# Methods for solution of large optimal control problems that bypass open-loop model reduction

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## Abstract

Three algorithms for efficient solution of optimal control problems for high-dimensional systems are presented. Each bypasses the intermediate (and, unnecessary) step of open-loop model reduction. Each also bypasses the solution of the full Riccati equation corresponding to the LQR problem, which is numerically intractable for large *n*. Motivation for this effort comes from the field of model-based flow control, where open-loop model reduction often fails to capture the dynamics of interest (governed by the Navier–Stokes equation). Our *minimum control energy* method is a simplified expression for the well-known minimum-energy stabilizing control feedback that depends only on the left eigenvectors corresponding to the unstable eigenvalues of the system matrix *A*. Our *Adjoint of the Direct-Adjoint* method is based on the repeated iterative computation of the adjoint of a forward problem, itself defined to be the direct-adjoint vector pair associated with the LQR problem. Our *oppositely-shifted subspace iteration* (OSSI, the main new result of the present paper) method is based on our new subspace iteration method for computing the Schur vectors corresponding, notably, to the \(m\ll n\) central eigenvalues (near the imaginary axis) of the Hamiltonian matrix related to the Riccati equation of interest. Prototype OSSI implementations are tested on a low-order control problem to illustrate its behavior.

## Keywords

Computational mechanics Optimal control Minimum-energy control Subspace iteration## Notes

### Conflict of interest

The authors declare that they have no financial conflict of interest related to this research.

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