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Multi-level Optimal Control with Neural Surrogate Models (2402.07763v1)

Published 12 Feb 2024 in math.OC, cs.LG, cs.NA, and math.NA

Abstract: Optimal actuator and control design is studied as a multi-level optimisation problem, where the actuator design is evaluated based on the performance of the associated optimal closed loop. The evaluation of the optimal closed loop for a given actuator realisation is a computationally demanding task, for which the use of a neural network surrogate is proposed. The use of neural network surrogates to replace the lower level of the optimisation hierarchy enables the use of fast gradient-based and gradient-free consensus-based optimisation methods to determine the optimal actuator design. The effectiveness of the proposed surrogate models and optimisation methods is assessed in a test related to optimal actuator location for heat control.

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