Solve dynamic optimization problems when collocation fails

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Event details

Date 17.06.2022
Hour 10:0011:00
Speaker Dr Eric Kerrigan
Location
Category Conferences - Seminars
Event Language English

Many optimal control, estimation and design problems can be formulated as so-called dynamic optimization problems, which are optimization problems with differential equations and other constraints. State-of-the-art methods based on collocation, which enforce the differential equations at only a finite set of points, can struggle to solve certain dynamic optimization problems, such as those with high-index differential algebraic equations, consistently overdetermined constraints or problems with so-called singular arcs. We show how numerical methods based on integrating the differential equation residuals can be used to solve dynamic optimization problems where collocation methods fail.

Biography

Dr Eric Kerrigan is a Professor in Control Engineering and Optimization at Imperial College London, where he has a joint appointment in the Department of Electrical and Electronic Engineering as well as the Department of Aeronautics. His research is on efficient numerical methods and computer architectures for solving optimization, control and estimation problems in real-time, with applications in aerospace, renewable energy and computing systems. He is Chair of the United Kingdom Automatic Control Council and on the editorial boards of the IEEE Transactions on Control Systems Technology, Control Engineering Practice and IEEE Control Systems Society Conferences.

Practical information

  • Informed public
  • Free

Contact

  • nicole.bouendin@epfl.ch

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