Steffen W.R. Werner, Michael L. Overton, Benjamin Peherstorfer

Research output: Contribution to journalArticlepeer-review


Robust controllers that stabilize dynamical systems even under disturbances and noise are often formulated as solutions of nonsmooth, nonconvex optimization problems. While methods such as gradient sampling can handle the nonconvexity and nonsmoothness, the costs of evaluating the objective function may be substantial, making robust control challenging for dynamical systems with high-dimensional state spaces. In this work, we introduce multifidelity variants of gradient sampling that leverage low-cost, low-fidelity models with low-dimensional state spaces for speeding up the optimization process while nonetheless providing convergence guarantees for a high-fidelity model of the system of interest, which is primarily accessed in the last phase of the optimization process. Our first multifidelity method initiates gradient sampling on higher-fidelity models with starting points obtained from cheaper, lower-fidelity models. Our second multifidelity method relies on ensembles of gradients that are computed from low- and high-fidelity models. Numerical experiments with controlling the cooling of a steel rail profile and laminar flow in a cylinder wake demonstrate that our new multifidelity gradient sampling methods achieve up to two orders of magnitude speedup compared to the single-fidelity gradient sampling method that relies on the high-fidelity model alone.

Original languageEnglish (US)
Pages (from-to)A933-A957
JournalSIAM Journal on Scientific Computing
Issue number2
StatePublished - Apr 2023


  • H-infinity norm
  • linear dynamical systems
  • multifidelity methods
  • nonsmooth optimization
  • robust control

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics


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