Robust Optimization for Nonlinear Dynamic Systems
Event details
| Date | 09.11.2015 |
| Hour | 14:30 |
| Speaker | Moritz Diehl |
| Location | |
| Category | Conferences - Seminars |
The talk reviews numerical approaches to approximate (a) the propagation of uncertainty and (b) the feedback policies in nonlinear dynamic systems -‐ both preferably in a conservative fashion. We review and extend results from linear system theory and discuss extensions to the case of nonlinear systems that satisfy Lipschitz bounds on their nonlinearity. We present linearization based approaches as a particularly useful heuristic. Their computational efficiency is significantly affected by the way higher order derivatives are generated, and we discuss the advantages and disadvantages of forward mode, reverse mode, and Lyapunov differential equation (LDE) based approaches, and present numerically efficient discretization schemes for LDE. We finally make a connection between robust optimization and stability optimization and show how to solve periodic stability optimization problems for nonlinear systems with parameterized feedback policies numerically by use of LDE.
The talk presents joint work with Boris Houska, Joris Gillis and Greg Horn.
The talk presents joint work with Boris Houska, Joris Gillis and Greg Horn.
Practical information
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