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On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
 Journal of Global Optimization
, 2006
"... We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condit ..."
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We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the stepsize parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and an optimal control problem. Key words: Nonconvex programming; nonsmooth optimization; augmented Lagrangian; sharp Lagrangian; subgradient optimization.
Euler Discretization and Inexact Restoration for Optimal Control ∗
, 2006
"... A computational technique for unconstrained optimal control problems is presented. First an Euler discretization is carried out to obtain a finitedimensional approximation of the continoustime (infinitedimensional) problem. Then an inexact restoration (IR) method due to Birgin and Martínez is app ..."
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A computational technique for unconstrained optimal control problems is presented. First an Euler discretization is carried out to obtain a finitedimensional approximation of the continoustime (infinitedimensional) problem. Then an inexact restoration (IR) method due to Birgin and Martínez is applied to the discretized problem to find an approximate solution. Convergence of the technique to a solution of the continuoustime problem is facilitated by the convergence of the IR method and the convergence of the discrete (approximate) solution as finer subdivisions are taken. It is shown that a special case of the IR method is equivalent to the projected Newton method for equality constrained quadratic optimization problems. The technique is numerically demonstrated by means of a scalar system and the van der Pol system, and comprehensive comparisons are made with the Newton and projected Newton methods.
An Inexact Modified Subgradient Algorithm for Nonconvex Optimization ∗
, 2008
"... We propose and analyze an inexact version of the modified subgradient (MSG) algorithm, which we call the IMSG algorithm, for nonsmooth and nonconvex optimization over a compact set. We prove that under an approximate, i.e. inexact, minimization of the sharp augmented Lagrangian, the main convergence ..."
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We propose and analyze an inexact version of the modified subgradient (MSG) algorithm, which we call the IMSG algorithm, for nonsmooth and nonconvex optimization over a compact set. We prove that under an approximate, i.e. inexact, minimization of the sharp augmented Lagrangian, the main convergence properties of the MSG algorithm are preserved for the IMSG algorithm. Inexact minimization may allow to solve problems with less computational effort. We illustrate this through test problems, including an optimal bang–bang control problem, under several different inexactness schemes.
On Time Optimal Control of the Wave Equation and its Numerical Realization as Parametric Optimization Problem
, 2012
"... ...basis of a regularized formulation which is considered as a bilevel optimization problem. For the lower level problems, which are constrained optimal control problems for the wave equation, a detailed sensitivity analysis is carried out. Further a semismooth Newton method is analyzed and proved ..."
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...basis of a regularized formulation which is considered as a bilevel optimization problem. For the lower level problems, which are constrained optimal control problems for the wave equation, a detailed sensitivity analysis is carried out. Further a semismooth Newton method is analyzed and proved to converge locally superlinearly. Numerical examples are provided.
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"... Contents lists available at ScienceDirect Chemical Engineering Research and Design journal homepage: www.elsevier.com/locate/cherd Nonlinear MPC for fedbatch multiple stages ..."
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Contents lists available at ScienceDirect Chemical Engineering Research and Design journal homepage: www.elsevier.com/locate/cherd Nonlinear MPC for fedbatch multiple stages
Leapfrog for Optimal Control ∗
, 2008
"... The leapfrog algorithm, socalled because of its geometric nature, for solving a class of optimal control problems is proposed. Initially a feasible trajectory is given and subdivided into smaller pieces. In each subdivision, with the assumption that local optimal controls can easily be calculated, ..."
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The leapfrog algorithm, socalled because of its geometric nature, for solving a class of optimal control problems is proposed. Initially a feasible trajectory is given and subdivided into smaller pieces. In each subdivision, with the assumption that local optimal controls can easily be calculated, a piecewiseoptimal trajectory is obtained. Then the junctions of these smaller pieces of optimal control trajectories are updated through a scheme of midpoint maps. Under some broad assumptions the sequence of trajectories is shown to converge to a trajectory that satisfies the Maximum Principle. The main advantages of the leapfrog algorithm are that (i) it does not need an initial guess for the costates, (ii) the piecewiseoptimal trajectory generated in each iteration is feasible. These are illustrated through a numerical implementation of leapfrog on a problem involving the van der Pol system. Key words: Optimal control, twopoint boundaryvalue problem, multiple shooting, geodesics, numerical methods, van der Pol system. 1
WeC03.2 A ModelFree OnOff Iterative Adaptive Controller Based on Stochastic Approximation
, 2010
"... Abstract—An onoff iterative adaptive controller has been developed that is applicable to servo systems performing repeated motions under extremely strict power constraints. The motivation for this approach is the control of piezoelectric actuators in autonomous microrobots, where power consumption ..."
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Abstract—An onoff iterative adaptive controller has been developed that is applicable to servo systems performing repeated motions under extremely strict power constraints. The motivation for this approach is the control of piezoelectric actuators in autonomous microrobots, where power consumption in analog circuitry and/or for position sensing may be much larger than that of the actuators themselves. The control algorithm optimizes the switching instances between ‘on’ and ‘off ’ inputs to the actuator using a stochastic approximation of the gradient of an objective function, namely that the system reach a specified output value at a specified time. This allows rapid convergence of system output to the desired value using just a single sensor measurement per iteration and discrete voltage inputs. M I.
Contents lists available at ScienceDirect
"... journal homepage: www.elsevier.com/locate/cherd Nonlinear MPC for fedbatch multiple stages ..."
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journal homepage: www.elsevier.com/locate/cherd Nonlinear MPC for fedbatch multiple stages