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    Item type:Publication, Access status: with files ,
    On dissipativity of cross-entropy loss in training ResNets — A turnpike towards architecture search
    (Elsevier, 2026-04-01) ;
    The training of ResNets and neural ODEs can be formulated and analyzed from the perspective of optimal control. This paper proposes a dissipative formulation of the training of ResNets and neural ODEs for classification problems. Specifically, we consider a variant of the cross-entropy (label smoothing) as a loss function and as a regularization in the stage cost. Based on our dissipative formulation of the training, we prove that the training OCPs for ResNets and neural ODEs alike exhibit the turnpike phenomenon. We illustrate this finding with numerical results for the two spirals and MNIST datasets. Crucially, our training formulation ensures that the transformation of the data from input to output is achieved in the first layers. In the following layers, which constitute the turnpike, the data remains at an equilibrium state and therefore these layers do not contribute to the transformation learned. In principle, these layers can be pruned after training, resulting in a network with only the necessary number of layers thus simplifying tuning of hyperparameters.
    Publicationtype: Journal Article
      34  17
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    Optimal control of port-Hamiltonian systems: energy, entropy, and exergy
    We consider irreversible and coupled reversible–irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on finite-time horizons. We analyze a class of optimal control problems, where the performance functional can be interpreted as a linear combination of energy supply, entropy generation, or exergy supply. Our results establish the integral turnpike property towards the set of thermodynamic equilibria providing a rigorous connection of optimal system trajectories to optimal steady states. Throughout the paper, we illustrate our findings by means of two examples: a network of heat exchangers and a gas-piston system.
    Publicationtype: Journal Article
      45  33
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    Manifold turnpikes, trims, and symmetries
    (Springer, 2022-12) ;
    Flaßkamp, Kathrin
    ;
    Ober-Blöbaum, Sina
    ;
    Schaller, Manuel
    ;
    Classical turnpikes correspond to optimal steady states which are attractors of infinite-horizon optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the necessary optimality conditions projected onto a symmetry-induced manifold coincide with those of a reduced-order problem defined on the manifold under certain conditions. We also propose sufficient conditions for the existence of manifold turnpikes based on a tailored notion of dissipativity with respect to manifolds. Furthermore, we show how the classical Legendre transformation between Euler–Lagrange and Hamilton formalisms can be extended to the adjoint variables. Finally, we draw upon the Kepler problem to illustrate our findings.
    Publicationtype: Journal Article
    Scopus© Citations 7  21  47
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    Turnpike properties in optimal control: An overview of discrete-time and continuous-time results
    (Elsevier, 2022-01) ;
    The turnpike property refers to the phenomenon that in many optimal control problems, the solutions for different initial conditions and varying horizons approach a neighborhood of a specific steady state, then stay in this neighborhood for the major part of the time horizon, until they may finally depart. While early observations of the phenomenon can be traced back to works of Ramsey and von Neumann on problems in economics in 1928 and 1938, the turnpike property received continuous interest in economics since the 1960s and recent interest in systems and control. The present chapter provides an introductory overview of discrete-time and continuous-time results in finite and infinite-dimensions. We comment on dissipativity-based approaches and infinite-horizon results, which enable the exploitation of turnpike properties for the numerical solution of problems with long and infinite horizons. After drawing upon numerical examples, the chapter concludes with an outlook on time-varying, discounted, and open problems.
    Publicationtype: Book Part
      29
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    On continuous-time infinite horizon optimal control—Dissipativity, stability, and transversality
    This paper analyzes the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of equivalence conditions. Moreover, we investigate convergence and stability of the infinite-horizon optimal adjoint trajectories. The workhorse for our investigations is a notion of strict dissipativity in OCPs, which has been coined in the context of economic model predictive control. With respect to the link between stability and dissipativity, the present paper can be seen as an extension of the seminal work on least squares optimal control by Jan C. Willems (1971). Furthermore, we show that strict dissipativity provides a conclusive answer to the question of adjoint transversality conditions in infinite-horizon optimal control which has been raised by Hubert Halkin (1974). Put differently, we establish conditions under which the adjoints converge to their optimal steady-state value. We draw upon several examples to illustrate our findings. Moreover, we discuss the relation of our findings to results available in the literature.
    Publicationtype: Journal Article
      9
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    Control of port-Hamiltonian systems with minimal energy supply
    We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e. conservative) subspaces, we show that the set of reachable states is bounded w.r.t. the dissipative subspace. We prove that the optimal control problem exhibits the turnpike property with respect to the non-dissipative subspace, i.e., for varying initial conditions and time horizons optimal state trajectories evolve close to the conservative subspace most of the time. We analyze the corresponding steady-state optimization problem and prove that all optimal steady states lie in the non-dissipative subspace. We conclude this paper by illustrating these results by a numerical example from mechanics.
    Publicationtype: Journal Article
      6
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    First results on turnpike bounds for stabilizing horizons in NMPC
    (IFAC, 2021-07-01)
    Pan, Guanru
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    Engelmann, Alexander
    ;
    The stability analysis of NMPC schemes has seen significant progress in recent years, which includes schemes with and without terminal ingredients such as penalties and constraints. In the context of economic MPC, turnpike properties, which are closely related to dissipativity properties of the underlying optimal control problem, have enabled novel insights on stability conditions. In the present note, we show that turnpike properties naturally enable to bound the required stabilizing horizon length in MPC. The main idea is to define the turnpike with respect to a level-set of the terminal penalty. This way we derive a bound on the stabilizing horizon which guarantees that a terminal constraint is satisfied without being explicitly stated in the underlying optimal control problem. A numerical example indicates that if the terminal set is not too small, the horizon bound is not overly conservative.
    Publicationtype: Conference Paper
      8
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    Towards necessary and sufficient stability conditions for NMPC
    (IFAC, 2021-07-01)
    The analysis of convergence and stability conditions for Non-linear Model Predictive Control (NMPC) schemes has seen significant progress during the last decades. Numerous results in the literature state sufficient conditions for convergence and/or stability of NMPC. Yet, necessary and sufficient conditions are—to the best of the author's knowledge—not known and, given the variety of choices for MPC design, seemingly appear to be difficult. This paper analyzes the convergence of NMPC of continuous-time systems in time-invariant settings. We introduce the receding-horizon Hamiltonian—i.e., the value of the optimal control Hamiltonian along the sequence of OCPs—as a novel tool for stability/convergence analysis. Based on the assumption of strict dissipativity, we prove necessary and sufficient conditions for asymptotic convergence of the closed loop to the optimal steady state. Numerical results obtained for the Van de Vusse reactor illustrate the proposed conditions.
    Publicationtype: Conference Paper
      19
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    A dissipativity characterization of velocity turnpikes in optimal control problems for mechanical systems
    (IFAC, 2021-06-01) ;
    Flafikamp, Kathrin
    ;
    Ober-Blöbaum, Sina
    ;
    Turnpikes have recently gained significant research interest in optimal control, since they allow for pivotal insights into the structure of solutions to optimal control problems. So far, mainly steady state solutions which serve as optimal operation points, are studied. This is in contrast to time-varying turnpikes, which are in the focus of this paper. More concretely, we analyze symmetry-induced velocity turnpikes, i.e. controlled relative equilibria, called trim primitives, which are optimal operation points regarding the given cost criterion. We characterize velocity turnpikes by means of dissipativity inequalities. Moreover, we study the equivalence between optimal control problems and steady-state problems via the corresponding necessary optimality conditions. An academic example is given for illustration.
    Publicationtype: Conference Paper
      30
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    Inferring the adjoint turnpike property from the primal turnpike property
    (IEEE, 2021) ; ;
    Humaloja, Jukka Pekka
    ;
    Schaller, Manuel
    This paper investigates an interval turnpike result for the adjoints/costates of finite-and infinite-dimensional nonlinear optimal control problems under the assumption of an interval turnpike on states and controls. We consider stabilizable dynamics governed by a generator of a semigroup with finite-dimensional unstable part satisfying a spectral decomposition condition and show the desired turnpike property under continuity assumptions on the first-order optimality conditions. We further provide a numerical example with a semilinear heat equation to illustrate the results.
    Publicationtype: Conference Paper
      12