  Feedback can be utilized to convert information into useful work, making it
an effective tool for increasing the performance of thermodynamic engines.
Using feedback reversibility as a guiding principle, we devise a method for
designing optimal feedback protocols for thermodynamic engines that extract all
the information gained during feedback as work. Our method is based on the
observation that in a feedback-reversible process the measurement and the
time-reversal of the ensuing protocol both prepare the system in the same
probabilistic state. We illustrate the utility of our method with two examples
of the multi-particle Szilard engine.
