Seminars and Events at automatic control
All seminars are held at the Department of Automatic Control, in the seminar room M 3170-73 on the third floor in the M-building, unless stated otherwise.
Seminar by Bethany Caldwell: The Douglas–Rachford algorithm for optimal control
Seminarium
From:
2024-09-10 13:15
to
14:00
Place: Seminar Room M 3170-73 at Dept. of Automatic Control, LTH
Contact: pontus [dot] giselsson [at] control [dot] lth [dot] se
Date & Time: September 10th, 13:15 - 14:00
Location: Seminar Room M 3170-73 at Dept. of Automatic Control, LTH
Speaker: Bethany Caldwell
Title: The Douglas–Rachford algorithm for optimal control
Abstract: The Douglas–Rachford algorithm has been applied to many optimization problems due to their simplicity and efficiency but the application of this algorithm to optimal control is less common. In this talk we utilize these methods to solve continuous-time linear-quadratic optimal control problems. Usually one would apply a direct discretization approach where the original problem is reduced to a large scale finite-dimensional problem and solved using some numerical solver. In this approach reformulate the original problem into a problem of minimizing the sum of two functions and apply the Douglas–Rachford algorithm. We provide numerical experiments comparing the performance of the Douglas–Rachford algorithm and the AMPL–Ipopt suite.