Publication

A descent algorithm for the optimal control of constrained nonlinear switched dynamical systems

Publications associées (48)

Inner approximations of the region of attraction for polynomial dynamical systems

In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite dimensional rela ...

2013

Reduced Models for Optimal Control, Shape Optimization and Inverse Problems in Haemodynamics

Andrea Manzoni

The objective of this thesis is to develop reduced models for the numerical solution of optimal control, shape optimization and inverse problems. In all these cases suitable functionals of state variables have to be minimized. State variables are solutions ...

EPFL2012

Reduction strategies for PDE-constrained optimization problems in haemodynamics

Gianluigi Rozza, Andrea Manzoni, Federico Negri

Solving optimal control problems for many different scenarios obtained by varying a set of parameters in the state system is a computationally extensive task. In this paper we present a new reduced framework for the formulation, the analysis and the numeri ...

Vienna Technical University,2012

A numerical method for the optimal control of switched systems

Maryam Kamgarpour

Switched dynamical systems have shown great utility in modeling a variety of systems. Unfortunately, the determination of a numerical solution for the optimal control of such systems has proven difficult, since it demands optimal mode scheduling. Recently, ...

IEEE2010

A comparison of global optimisation algorithms with standard benchmark functions and real-world applications using EnergyPlus

Jérôme Henri Kämpf, Darren Robinson

There is an increasing interest in the use of computer algorithms to identify combinations of parameters which optimise the energy performance of buildings. For such problems, the objective function can be multi-modal and needs to be approximated numerical ...

Taylor & Francis2010

Optimization Problem Coupled with Differential Equations: A Numerical Algorithm Mixing an Interior-Point Method and Event Detection

Jacques Rappaz, Alexandre Caboussat, Christian Landry

The numerical analysis of a dynamic constrained optimization problem is presented. It consists of a global minimization problem that is coupled with a system of ordinary differential equations. The activation and the deactivation of inequality constraints ...

2010

Bubble stabilized discontinuous Galerkin method for parabolic and elliptic problems

Erik Burman, Benjamin Stamm

In this paper we give an analysis of a bubble stabilized discontinuous Galerkin method (BSDG) for elliptic and parabolic problems. The method consists of stabilizing the numerical scheme by enriching the discontinuous ﬁnite element space elementwise by qua ...

2010

Numerical analysis of optimization-constrained differential equations

Chantal Landry

The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupl ...

EPFL2009

Store-and-forward based methods for the signal control problem in large-scale congested urban road networks

The problem of designing network-wide traffic signal control strategies for large-scale congested urban road networks is considered. One known and two novel methodologies, all based on the store-and-forward modeling paradigm, are presented and compared. Th ...

Elsevier2009

Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization

Daniel Kuhn

A discretization scheme for a portfolio selection problem is discussed. The model is a benchmark relative, mean-variance optimization problem in continuous time. In order to make the model computationally tractable, it is discretized in time and space. Thi ...

Springer Verlag2008

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