's equation and two phase-field models for microstructure evolution in materials, and the results show that there is a significant reduction in the computational burden over the standard ILQR approach, without significantly sacrificing performance.
title A Reduced Order Iterative Linear Quadratic Regulator (ILQR) Technique for the Optimal Control of Nonlinear Partial Differential Equations
topic Systems and Control
url https://arxiv.org/abs/2501.06635