Tommaso Vanzan

Dynamical low-rank approximations for the optimal control of matrix ODEs

We consider the open-loop optimal control of a dynamical system whose state is described by a time-dependent matrix $X(t)\in\mathbb{R}^{m\times n}$. Gradient-based optimization methods may incur substantial computational and memory costs, particularly for large-scale systems and fine temporal discretizations. To allevi...