Mixed-Integer Optimal Control for Multimodal Chromatography

Multimodal chromatography is a powerful tool in the downstream processing of biopharmaceuticals. To fully benefit from this technology, an efficient process strategy must be determined beforehand. To facilitate this task, we employ a recent mechanistic model for multimodal chromatography, which takes salt concentration and pH into account, and we present a mathematical framework for the … Read more

Expert-Enhanced Machine Learning for Cardiac Arrhythmia Classification

We propose a new method for the classification task of distinguishing atrial Fibrillation (AFib) from regular atrial tachycardias including atrial Flutter (AFlu) on the basis of a surface electrocardiogram (ECG). Although recently many approaches for an automatic classification of cardiac arrhythmia were proposed, to our knowledge none of them can distinguish between these two. We … Read more

A partial outer convexification approach to control transmission lines

In this paper we derive an efficient optimization approach to calculate optimal controls of electric transmission lines. These controls consist of time-dependent inflows and switches that temporarily disable single arcs or whole subgrids to reallocate the flow inside the system. The aim is then to find the best energy input in terms of boundary controls … Read more

Numerical solution of optimal control problems with explicit and implicit switches

In this article, we present a unified framework for the numerical solution of optimal control problems constrained by ordinary differential equations with both implicit and explicit switches. We present the problem class and qualify different types of implicitly switched systems. This classification significantly affects opportunities for solving such problems numerically. By using techniques from generalized … Read more

trlib: A vector-free implementation of the GLTR method for iterative solution of the trust region problem

We describe trlib, a library that implements a Variant of Gould’s Generalized Lanczos method (Gould et al. in SIAM J. Opt. 9(2), 504–525, 1999) for solving the trust region problem. Our implementation has several distinct features that set it apart from preexisting ones. We implement both conjugate gradient (CG) and Lanczos iterations for assembly of … Read more

Backward Step Control for Global Newton-type Methods

We present and analyze a new damping approach called backward step control for the globalization of the convergence of Newton-type methods for the numerical solution of nonlinear root-finding problems. We provide and discuss reasonable assumptions that imply convergence of backward step control on the basis of generalized Newton paths in conjunction with a backward analysis … Read more

Partial outer convexification for traffic light optimization in road networks

We consider the problem of computing optimal traffic light programs for urban road intersections using traffic flow conservation laws on networks. Based on a Partial Outer Convexification approach, which has been successfully applied in the area of mixed-integer optimal control for systems of ordinary or differential algebraic equations, we develop a computationally tractable two-stage solution … Read more

A parametric active set method for quadratic programs with vanishing constraints

Combinatorial and logic constraints arising in a number of challenging optimization applications can be formulated as vanishing constraints. Quadratic programs with vanishing constraints (QPVCs) then arise as subproblems during the numerical solution of such problems using algorithms of the Sequential Quadratic Programming type. QPVCs are nonconvex problems violating standard constraint qualifications. In this paper, we … Read more

Reliable solution of convex quadratic programs with parametric active set methods

Parametric Active Set Methods (PASM) are a relatively new class of methods to solve convex Quadratic Programming (QP) problems. They are based on tracing the solution along a linear homotopy between a QP with known solution and the QP to be solved. We explicitly identify numerical challenges in PASM and develop strategies to meet these … Read more

Newton–Picard-Based Preconditioning for Linear-Quadratic Optimization Problems with Time-Periodic Parabolic PDE Constraints

We develop and investigate two preconditioners for a basic linear iterative splitting method for the numerical solution of linear-quadratic optimization problems with time-periodic parabolic PDE constraints. The resulting real-valued linear system to be solved is symmetric indefinite. We propose all-at-once symmetric indefinite preconditioners based on a Newton–Picard approach which divides the variable space into slow … Read more