Contents: Agenda and Slides - Scripts - Papers and Links of Interest
Agenda and Slides
- Monday (room 211)
- 8:30-8:45 - Introduction (M. Diehl)
- 8:45-9:45 - Optimization: an overview (M. Diehl)
- 9:45-10:45 - A Mini Course on Convex Optimization
(M. Diehl).
Intro Slides by S. Boyd and L. Vandenberghe.
Convex Sets and Functions by S. Boyd et al. (from ATHENS course in March 2010 in Leuven) - 10:45-12:10 - Newton Type Constrained Optimization in a Nutshell (M. Diehl)
- 12:10-12:30 - Constrained Optimization (M. Diehl)
- 13:30-14:15 - Adjoint Derivative Computation (M. Diehl)
- 14:30-15:15 - Dynamic Process Models for Optimization (M. Diehl)
- 15:15-15:30 - Preparing Computer Exercises with ACADO Toolkit (B. Houska)
- Tuesday (room 206)
- 8:30-9:30 - Numerical Methods for Differential Equations (B. Houska)
- 9:45-10:15 - ACADO - A Toolkit for Automatic Control and Dynamic Optimization (B. Houska)
- 10:15-11:45 - Computer Exercise - Simulation with ACADO (B. Houska)
- 14:30-15:30 - Numerical Optimal Control (M. Diehl)
- 15:30-16:30 - Computer Exercise - Optimal Control with ACADO (B. Houska)
- Wednesday
- 8:30-9:00 - Details of Direct Multiple Shooting (M. Diehl)
- 9:15-10:15 - The Lifted Newton Method (M. Diehl)
- 10:15-12:15 - Exercise: Optimal Control with Constrained Gauss-Newton in MATLAB (M. Diehl)
- 14:30-16:00 -
Robust Optimization of Dynamic Systems (B. Houska)
Talk 1 Talk 2 Talk 3 Talk 4 Talk 5 Talk 6 - 16:00-16:30 - Discussion on Projects of Participants
- 19:00-23:00 - Preparation questions for night study and exam preparation.
- Thursday
- 8:30-9:15 - The Online Active Set Strategy for Fast Linear MPC -- qpOASES (M. Diehl)
- 9:15-10:15 - Embedded Optimization (M. Diehl)
- 10:30-12:15 - Computer Exercise on Embedded Code Export with ACADO (B. Houska)
- 14:30-16:00 - Team work on Self Chosen Projects
- 16:00-16:30 - Rehearsal and Exam Preparation (M. Diehl)
- Friday
- 8:30-10:00 - Exam (closed book)
- 10:30-12:00 - Presentations of Project Results (each 5 min)
- 12:00-12:30 - Wrap Up
Scripts
- Script on Numerical Optimal Control by M. Diehl.
- Book on Convex Optimization by S. Boyd and L. Vandenberghe.
Papers and Links of Interest
-
More slide material on convex optimization on
S. Boyd's Convex Optimization Lecture Webpage.
-
Real-time optimization and nonlinear model predictive control of
processes governed by differential-algebraic equations.
Moritz Diehl, H. Georg Bock, Johannes P. Schlöder, Rolf Findeisen, Zoltan Nagy, Frank Allgöwer,
Journal of Process Control 12 (2002) 577--585.
-
Efficient Numerical Methods for
Nonlinear MPC and Moving Horizon
Estimation.
Moritz Diehl, Hans Joachim Ferreau, and Niels Haverbeke.
In: L. Magni et al. (Eds.): Nonlinear Model Predictive Control, LNCIS 384, Springer (2009), pp. 391-417.
-
ACADO Toolkit - An Open-Source Framework for
Automatic Control and Dynamic Optimization.
Boris Houska, Hans Joachim Ferreau, Moritz Diehl.
Optim. Control Appl. Meth. 2011; 32:298–312
-
An Auto-Generated Real-Time Iteration Algorithm
for Nonlinear MPC in the Microsecond Range.
Boris Houska, Hans Joachim Ferreau, Moritz Diehl.
Automatica (in print)
-
An online active set strategy to overcome the limitations
of explicit MPC.
H. J. Ferreau, H. G. Bock, and M. Diehl.
Int. J. Robust Nonlinear Control 2008; 18:816-830
-
The Lifted Newton Method and its Application in
Optimization.
Jan Albersmeyer and Moritz Diehl,
SIAM J. OPTIM. (2010) Vol. 20, No. 3, pp. 1655-1684
-
Every Continuous Nonlinear Control System Can be
Obtained by Parametric Convex Programming.
Michel Baes, Moritz Diehl, and Ion Necoara,
IEEE Transactions on Automatic Control (2008), Vol. 53, No. 8, pp. 1663-1667
-
Approximate robust dynamic programming and robustly stable MPC,
Jakob Bjornberg and Moritz Diehl,
Automatica 42 (2006) 777-782
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Last updated and validated July 4, 2011