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Integrate your residuals while solving dynamic optimization problems

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If you have a question about this talk, please contact Fulvio Forni.

Many optimal control, estimation and design problems can be formulated as so-called dynamic optimization problems, which are optimization problems with differential equations and other constraints. State-of-the-art methods based on collocation, which enforce the differential equations at only a finite set of points, can struggle to solve certain dynamic optimization problems, such as those with high-index differential algebraic equations, consistently overdetermined constraints or problems with singular arcs. We show how numerical methods based on integrating the differential equation residuals can be used to solve dynamic optimization problems where collocation methods struggle or fail.

The seminar will be held in the LR6 (Baker Building), Department of Engineering, and online (zoom):

This talk is part of the CUED Control Group Seminars series.

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