The control of complex systems is of critical importance in many branches of science, engineering, and industry, many of which are governed by nonlinear partial differential equations. Controlling an unsteady fluid flow is particularly important, as flow control is a key enabler for technologies in energy (e.g., wind, tidal, and combustion), transportation (e.g., planes, trains, and automobiles), security (e.g., tracking airborne contamination), and health (e.g., artificial hearts and artificial respiration). However, the high-dimensional, nonlinear, and multi-scale dynamics make real-time feedback control infeasible. Fortunately, these highdimensional systems exhibit dominant, low-dimensional patterns of activity that can be exploited for effective control in the sense that knowledge of the entire state of a system is not required. Advances in machine learning have the potential to revolutionize flow control given its ability to extract principled, low-rank feature spaces characterizing such complex systems. We present a novel deep learning model predictive control framework that exploits low-rank features of the flow in order to achieve considerable improvements to control performance. Instead of predicting the entire fluid state, we use a recurrent neural network (RNN) to accurately predict the control relevant quantities of the system, which are then embedded into an MPC framework to construct a feedback loop. In order to lower the data requirements and to improve the prediction accuracy and thus the control performance, incoming sensor data are used to update the RNN online. The results are validated using varying fluid flow examples of increasing complexity. Keywords Optimal control • Model predictive control • Deep learning • Online learning • Flow control Communicated by Maziar S. Hemati.

We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization. Sparsity is of great importance in many scientific areas such as image and signal processing, medical imaging, compressed sensing, and machine learning, as it ensures robustness against noisy data and yields models that are easier to interpret due to the small number of relevant terms. It is common practice to enforce sparsity by adding the 1 -norm as a penalty term. In order to gain a better understanding and to allow for an informed model selection, we directly solve the corresponding multiobjective optimization problem (MOP) that arises when minimizing the main objective and the 1 -norm simultaneously. As this MOP is in general non-convex for nonlinear objectives, the penalty method will fail to provide all optimal compromises. To avoid this issue, we present a continuation method specifically tailored to MOPs with two objective functions one of which is the 1 -norm. Our method can be seen as a generalization of homotopy methods for linear regression problems to the nonlinear case. Several numerical examples -including neural network training -demonstrate our theoretical findings and the additional insight gained by this multiobjective approach.

As in almost every other branch of science, the major advances in data science and machine learning have also resulted in significant improvements regarding the modeling and simulation of nonlinear dynamical systems. It is nowadays possible to make accurate medium to long-term predictions of highly complex systems such as the weather, the dynamics within a nuclear fusion reactor, of disease models or the stock market in a very efficient manner. In many cases, predictive methods are advertised to ultimately be useful for control, as the control of high-dimensional nonlinear systems is an engineering grand challenge with huge potential in areas such as clean and efficient energy production, or the development of advanced medical devices. However, the question of how to use a predictive model for control is often left unanswered due to the associated challenges, namely a significantly higher system complexity, the requirement of much larger data sets and an increased and often problem-specific modeling effort. To solve these issues, we present a universal framework (which we call QuaSiModO: Quantization-Simulation-Modeling-Optimization) to transform arbitrary predictive models into control systems and use them for feedback control. The advantages of our approach are a linear increase in data requirements with respect to the control dimension, performance guarantees that rely exclusively on the accuracy of the predictive model, and only little prior knowledge requirements in control theory to solve complex control problems. In particular the latter point is of key importance to enable a large number of researchers and practitioners to exploit the ever increasing capabilities of predictive models for control in a straight-forward and systematic fashion.

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression and machine learning. Since the choice of the regularization parameter is crucial but often difficult, path-following methods are used to approximate the entire regularization path, i.e., the set of all possible solutions for all regularization parameters. Due to their nature, the development of these methods requires structural results about the regularization path. The goal of this article is to derive these results for the case of a smooth objective function which is penalized by a piecewise differentiable regularization term. We do this by treating regularization as a multiobjective optimization problem. Our results suggest that even in this general case, the regularization path is piecewise smooth. Moreover, our theory allows for a classification of the nonsmooth features that occur in between smooth parts. This is demonstrated in two applications, namely support-vector machines and exact penalty methods.

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression and machine learning. Since the choice of the regularization parameter is crucial but often difficult, path-following methods are used to approximate the entire regularization path, i.e., the set of all possible solutions for all regularization parameters. Due to their nature, the development of these methods requires structural results about the regularization path. The goal of this article is to derive these results for the case of a smooth objective function which is penalized by a piecewise differentiable regularization term. We do this by treating regularization as a multiobjective optimization problem. Our results suggest that even in this general case, the regularization path is piecewise smooth. Moreover, our theory allows for a classification of the nonsmooth features that occur in between smooth parts. This is demonstrated in two applications, namely support-vector machines and exact penalty methods.

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