Moment relaxations for the global resolution of optimal control problems

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• Mathieu Claeys, University of Cambridge
• Thursday 27 February 2014, 14:00-15:00
• Cambridge University Engineering Department, LR3.

If you have a question about this talk, please contact Tim Hughes.

Moment relaxations are a global optimization technique for solving a vast array of optimization problems. The approach consists in lifting the problem at hand as a linear program on a measure space, which can then be solved by a hierarchy of semi-definite relaxations/sum-of-squares strengthenings. This presentation will discuss several recent advances of the method for optimal control problems.

The talk is divided into two parts. First of all, a small tutorial on finite dimensional optimization will be presented, covering both theoretical and practical aspects. The second part will present how this approach can also be used for the optimal control of non-linear systems. Then, some preliminary results on the reconstruction of optimal trajectories will be shown. Finally, the approach will be compared to local optimization method on an example taken from the medical imaging literature.

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

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