Martin T. Köhler

qpBAMM: a parallelizable ADMM approach for block-structured quadratic programs

  • Michel Lahmann
  • Christian Kirches
  • Martin T. Köhler
    • Categories Convex Optimization, Quadratic Programming Tags , , ,

    Block-structured quadratic programs (QPs) frequently arise in the context of the direct approach to solving optimal control problems. For successful application of direct optimal control algorithms to many real-world problems it is paramount that these QPs can be solved efficiently and reliably. Besides interior-point methods and active-set methods, ADMM-based quadratic programming approaches have gained popularity. … Read more

    Optimal Control of Semilinear Graphon Systems

  • Martin T. Köhler
  • Artemi Makarow
  • Christian Kirches
    • Categories Infinite Dimensional Optimization, Network Optimization, Systems governed by Differential Equations Optimization Tags , , ,

    Controlling the dynamics of large-scale networks is essential for a macroscopic reduction of overall consumption and losses in the context of energy supply, finance, logistics, and mobility. We investigate the optimal control of semilinear dynamical systems on asymptotically infinite networks, using the notion of graphons. Graphons represent a limit object of a converging graph sequence … Read more

    Integer Control Approximations for Graphon Dynamical Systems

  • Martin T. Köhler
  • Artemi Makarow
  • Christian Kirches
    • Categories (Mixed) Integer Nonlinear Programming, Nonlinear Optimization, Systems governed by Differential Equations Optimization Tags , , ,

    Graphons generalize graphs and define a limit object of a converging graph sequence. The notion of graphons allows for a generic representation of coupled network dynamical systems. We are interested in approximating integer controls for graphon dynamical systems. To this end, we apply a decomposition approach comprised of a relaxation and a reconstruction step. We … Read more

    Randomized Roundings for a Mixed-Integer Elliptic Control System

  • Martin T. Köhler
  • Lauri Kröger
  • Christian Kirches
    • Categories (Mixed) Integer Nonlinear Programming, Systems governed by Differential Equations Optimization Tags , ,

    We present randomized reconstruction approaches for optimal solutions to mixed-integer elliptic PDE control systems. Approximation properties and relations to sum-up rounding are derived using the cut norm. This enables us to dispose of space-filling curves required for sum-up rounding. Rates of almost sure convergence in the cut norm and the SUR norm in control space … Read more