Dear all,
This week we will be visited by Bethany Caldwell, a PhD student from University of South Australia. She is working on first-order methods for optimal control and will give a seminar tomorrow, Tuesday at 13:15-14:00. Talk details below (that will be announced today hopefully). You are all most welcome!
She will be sitting at Luka's desk. Let me know if you want a slot to discuss with her at some point this week!
/Pontus
The Douglas–Rachford algorithm for optimal control
Abstract: The Douglas–Rachford algorithm has been applied to many optimization problems due to their simplicity and efficiency but the application of this algorithm to optimal control is less common. In this talk we utilize these methods to solve continuous-time linear-quadratic optimal control problems. Usually one would apply a direct discretization approach where the original problem is reduced to a large scale finite-dimensional problem and solved using some numerical solver. In this approach reformulate the original problem into a problem of minimizing the sum of two functions and apply the Douglas–Rachford algorithm. We provide numerical experiments comparing the performance of the Douglas–Rachford algorithm and the AMPL–Ipopt suite.
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