optimal control

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

    Solving unbounded optimal control problems with the moment-SOS hierarchy

  • Karolina Sehnalova
  • Didier Henrion
  • Milan Korda
  • Martin Kružík
    • Categories Linear, Cone and Semidefinite Programming, Semi-definite Programming Tags , , , ,

    The behaviour of the moment-sums-of-squares (moment-SOS) hierarchy for polynomial optimal control problems on compact sets has been explored to a large extent. Our contribution focuses on the case of non-compact control sets. We describe a new approach to optimal control problems with unbounded controls, using compactification by partial homogenization, leading to an equivalent infinite dimensional … 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 optimal switching controls for graphon dynamical systems. To this end, we apply a decomposition approach comprised of a relaxation and a reconstruction step. … Read more

    Extended Formulations for Control Languages Defined by Finite-State Automata

  • Christoph Buchheim
  • Maximilian Merkert
    • Categories (Mixed) Integer Linear Programming, Optimization of Systems modeled by PDEs, Polyhedra Tags , , , ,

    Many discrete optimal control problems feature combinatorial constraints on the possible switching patterns, a common example being minimum dwell-time constraints. After discretizing to a finite time grid, for these and many similar types of constraints, it is possible to give a description of the convex hull of feasible (finite-dimensional) binary controls via extended formulations. In … Read more

    A Sequential Benders-based Mixed-Integer Quadratic Programming Algorithm

  • Andrea Ghezzi
  • Wim Van Roy
  • Sebastian Sager
  • Moritz Diehl
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Optimization Software Benchmark Tags , , , ,

    For continuous decision spaces, nonlinear programs (NLPs) can be efficiently solved via sequential quadratic programming (SQP) and, more generally, sequential convex programming (SCP). These algorithms linearize only the nonlinear equality constraints and keep the outer convex structure of the problem intact, such as (conic) inequality constraints or convex objective terms. The aim of the presented … Read more

    Sensitivity-based decision support for critical measures using the example of COVID-19 dynamics

  • Falk M. Hante
  • Shanshan Meng
    • Categories Applications - OR and Management Sciences, Optimization of Simulated Systems, Other Topics Tags , , , ,

    We parametrize public policies in the context of the COVID-19 pandemic to evaluate the effectiveness of policies through sensitivity-based methods in order to offer insights into understanding the contributions to critical measures in retrospective. The study utilizes a group-specific SEIR model with a tracing and isolation strategy and vaccination programs. Public policies are applied to … Read more

    Gas Transport Network Optimization: PDE-Constrained Models

  • Falk M. Hante
  • Martin Schmidt
    • Categories Applications - Science and Engineering, Infinite Dimensional Optimization, Systems governed by Differential Equations Optimization Tags , , , ,

    The optimal control of gas transport networks was and still is a very important topic for modern economies and societies. Accordingly, a lot of research has been carried out on this topic during the last years and decades. Besides mixed-integer aspects in gas transport network optimization, one of the main challenges is that a physically … Read more

    Second-order Partial Outer Convexification for Switched Dynamical Systems

  • Christoph Plate
  • Sebastian Sager
  • Martin Stoll
  • Manuel Tetschke
    • Categories Nonlinear Optimization, Systems governed by Differential Equations Optimization Tags , , ,

    Mixed-integer optimal control problems arise in many practical applications combining nonlinear, dynamic, and combinatorial features. To cope with the resulting complexity, several approaches have been suggested in the past. Some of them rely on solving a reformulated and relaxed control problem, referred to as partial outer convexification. Inspired by an efficient algorithm for switching time … Read more

    Distributionally Robust Modeling of Optimal Control

  • Alexander Shapiro
    • Categories Control Applications, Dynamic Programming, Stochastic Programming Tags , , , , , , ,

    The aim of this paper is to formulate several questions related to distributionally robust Stochastic Optimal Control modeling. As an example, the distributionally robust counterpart of the classical inventory model is discussed in details. Finite and infinite horizon stationary settings are considered. ArticleDownload View PDF