On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

DOI10.1109/TAC.2022.3194087MaRDI QIDQ6077162zbMATH OpenFDO

Authors Sen Na, Sungho Shin, Mihai Anitescu, Victor M. Zavala

Publication date 25 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.06674

zbMATH Keywords

decomposition methodsnonlinear programmingoptimal controloverlappingparallel algorithms

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e. initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a PDE control problem to validate our theory; and show that the approach is significantly more efficient than ADMM and as efficient as the centralized solver Ipopt.

Recommendations

• scientific article; zbMATH DE number 1099083
• Optimized Schwarz methods for elliptic optimal control problems
• scientific article; zbMATH DE number 1981922
• Optimized Schwarz methods for the optimal control of systems governed by elliptic partial differential equations
• A convergence theory for an overlapping Schwarz algorithm using discontinuous iterates
• Convergence properties of an algorithm for solving non-differentiable optimal control problems
• A Schwarz domain decomposition method with gradient projection for optimal control governed by elliptic partial differential equations
• scientific article; zbMATH DE number 1070482
• On the convergence of optimal controls in certain optimization problems
• Overlapping domain decomposition preconditioners for unconstrained elliptic optimal control problems

Cited in

(2)

• Tighter bounds on transient moments of stochastic chemical systems
• Perturbations in PDE-constrained optimal control decay exponentially in space

This page was built for publication: On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6077162)