January 17, 2017

Talk of Prof. Didier Henrion

--- Title: Linear Conic Optimization for Nonlinear Optimal Control

January 17, 2017

Prof. Didier Henrion   
Toulouse, France


Tuesday, 2017-01-17 16:00
IST-Seminar-Room V9.22 - Pfaffenwaldring 9 - Campus Stuttgart-Vaihingen




Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual linear problem consists of finding the largest lower bound on the value function of the optimal control problem. These infinite-dimensional problems are discretized on the one hand by approximating measures with their moments, and on the other hand by approximating continuous functions with polynomials, generating a moment-sum-of-squares hierarchy of finite-dimensional semidefinite programming problems of increasing size with convergence guarantees.

Joint work with Jean Bernard Lasserre and Edouard Pauwels, see arXiv:1407.1650 and arXiv:1605.02452.



Biographical Information


Didier Henrion received a Ph.D. Degree from the Academy of Sciences of the Czech Republic in 1998 and a Ph.D. degree from INSA Toulouse in 1999. Since 2000, he has been a CNRS researcher at LAAS, the Laboratory of Analysis and Architecture of Systems in Toulouse, as well as a research associate and then full professor at the Faculty of Electrical Engineering of the Czech Technical University in Prague. In 2004 he was awarded the Bronze Medal from CNRS. He is interested in polynomial optimization for systems control, focusing on the development of constructive tools for addressing mathematical problems arising from systems control theory.




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