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Analysis of a Greedy Reconstruction Algorithm

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2021

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SIAM Journal on Control and Optimization. SIAM. 2021, 59(6), pp. 4511-4537. ISSN 0363-0129. eISSN 1095-7138. Available under: doi: 10.1137/20M1373384

Zusammenfassung

A novel and detailed convergence analysis is presented for a greedy algorithm that was introduced in [Y. Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the 28th Chinese Control Conference, 2009, pp. 375--379] for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition of the reconstruction process and on an ansatz for the unknown operator obtained by an a priori chosen set of linearly independent matrices. The presented convergence analysis focuses on linear-quadratic (optimization) problems governed by linear differential systems and reveals the strong dependence of the performance of the greedy algorithm on the observability properties of the system and on the ansatz of the basis elements. Moreover, the analysis allows us to use a precise (and in some sense optimal) choice of basis elements for the linear case and led to the introduction of a new and more robust optimized greedy reconstruction algorithm. This optimized approach also applies to nonlinear Hamiltonian reconstruction problems, and its efficiency is demonstrated by numerical experiments.

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510 Mathematik

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ISO 690BUCHWALD, Simon, Gabriele CIARAMELLA, Julien SALOMON, 2021. Analysis of a Greedy Reconstruction Algorithm. In: SIAM Journal on Control and Optimization. SIAM. 2021, 59(6), pp. 4511-4537. ISSN 0363-0129. eISSN 1095-7138. Available under: doi: 10.1137/20M1373384
BibTex
@article{Buchwald2021Analy-56129,
  year={2021},
  doi={10.1137/20M1373384},
  title={Analysis of a Greedy Reconstruction Algorithm},
  number={6},
  volume={59},
  issn={0363-0129},
  journal={SIAM Journal on Control and Optimization},
  pages={4511--4537},
  author={Buchwald, Simon and Ciaramella, Gabriele and Salomon, Julien}
}
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    <dcterms:abstract xml:lang="eng">A novel and detailed convergence analysis is presented for a greedy algorithm that was introduced in [Y. Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the 28th Chinese Control Conference, 2009, pp. 375--379] for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition of the reconstruction process and on an ansatz for the unknown operator obtained by an a priori chosen set of linearly independent matrices. The presented convergence analysis focuses on linear-quadratic (optimization) problems governed by linear differential systems and reveals the strong dependence of the performance of the greedy algorithm on the observability properties of the system and on the ansatz of the basis elements. Moreover, the analysis allows us to use a precise (and in some sense optimal) choice of basis elements for the linear case and led to the introduction of a new and more robust optimized greedy reconstruction algorithm. This optimized approach also applies to nonlinear Hamiltonian reconstruction problems, and its efficiency is demonstrated by numerical experiments.</dcterms:abstract>
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