Robert Lampel

On lifting strategies for optimal control problems

  • Robert Lampel
  • Sebastian Sager
    • Categories Nonlinear Optimization Tags , , , ,

    The representation of a function in a higher-dimensional space, often referred to as lifting, can be used to reduce complexity. We investigate how lifting affects the convergence properties of Newton-type methods. For the first time, we conduct a systematic comparison of several lifting strategies on a set of 40 optimal control problems. In addition, we … Read more

    On liftings that improve convergence properties of Newton’s Method for Boundary Value Optimization Problems

  • Robert Lampel
  • Sebastian Sager
    • Categories Dynamic Programming, Nonlinear Optimization Tags , , ,

    The representation of a function in a higher-dimensional space is often referred to as lifting. Liftings can be used to reduce complexity. We are interested in the question of how liftings affect the local convergence of Newton’s method. We propose algorithms to construct liftings that potentially reduce the number of iterations via analysis of local … Read more