1.2SYMar 27, 2019
A frequency-constrained geometric Pontryagin maximum principle on matrix Lie groupsShruti Kotpalliwar, Pradyumna Paruchuri, Karmvir Singh Phogat et al.
In this article we present a geometric discrete-time Pontryagin maximum principle (PMP) on matrix Lie groups that incorporates frequency constraints on the controls in addition to pointwise constraints on the states and control actions directly at the stage of the problem formulation. This PMP gives first order necessary conditions for optimality, and leads to two-point boundary value problems that may be solved by shooting techniques to arrive at optimal trajectories. We validate our theoretical results with a numerical experiment on the attitude control of a spacecraft on the Lie group SO(3).
2.4OCJul 3, 2023
A numerical algorithm for attaining the Chebyshev bound in optimal learningPradyumna Paruchuri, Debasish Chatterjee
Given a compact subset of a Banach space, the Chebyshev center problem consists of finding a minimal circumscribing ball containing the set. In this article we establish a numerically tractable algorithm for solving the Chebyshev center problem in the context of optimal learning from a finite set of data points. For a hypothesis space realized as a compact but not necessarily convex subset of a finite-dimensional subspace of some underlying Banach space, this algorithm computes the Chebyshev radius and the Chebyshev center of the hypothesis space, thereby solving the problem of optimal recovery of functions from data. The algorithm itself is based on, and significantly extends, recent results for near-optimal solutions of convex semi-infinite problems by means of targeted sampling, and it is of independent interest. Several examples of numerical computations of Chebyshev centers are included in order to illustrate the effectiveness of the algorithm.