Contents: Agenda and Slides - Papers and Links of Interest
Agenda and Slides
- Monday
- 13:00-13:15 - Introduction (M. Diehl)
- 14:00-15:15 - Optimization: an overview (M. Diehl)
- 15:15-16:00 - A Micro 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)
- Tuesday
- 9:00-9:20 - Dynamic Process Models for Optimization (M. Diehl)
- 9:20-10:30 - ACADO - A Toolkit for Automatic Control and Dynamic Optimization (B. Houska)
- 10:30-10:45 - Break
- 10:45-11:45 - Numerical Methods for Differential Equations (B. Houska)
- 11:45-13:00 - Lunch Break
- 13:00-15:00 - Numerical Optimal Control (M. Diehl)
- 15:00-16:00 - Computer Exercise - Optimal Control with ACADO (B. Houska)
- Wednesday
- 9:00-9:40 - Dynamic Programming (M. Diehl)
- 9:40-10:15 - Pontryagin's Maximum Principle (M. Diehl)
- 10:10-10:15 - Constrained Optimization (M. Diehl, backup slides)
- 10:15-10:20 - Newton Type Optimization and Sequential Quadratic Programming (M. Diehl, backup slides)
- 10:20-10:30 - Some Details of Direct Multiple Shooting (M. Diehl)
- 10:30-10:45 - Break
- 10:45-11:45 - The Lifted Newton Method (M. Diehl)
- 11:45-13:00 - Lunch Break
- 13:00-13:45 - State and Parameter Estimation (B. Houska)
- 13:45-14:30 - Computer Exercise - Parameter Estimation with ACADO (B. Houska)
- 14:30-15:30 - Discussion on Projects of Participants
- Thursday
- 9:00-9:45 - The Online Active Set Strategy for Fast Linear MPC -- qpOASES (M. Diehl)
- 9:45-10:30 - Numerical Methods for Nonlinear MPC and MHE (M. Diehl)
- 10:30-10:45 - Break
- 10:45-11:15 - Numerical Methods for Nonlinear MPC and MHE (M. Diehl, continued)
- 11:15-11:45 - Embedded Optimization (M. Diehl)
- 11:45-13:00 - Lunch Break
- 13:00-14:30 - Computer Exercise - Nonlinear Model Predictive Control with ACADO
- 14:30-15:00 - Break
- 15:00-16:30 - Team work on Self Chosen Projects
- Friday
- 9:00-9:45 - Robust Nonlinear Optimal Control for Systems with Affine Uncertainties (B. Houska)
- 9:45-10:30 - Robustness and Stability Optimization Applications (M. Diehl)
- 10:30-10:45 - Break
- 10:45-11:45 - Team work on Self Chosen Projects
- 11:45-13:00 - Lunch Break
- 13:00-15:00 - Presentation of the Projects
Papers and Links of Interest
- Book on Convex Optimization by S. Boyd and L. Vandenberghe.
- 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, OPTIMAL CONTROL APPLICATIONS AND METHODS (2010) (in print)
- An online active set strategy to overcome the limitations of explicit MPC. H. J. Ferreau, H. G. Bock, and M. Diehl INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL 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 June 7, 2010