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LANS Seminar
February 14 @ 10:30 - 11:30 CST
Seminar Title: Towards MINLP-based solvers for (mixed-integer) optimal control problems
Speaker: Falk Hante, Professor, Department of Mathematics at Humboldt-Universität zu
Berlin, Germany, in the field of optimization of complex systems.
Date/Time: February 14, 2024/ 10:30 AM-1:30 AM
Location: See Meeting URL on the cels-seminars website which will require an Argonne login.
Description: Optimal control problems are traditionally and predominantly solved by Newton-based non-linear programming techniques. Driven by the need to include combinatorial aspects for the control decisions, we consider a solution approach building on mixed-integer non-linear programming techniques. We propose a time-domain decomposition, which makes a basic subclass accessible for mixed-integer programming using parallel-in-time direct discretizations. The approach is based on a decomposition of the optimality system and the interpretation of the resulting subproblems as suitably chosen mixed-integer optimal control problems on subintervals in time. An iterative procedure then ensures continuity of the states at the boundaries of the subintervals via co-state information encoded in virtual controls. We prove convergence of this iterative scheme for discrete-continuous linear-quadratic problems, present numerical results both for linear-quadratic as well as nonlinear problems and discuss extensions to more general problem classes.
Bio: Falk Hante obtained his Doctorate in Mathematics from FAU Erlangen-Nürnberg, Germany, in July 2010. He was a postdoctoral fellow with INRIA Grand Est, France, and later with the Mathematics Center of Heidelberg, Germany. In 2012 he rejoined FAU as a research associate and earned his Habilitation in Mathematics in 2018. Since 2020 he is Professor at the Department of Mathematics at Humboldt-Universität zu Berlin, Germany, in the field of optimization of complex systems. His particular research interests concern optimization of switching systems, control of network dynamics and model predictive control. He is Faculty Member of the Berlin Mathematical School, Vice-Speaker of the
collaborative research center CRC154 Mathematical Modelling, Simulation and Optimization on Example of Gas Networks and Principle Investigator in Berlin’s MATH+ Cluster of Excellence.
Please note that the meeting URL for this event can be seen on the cels-seminars website which requires an Argonne login.
See all upcoming talks at https://www.anl.gov/mcs/lans-seminars