Moments and convex optimization for analysis and control of nonlinear partial differential equations

Milan Korda, Didier Henrion, Jean-Bernard Lasserre

Published 2018-04-20Version 1

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space of Borel measures. This equation is then used as a constraint of an infinite-dimensional linear programming problem (LP). This LP is then approximated by a hierarchy of convex, finite-dimensional, semidefinite programming problems (SDPs). In the case of analysis of uncontrolled PDEs, the solutions to these SDPs provide bounds on a specified, possibly nonlinear, functional of the solutions to the PDE; in the case of PDE control, the solutions to these SDPs provide bounds on the optimal value of a given optimal control problem as well as suboptimal feedback controllers. The entire approach is based purely on convex optimization and does not rely on spatio-temporal gridding, even though the PDE addressed can be fully nonlinear. The approach is applicable to a very broad class nonlinear PDEs with polynomial data. Computational complexity is analyzed and several complexity reduction procedures are described. Numerical examples demonstrate the approach.