Einladung zum Vortrag im Kolloquium Technische Kybernetik

Robust Optimization and Uncertainty Modelling in YALMIP

Dr. Johan Löfberg
Department of Electrical Engineering
Linköping University Linköping, Sweden

    Zeit: Dienstag, 23.06.2009 · 16:00 Uhr
    Ort: Seminarraum IST 3.243 · Pfaffenwaldring 9 · Campus Stuttgart-Vaihingen

Abstract

A considerable amount of optimization problems arising in the control and systems theory field can be seen as special instances of robust optimization. Much of the modeling effort in these cases is spent on converting an uncertain problem to a robust counterpart without uncertainty. Since many of these conversions follow standard procedures, it is amenable to software support. This talk presents the robust optimization framework in the modeling language YALMIP, which carries out the uncertainty elimination automatically, and allows the user to concentrate on the high-level model instead.

Biographical Information

After graduating at Linköping University 2003 on Minimax Approaches to Robust Model Predictive Control, he spent three years as a post-doc at the Automatic Control laboratory at ETH, Zurich. Since 2006, he is a research associate at the Division of Automatic Control, Linköping University. His research interest lies in the border between control theory and optimization, typically in the field of model predictive control. A common factor in most of his work is the development of control-oriented optimization-based algorithms, leading to the constant evolution of a MATLAB based modelling language, called YALMIP.