TEMPO 2 Day Course on Robust Optimal Control

Wednesday, September 03, 2014, 9:00 - Thursday, September 04, 2014, 16:15

Room 02-016/18, Georges-Koehler-Allee 101, Freiburg 79110, Germany

The aim of this intensive 2 day course is to give both theoretical background and hands-on practical knowledge in the solution of robust optimal control problems with underlying differential equation models, as they arise for example in robotics, chemical engineering, biology, mechatronics or aerospace. Participants will learn how to formulate and to numerically solve robust optimal control problems with the help of state-of-the-art computing tools.

The course covers all topics relevant for the formulation and practical solution of robust optimal control problems. The lectures on the first day will cover convex robust optimization, nonlinear min-max optimization, robust optimization algorithms, and approximate robust optimal control. The lectures on the second day are about parametric ODEs and reachable sets, differential inequalities and ellipsoidal calculus, Taylor model arithmetics, validated ODE integration, robust optimal control with guarantees, and Branch-and-Lift algorithms for global optimal control. The course will be accompanied by theory as well as computer exercises and introduces the participants to the optimal control software ACADO Toolkit.

The course can be followed by all scientists with basic mathematical background (calculus and linear algebra) and basic experience with numerical optimization algorithms. It is especially recommended for PhD students of engineering, computer science, mathematics, and physics.

On Thursday morning, September 4, Steven Diamond from Stanford university will give a course on CVXPY, a convex optimization software which can be used to solve some of the robust optimal control problems that will be discussed in the course.

Internet use:
We will provide individual temporary logins for participants who do not have eduroam. Please see the following links and pdf for more information on using temporary internet accounts:

Location and Schedule:
The course takes place from Wednesday, September 3, 2014 to Thursday, September 4, 2014, from 9:00-17:00, at the Institute for Mircosystems Engineering (IMTEK) in Freiburg (University of Freiburg – IMTEK Georges-Koehler-Allee 101, Room 02 016/18, 79110 Freiburg, Germany, D-79098 Freiburg).

List of Hotes in Freiburg

Wed 03.09
9:00 – 9:10 Introduction
9:10 – 10:05 Convex Robust Optimization
10:05 – 11:00 Nonlinear Min-Max Optimization
11:00 – 11:30 Break
11:30 – 12:30 Approximate Robust Optimal Control
12:30 – 14:00 Lunch (in Solar Center at own cost)
14:00 – 14:30 Interval Calculus
14:30 – 15:30 ODE Integration (Mario Villanueva)
15:30 – 16:00 Break
16:00 – 17:00 MC++ Exercise

Thu 04.09
9:00 – 10:30 CVXPY Course (Steven Diamond)
10:30 – 11:00 Coffee Break
11:00 – 12:00 Exercises on Robust Optimal Control
12:00 – 12:30 Global Optimization
12:30 – 14:00 Lunch (in Solar Center at own cost)
14:00 – 15:00 Branch & Lift Methods
15:00 – 15:30 Break
15:30 – 16:00 Wrap-up/Discussion
16:00 – 16:15 Closing
approx 16:15 End

Participation in the course is free of charge. To register or obtain additional information, please write an email to Savannah Cook (savmcook@gmail.com) with subject “ROC2014 Course Registration”, preferably before August 20, 2014.

Teachers and Sponsors:
Prof. Dr. Boris Houska, Prof. Dr. Moritz Diehl, Mario Villanueva, Savannah Cook, and Christine Paasch, University of Freiburg. Support by the Freiburg Research Institute for Advanced Studies (FRIAS), the Institute for Microsystems Engineering (IMTEK), and the EU via the ITNs TEMPO (607957) and SADCO (264735), and the ERC Project HIGHWIND (259166) is gratefully acknowledged.

Course material