Optimal trac light control for a single intersection Bart De Schutter and Bart De Moor y ESAT-SISTA, KU Leuven, Kardinaal Mercierlaan 94, B-3 Leuven (

Size: px
Start display at page:

Download "Optimal trac light control for a single intersection Bart De Schutter and Bart De Moor y ESAT-SISTA, KU Leuven, Kardinaal Mercierlaan 94, B-3 Leuven ("

Transcription

1 Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 97- Optimal trac light control for a single intersection Bart De Schutter and Bart De Moor Proceedings of the 997 International Symposium on Nonlinear Theory and its Applications (NOLTA'97), Honolulu, Hawaii, pp 85{88, Nov 9{Dec 3, 997 Revised: December 997 This paper is also available by anonymous ftp from ftpesatkuleuvenacbe as le 97-psgz in the directory pub/sista/deschutter/reports ESAT/SISTA, KULeuven, Kardinaal Mercierlaan 94, B-3 Heverlee (Leuven), Belgium, tel , fax , URL: bartdeschutter@esatkuleuvenacbe, bartdemoor@esatkuleuvenacbe Bart De Schutter is a senior research assistant with the FWO (Fund for Scientic Research-Flanders) and Bart De Moor is a senior research associate with the FWO This research was sponsored by the Concerted Action Project of the Flemish Community, entitled \Model-based Information Processing Systems" and by the Belgian program on interuniversity attraction poles (IUAP P4- and IUAP P4-4), by the ALAPEDES project of the European Community Training and Mobility of Researchers Program, and by the European Commission Human Capital and Mobility Network SIMONET (\System Identication and Modelling Network")

2 Optimal trac light control for a single intersection Bart De Schutter and Bart De Moor y ESAT-SISTA, KU Leuven, Kardinaal Mercierlaan 94, B-3 Leuven (Heverlee), Belgium bartdeschutter@esatkuleuvenacbe, bartdemoor@esatkuleuvenacbe Abstract We consider a single intersection of two two-way streets with controllable trac lights on each corner We construct a model that describes the evolution of the queue lengths in each lane as a function of time, and we discuss how (sub)optimal PSfrag tracreplacements light switching schemes for this system can be determined I Introduction In this paper we study the optimal trac light control problem for a single intersection Given the arrival rates and the maximal departure rates of vehicles at the intersection we compute trac light switching schemes that minimize criteria such as average queue length, worst case queue length, average waiting time, : : :, thereby augmenting the ow of trac and diminishing the eects of trac congestion We show that for a special class of objective functions (ie, objective functions that depend strictly monotonously on the queue lengths at the trac light switching time instants), the optimal trac light switching scheme can be computed very eciently Moreover, if the objective function is linear, the problem reduces to a linear programming problem II The set-up and the model of the system We consider an intersection of two two-way streets (see Figure ) There are four lanes L, L, L 3 and L 4, and on each corner of the intersection there is a trac light (T, T, T 3 and T 4 ) For sake of simplicity we assume that the trac lights can be either green or red The average arrival rate of cars in lane L i is i When the trac light is green, the average departure rate in lane L i is i Let t, t, t, : : : be the time instants at which the trac lights switch from green to red or vice versa The trac light switching scheme is shown in Table Let l i (t) be the queue length (ie, the number of cars waiting) in lane L i at time instant t Normally, l i (t) can only take on integer values, but we use continuous approximations for the queue lengths Note that although in general this will not lead to an optimal trac light switching scheme, the trac light Senior Research Assistant with the FWO (Fund for Scientic Research { Flanders) y Senior Research Associate with the FWO T T L T 3 L Figure : A trac light controlled intersection of two two-way streets L 4 L 3 T 4 Period T T T 3 T 4 t { t red green red green t { t green red green red t { t 3 red green red green Table : The trac light switching scheme switching scheme that we shall obtain will be a good approximation to the optimal scheme Furthermore, in practice there will also be uncertainty due to inaccurate measurements and the time-varying nature of the arrival and departure rates Dene k = t k+? t k for k N Let us now write down the equations that describe the relation between the switching time instants and the queue lengths When the trac light T is red, there are arrivals at lane L and no departures Hence, d l (t) = dt for t (t k ; t k+ ) with k N, and l (t k+ ) = l (t k ) + k 85

3 for k = ; ; ; : : : When the trac light T is green, there are arrivals and departures at lane L Since the net arrival rate is? and since the queue length l (t) cannot be negative, we have: ( d l (t)? if l (t) > = dt if l (t) = for t (t k+ ; t k+ ) with k N So l (t k+ ) = max? l (t k+ ) + (? ) k+ ; for k = ; ; ; : : : Note that we also have l (t k+ ) = max? l (t k ) + k ; for k = ; ; ; : : :, since l (t) > for all t We can write down similar equations for l (t k ), l 3 (t k ) and l 4 (t k ) So if we dene x k = l (t k ) l (t k ) l 3 (t k ) l 4 (t k ) T then we have b =? 3 4? 4 T b =? 3? 3 4 T ; x k+ = max (x k + b k ; ) () x k+ = max (x k+ + b k+ ; ) () for k = ; ; ; : : : The model we have derived above is dierent from the models used by most other researchers due to the fact that we consider red-green cycle lengths that may vary from cycle to cycle Furthermore, we consider non-saturated intersections, ie, we allow queue lengths to become equal to during the green cycle For more information on other models that describe the evolution of the queue lengths at a trac-lightcontrolled intersection and on optimal trac light control the interested reader is referred to [4, 5, 6, 7, 9, ] and the references given therein III Optimal trac light control From now on we assume that the arrival and departure rates are known We want to compute an optimal sequence t, t, : : : t N of switching time instants that minimizes a given criterion J Possible objective functions are: (weighted) average queue length over all queues: J = i= t N l i (t) dt ; (3) (weighted) average queue length over the worst queue: Z tn J = max l i (t) dt ; (4) (weighted) worst case queue length: J 3 = max i; t? wi l i (t) ; (5) (weighted) average waiting time over all queues: J 4 = i= l i (t) dt ; (6) (weighted) average waiting time over the worst queue: J 5 = max i l i (t) dt ; (7) where > for all i Note that J and J 4 are in fact equivalent in the sense that for any weight vector w for J there exists a weight vector ~w for J 4 such that J and J 4 are equal This also holds for J and J 5 Dene the following sets: N? (N) = (N) = ; ; : : : ; ; ; : : : ; N? We can impose some extra conditions such as minimum and maximum durations for the red and green time, maximum queue lengths, and so on This leads to the following problem: minimize J (8) min;r 6 k 6 max;r for k (N) (9) min;g 6 k+ 6 max;g for k (N) () x k 6 x max for k = ; : : : ; N () x k+ = max(x k + b k ; ) for k (N) () x k+ = max(x k+ + b k+ ; ) for k (N) : (3) Now we discuss some methods to solve problem (8) { (3) Consider () for an arbitrary index k It is easy to verify that this equation is equivalent to: i= x k+? x k? b k > x k+ > (x k+? x k? b k ) i (x k+ ) i = (See also [3]) We can repeat this reasoning for (3) and for each k : 86

4 If we dene x = 6 4 x x N nally get a problem of the form and = 4 N? 3 7 5, we minimize J (4) Ax + B + c > (5) x > (6) Ex + D + f > (7) (Ax + B + c) T x = : (8) The system (5) { (8) is a special case of an Extended Linear Complementarity Problem (ELCP) [, ] In [, ] we have developed an algorithm to compute a parametric description of the complete solution set of an ELCP Once this description has been obtained, we can determine the values of the parameters for which J reaches a global minimum over the solution set of the ELCP It can be shown that J 3 is a convex function of the parameters [3] Furthermore, our computational experiments have shown that the determination of the minimum value of J, J, J 4 or J 5 over the solution set of the ELCP is a well-behaved problem in the sense that using a local minimization routine (that uses, eg, sequential quadratic programming) starting from different initial points always yields the same numerical result (within a certain tolerance) However, the general ELCP is an NP-hard problem [, ] Furthermore, the size of the parametric description of the solution set of an ELCP with p (nonredundant) inequality constraints in an n-dimensional space is O p b n c if p n This implies that the approach sketched above is not feasible if the number of switching cycles N is large In [3] we have developed a method to compute suboptimal solutions of problem (8) { (3) by considering several ELCPs of a smaller size Note that if there is no upper bound on x k, then problem (8) { (3) reduces to a constrained optimization problem in, which could be solved using a constrained minimization procedure The major disadvantage of this approach is that in general the resulting objective function is neither convex nor concave so that the minimization routine will only return a local minimum However, in [3] we have shown that J 3 is convex as a function of This implies that problem (8) { (3) with J = J 3 can be solved eciently (if there is no upper bound on the queue lengths or if we introduce a convex penalty term if one or more components of x max are nite) Now we dene some objective functions that can be considered as approximations to the objective functions J i (i = ; : : : ; 5) Although these approximations will lead to suboptimal solutions with respect to J i, the corresponding optimization problems can be solved much more eciently y Note that the objective functions J i do not depend explicitly on x since for given x, i 's and i 's, the components of x (ie, the x k 's) are uniquely determined by The approximate objective functions that we introduce now will depend explicitly on x and For a given x, x and we dene the function ~l i as the piecewise-linear function that interpolates in the points (t k,(x k ) i ) for k = ; : : : ; N The approximate objective functions Ji ~ (i = ; : : : ; 5) are dened as in (3) { (7) but with l i replaced by ~ l i We say that the vectors x and are compatible for a given x if the corresponding sequences fx k g N k= and f k g N? k= satisfy the recurrence equations () and () for all k Proposition If x and are compatible for a given x then we have J 3 () = ~ J3 (x; ) and J l () 6 ~ Jl (x; ) for l = ; ; 4; 5 Proof : See [3] Let the queue length vector x and the switching interval vector be compatible for a given x Note that if the queue lengths never stay in a time interval then J l ( ) and ~ Jl (x ; ) are equal In practice, an optimal trac light switching scheme implies the absence of long periods in which no cars wait in one lane while in the other lanes the queue lengths increase, ie, the periods during which the queue length in some lane is equal to are in general short for optimal trac light switching schemes This implies that for trac light switching schemes in the neighborhood of the optimal scheme ~ Jl will be a good approximation of J l Now we show that the use of the approximate objective function ~ J or ~ J4 leads to an optimization problem that can be solved more eciently than the original problem in which J or J 4 is used Let P be the problem (8) { (3) We dene the \relaxed" problem ~ P corresponding to the original problem P as follows: minimize ~ J (9) min;r 6 k 6 max;r for k (N) () y Recall that we have already introduced an approximation by considering continuous queue lengths Furthermore, there is also some uncertainty and variation in time of the arrival and departure rates, which makes that in general computing the exact optimal trac light switching scheme is not feasible Moreover, in practice we are more interested in quickly obtaining a good approximation of the optimal trac light switching scheme than in spending a large amount of time to obtain the exact optimal switching scheme 87

5 min;g 6 k+ 6 max;g for k (N) () 6 x k 6 x max for k = ; : : : ; N; () x k+ > x k + b k for k (N) (3) x k+ > x k+ + b k+ for k (N) : (4) Note that compared to the original problem we have replaced () { (3) by the relaxed equations 6 x k, (3) and (4), ie, we do not take the maximum condition into account Proposition If J is a strictly monotonous function of x ie, if for any with positive components and for all ~x ; ^x with 6 ~x 6 ^x and with ~x j < ^x j for at least one index j, we have J(~x ; ) < J(^x ; ) then any solution of the relaxed problem ~ P is also a solution of the original problem P Proof : See [3] In [3] we have shown that ~ J and ~ J4 are strictly monotonous functions of x, ie, they satisfy the conditions of Proposition Note that in general it is easier to solve the relaxed problem ~ P since the set of feasible solutions of ~ P is a convex set, whereas the set of feasible solutions of P is in general not convex since it consists of the union of a subset of the set of faces of the polyhedron dened by the system of inequalities () { (4) (See [, ]) In [3] we have also shown that if all the k 's are equal then ~ J and ~ J4 are linear, strictly monotonous functions of x, which implies that problem (8) { (3) then reduces to a linear programming problem, which can be solved eciently using (variants of the) simplex method or using an interior point method (see, eg, [8]) For a worked-out example of the computation of (sub)optimal trac light schemes for the set-up that has been considered in this paper the interested reader is referred to [3] IV Conclusions and further research We have derived a model that describes the evolution of the queue lengths at an intersection of two two-way streets with controllable trac lights on each corner We have indicated how an optimal trac light switching scheme for the given system can be determined We have shown that for objective functions that depend strictly monotonously on the queue lengths at the trac light switching time instants, the optimal trac light switching scheme can be computed very eciently We have discussed some approximate objective functions for which this property holds Moreover, if the objective function is linear, the problem reduces to a linear programming problem Topics for further research include: inclusion of an all-red phase and/or an amber phase, extension of the results to trac networks or clusters of intersections, extension to models with integer queue lengths, development of ecient algorithms to compute optimal trac light switching schemes for the objective functions discussed in this paper and for other more general objective functions Acknowledgment This research was sponsored by the Concerted Action Project of the Flemish Community, entitled \Model-based Information Processing Systems" (GOA-MIPS), by the Belgian program on interuniversity attraction poles (IUAP P4- and IUAP P4-4), by the ALAPEDES project of the European Community Training and Mobility of Researchers Program, and by the European Commission Human Capital and Mobility Network SIMONET (\System Identication and Modelling Network") References [] B De Schutter, Max-Algebraic System Theory for Discrete Event Systems PhD thesis, Faculty of Applied Sciences, KULeuven, Leuven, Belgium, 996 [] B De Schutter and B De Moor, \The extended linear complementarity problem," Mathematical Programming, vol 7, no 3, pp 89{35, Dec 995 [3] B De Schutter and B De Moor, \Optimal trac signal control for a single intersection," Tech rep 96-9, ESAT-SISTA, KULeuven, Leuven, Belgium, Dec 996 Submitted for publication [4] NH Gartner, JDC Little, and H Gabbay, \Simultaneous optimization of osets, splits, and cycle time," Transportation Research Record, vol 596, pp 6{5, 976 [5] HR Kashani and GN Saridis, \Intelligent control for urban trac systems," Automatica, vol 9, no, pp 9{97, Mar 983 [6] JH Lim, SH Hwang, IH Suh, and Z Bien, \Hierarchical optimal control of oversaturated urban trac networks," International Journal of Control, vol 33, no 4, pp 77{737, Apr 98 [7] D Lin, F Ulrich, LL Kinney, and KSP Kumar, \Hierarchical techniques in trac control," in Proceedings of the IFAC/IFIP/IFORS 3rd International Symposium, pp 63{7, 976 [8] Y Nesterov and A Nemirovskii, Interior-Point Polynomial Algorithms in Convex Programming Philadelphia: SIAM, 994 [9] ES Park, JH Lim, IH Suh, and Z Bien, \Hierarchical optimal control of urban trac networks," International Journal of Control, vol 4, no 4, pp 83{ 89, Oct 984 [] MG Singh and H Tamura, \Modelling and hierarchical optimization for oversaturated urban road trac networks," International Journal of Control, vol, no 6, pp 93{934,

Optimal traffic light control for a single intersection

Optimal traffic light control for a single intersection KULeuven Department of Electrical Engineering (ESAT) SISTA Technical report 97- Optimal traffic light control for a single intersection B De Schutter and B De Moor If you want to cite this report, please

More information

The extended linear complementarity problem and its applications in the analysis and control of discrete event systems and hybrid systems

The extended linear complementarity problem and its applications in the analysis and control of discrete event systems and hybrid systems KULeuven Department of Electrical Engineering (ESAT) SISTA Technical report 97-34 The extended linear complementarity problem and its applications in the analysis and control of discrete event systems

More information

The Linear Dynamic Complementarity Problem is a special case of the Extended Linear Complementarity Problem B. De Schutter 1 B. De Moor ESAT-SISTA, K.

The Linear Dynamic Complementarity Problem is a special case of the Extended Linear Complementarity Problem B. De Schutter 1 B. De Moor ESAT-SISTA, K. Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 9-1 The Linear Dynamic Complementarity Problem is a special case of the Extended Linear Complementarity Problem 1 Bart De Schutter

More information

Optimal control of a class of linear hybrid systems with saturation

Optimal control of a class of linear hybrid systems with saturation Delft University of Technology Fac of Information Technology and Systems Control Systems Engineering Technical report bds:99-02 Optimal control of a class of linear hybrid systems with saturation B De

More information

On max-algebraic models for transportation networks

On max-algebraic models for transportation networks K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 98-00 On max-algebraic models for transportation networks R. de Vries, B. De Schutter, and B. De Moor If you want to cite this

More information

x 104

x 104 Departement Elektrotechniek ESAT-SISTA/TR 98-3 Identication of the circulant modulated Poisson process: a time domain approach Katrien De Cock, Tony Van Gestel and Bart De Moor 2 April 998 Submitted for

More information

Matrix factorization and minimal state space realization in the max-plus algebra

Matrix factorization and minimal state space realization in the max-plus algebra KULeuven Department of Electrical Engineering (ESAT) SISTA Technical report 96-69 Matrix factorization and minimal state space realization in the max-plus algebra B De Schutter and B De Moor If you want

More information

Departement Elektrotechniek ESAT-SISTA/TR 98- Stochastic System Identication for ATM Network Trac Models: a Time Domain Approach Katrien De Cock and Bart De Moor April 998 Accepted for publication in roceedings

More information

State space transformations and state space realization in the max algebra

State space transformations and state space realization in the max algebra K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 95-10 State space transformations and state space realization in the max algebra B. De Schutter and B. De Moor If you want

More information

Departement Elektrotechniek ESAT-SISTA/TR Dynamical System Prediction: a Lie algebraic approach for a novel. neural architecture 1

Departement Elektrotechniek ESAT-SISTA/TR Dynamical System Prediction: a Lie algebraic approach for a novel. neural architecture 1 Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 1995-47 Dynamical System Prediction: a Lie algebraic approach for a novel neural architecture 1 Yves Moreau and Joos Vandewalle

More information

The characteristic equation and minimal state space realization of SISO systems in the max algebra

The characteristic equation and minimal state space realization of SISO systems in the max algebra KULeuven Department of Electrical Engineering (ESAT) SISTA Technical report 93-57a The characteristic equation and minimal state space realization of SISO systems in the max algebra B De Schutter and B

More information

A note on the characteristic equation in the max-plus algebra

A note on the characteristic equation in the max-plus algebra K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 96-30 A note on the characteristic equation in the max-plus algebra B. De Schutter and B. De Moor If you want to cite this

More information

The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra

The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 96-70 The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra B. De Schutter and B. De

More information

Minimal realization in the max algebra is an extended linear complementarity problem

Minimal realization in the max algebra is an extended linear complementarity problem K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 93-70 Minimal realization in the max algebra is an extended linear complementarity problem B. De Schutter and B. De Moor December

More information

Master-Slave Synchronization using. Dynamic Output Feedback. Kardinaal Mercierlaan 94, B-3001 Leuven (Heverlee), Belgium

Master-Slave Synchronization using. Dynamic Output Feedback. Kardinaal Mercierlaan 94, B-3001 Leuven (Heverlee), Belgium Master-Slave Synchronization using Dynamic Output Feedback J.A.K. Suykens 1, P.F. Curran and L.O. Chua 1 Katholieke Universiteit Leuven, Dept. of Electr. Eng., ESAT-SISTA Kardinaal Mercierlaan 94, B-1

More information

Departement Elektrotechniek ESAT-SISTA/TR Minimal state space realization of SISO systems in the max algebra 1.

Departement Elektrotechniek ESAT-SISTA/TR Minimal state space realization of SISO systems in the max algebra 1. Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 9- inimal state space realization of SISO systems in the max algebra 1 Bart De Schutter and Bart De oor October 199 A short version

More information

The extended linear complementarity problem

The extended linear complementarity problem K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 93-69 The extended linear complementarity problem B. De Schutter and B. De Moor If you want to cite this report, please use

More information

Departement Elektrotechniek ESAT-SISTA/TR About the choice of State Space Basis in Combined. Deterministic-Stochastic Subspace Identication 1

Departement Elektrotechniek ESAT-SISTA/TR About the choice of State Space Basis in Combined. Deterministic-Stochastic Subspace Identication 1 Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 994-24 About the choice of State Space asis in Combined Deterministic-Stochastic Subspace Identication Peter Van Overschee and art

More information

OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS

OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS Xiaofei Fan-Orzechowski Department of Applied Mathematics and Statistics State University of New York at Stony Brook Stony

More information

SVD-based optimal ltering with applications to noise reduction in speech signals Simon Doclo ESAT - SISTA, Katholieke Universiteit Leuven Kardinaal Me

SVD-based optimal ltering with applications to noise reduction in speech signals Simon Doclo ESAT - SISTA, Katholieke Universiteit Leuven Kardinaal Me Departement Elektrotechniek ESAT-SISTA/TR 999- SVD-based Optimal Filtering with Applications to Noise Reduction in Speech Signals Simon Doclo, Marc Moonen April, 999 Internal report This report is available

More information

Discrete time Generalized Cellular. Johan A.K. Suykens and Joos Vandewalle. Katholieke Universiteit Leuven

Discrete time Generalized Cellular. Johan A.K. Suykens and Joos Vandewalle. Katholieke Universiteit Leuven Discrete time Generalized Cellular Neural Networks within NL q Theory Johan A.K. Suykens and Joos Vandewalle Katholieke Universiteit Leuven Department of Electrical Engineering, ESAT-SISTA Kardinaal Mercierlaan

More information

Improved characteristics for differential cryptanalysis of hash functions based on block ciphers

Improved characteristics for differential cryptanalysis of hash functions based on block ciphers 1 Improved characteristics for differential cryptanalysis of hash functions based on block ciphers Vincent Rijmen Bart Preneel Katholieke Universiteit Leuven ESAT-COSIC K. Mercierlaan 94, B-3001 Heverlee,

More information

Katholieke Universiteit Leuven Department of Computer Science

Katholieke Universiteit Leuven Department of Computer Science On the maximal cycle and transient lengths of circular cellular automata Kim Weyns, Bart Demoen Report CW 375, December 2003 Katholieke Universiteit Leuven Department of Computer Science Celestijnenlaan

More information

Structured weighted low rank approximation 1

Structured weighted low rank approximation 1 Departement Elektrotechniek ESAT-SISTA/TR 03-04 Structured weighted low rank approximation 1 Mieke Schuermans, Philippe Lemmerling and Sabine Van Huffel 2 January 2003 Accepted for publication in Numerical

More information

A Solution Algorithm for a System of Interval Linear Equations Based on the Constraint Interval Point of View

A Solution Algorithm for a System of Interval Linear Equations Based on the Constraint Interval Point of View A Solution Algorithm for a System of Interval Linear Equations Based on the Constraint Interval Point of View M. Keyanpour Department of Mathematics, Faculty of Sciences University of Guilan, Iran Kianpour@guilan.ac.ir

More information

Katholieke Universiteit Leuven Department of Computer Science

Katholieke Universiteit Leuven Department of Computer Science Extensions of Fibonacci lattice rules Ronald Cools Dirk Nuyens Report TW 545, August 2009 Katholieke Universiteit Leuven Department of Computer Science Celestijnenlaan 200A B-3001 Heverlee (Belgium Extensions

More information

Model predictive control for max-min-plus-scaling systems

Model predictive control for max-min-plus-scaling systems Delft University of Technology Fac. of Information Technology and Systems Control Systems Engineering Technical report bds:00-03 Model predictive control for max-min-plus-scaling systems B. De Schutter

More information

EE C128 / ME C134 Feedback Control Systems

EE C128 / ME C134 Feedback Control Systems EE C128 / ME C134 Feedback Control Systems Lecture Additional Material Introduction to Model Predictive Control Maximilian Balandat Department of Electrical Engineering & Computer Science University of

More information

A Redundant Klee-Minty Construction with All the Redundant Constraints Touching the Feasible Region

A Redundant Klee-Minty Construction with All the Redundant Constraints Touching the Feasible Region A Redundant Klee-Minty Construction with All the Redundant Constraints Touching the Feasible Region Eissa Nematollahi Tamás Terlaky January 5, 2008 Abstract By introducing some redundant Klee-Minty constructions,

More information

Integer Programming ISE 418. Lecture 13. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 13. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 13 Dr. Ted Ralphs ISE 418 Lecture 13 1 Reading for This Lecture Nemhauser and Wolsey Sections II.1.1-II.1.3, II.1.6 Wolsey Chapter 8 CCZ Chapters 5 and 6 Valid Inequalities

More information

1 Introduction Semidenite programming (SDP) has been an active research area following the seminal work of Nesterov and Nemirovski [9] see also Alizad

1 Introduction Semidenite programming (SDP) has been an active research area following the seminal work of Nesterov and Nemirovski [9] see also Alizad Quadratic Maximization and Semidenite Relaxation Shuzhong Zhang Econometric Institute Erasmus University P.O. Box 1738 3000 DR Rotterdam The Netherlands email: zhang@few.eur.nl fax: +31-10-408916 August,

More information

A101 ASSESSMENT Quadratics, Discriminant, Inequalities 1

A101 ASSESSMENT Quadratics, Discriminant, Inequalities 1 Do the questions as a test circle questions you cannot answer Red (1) Solve a) 7x = x 2-30 b) 4x 2-29x + 7 = 0 (2) Solve the equation x 2 6x 2 = 0, giving your answers in simplified surd form [3] (3) a)

More information

Embedding Recurrent Neural Networks into Predator-Prey Models Yves Moreau, St phane Louies 2, Joos Vandewalle, L on renig 2 Katholieke Universiteit Le

Embedding Recurrent Neural Networks into Predator-Prey Models Yves Moreau, St phane Louies 2, Joos Vandewalle, L on renig 2 Katholieke Universiteit Le Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 998-2 Embedding Recurrent Neural Networks into Predator-Prey Models Yves Moreau 2, Stephane Louies 3, Joos Vandewalle 2, Leon renig

More information

Block-row Hankel Weighted Low Rank Approximation 1

Block-row Hankel Weighted Low Rank Approximation 1 Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 03-105 Block-row Hankel Weighted Low Rank Approximation 1 Mieke Schuermans, Philippe Lemmerling and Sabine Van Huffel 2 July 2003

More information

Part III. 10 Topological Space Basics. Topological Spaces

Part III. 10 Topological Space Basics. Topological Spaces Part III 10 Topological Space Basics Topological Spaces Using the metric space results above as motivation we will axiomatize the notion of being an open set to more general settings. Definition 10.1.

More information

Linear dynamic filtering with noisy input and output 1

Linear dynamic filtering with noisy input and output 1 Katholieke Universiteit Leuven Departement Elektrotechniek ESAT-SISTA/TR 22-191 Linear dynamic filtering with noisy input and output 1 Ivan Markovsky and Bart De Moor 2 2 November 22 Published in the proc

More information

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization MATHEMATICS OF OPERATIONS RESEARCH Vol. 29, No. 3, August 2004, pp. 479 491 issn 0364-765X eissn 1526-5471 04 2903 0479 informs doi 10.1287/moor.1040.0103 2004 INFORMS Some Properties of the Augmented

More information

CONSTRAINED NONLINEAR PROGRAMMING

CONSTRAINED NONLINEAR PROGRAMMING 149 CONSTRAINED NONLINEAR PROGRAMMING We now turn to methods for general constrained nonlinear programming. These may be broadly classified into two categories: 1. TRANSFORMATION METHODS: In this approach

More information

One important issue in the study of queueing systems is to characterize departure processes. Study on departure processes was rst initiated by Burke (

One important issue in the study of queueing systems is to characterize departure processes. Study on departure processes was rst initiated by Burke ( The Departure Process of the GI/G/ Queue and Its MacLaurin Series Jian-Qiang Hu Department of Manufacturing Engineering Boston University 5 St. Mary's Street Brookline, MA 2446 Email: hqiang@bu.edu June

More information

Robust linear optimization under general norms

Robust linear optimization under general norms Operations Research Letters 3 (004) 50 56 Operations Research Letters www.elsevier.com/locate/dsw Robust linear optimization under general norms Dimitris Bertsimas a; ;, Dessislava Pachamanova b, Melvyn

More information

IE 5531 Midterm #2 Solutions

IE 5531 Midterm #2 Solutions IE 5531 Midterm #2 s Prof. John Gunnar Carlsson November 9, 2011 Before you begin: This exam has 9 pages and a total of 5 problems. Make sure that all pages are present. To obtain credit for a problem,

More information

Constrained Optimization and Lagrangian Duality

Constrained Optimization and Lagrangian Duality CIS 520: Machine Learning Oct 02, 2017 Constrained Optimization and Lagrangian Duality Lecturer: Shivani Agarwal Disclaimer: These notes are designed to be a supplement to the lecture. They may or may

More information

Linear Programming. Operations Research. Anthony Papavasiliou 1 / 21

Linear Programming. Operations Research. Anthony Papavasiliou 1 / 21 1 / 21 Linear Programming Operations Research Anthony Papavasiliou Contents 2 / 21 1 Primal Linear Program 2 Dual Linear Program Table of Contents 3 / 21 1 Primal Linear Program 2 Dual Linear Program Linear

More information

Nonlinear Programming (NLP)

Nonlinear Programming (NLP) Natalia Lazzati Mathematics for Economics (Part I) Note 6: Nonlinear Programming - Unconstrained Optimization Note 6 is based on de la Fuente (2000, Ch. 7), Madden (1986, Ch. 3 and 5) and Simon and Blume

More information

BCOL RESEARCH REPORT 07.04

BCOL RESEARCH REPORT 07.04 BCOL RESEARCH REPORT 07.04 Industrial Engineering & Operations Research University of California, Berkeley, CA 94720-1777 LIFTING FOR CONIC MIXED-INTEGER PROGRAMMING ALPER ATAMTÜRK AND VISHNU NARAYANAN

More information

September Math Course: First Order Derivative

September Math Course: First Order Derivative September Math Course: First Order Derivative Arina Nikandrova Functions Function y = f (x), where x is either be a scalar or a vector of several variables (x,..., x n ), can be thought of as a rule which

More information

2 optimal prices the link is either underloaded or critically loaded; it is never overloaded. For the social welfare maximization problem we show that

2 optimal prices the link is either underloaded or critically loaded; it is never overloaded. For the social welfare maximization problem we show that 1 Pricing in a Large Single Link Loss System Costas A. Courcoubetis a and Martin I. Reiman b a ICS-FORTH and University of Crete Heraklion, Crete, Greece courcou@csi.forth.gr b Bell Labs, Lucent Technologies

More information

Minimum and maximum values *

Minimum and maximum values * OpenStax-CNX module: m17417 1 Minimum and maximum values * Sunil Kumar Singh This work is produced by OpenStax-CNX and licensed under the Creative Commons Attribution License 2.0 In general context, a

More information

Defense Technical Information Center Compilation Part Notice

Defense Technical Information Center Compilation Part Notice UNCLASSIFIED Defense Technical Information Center Compilation Part Notice ADP012911 TITLE: Low Temperature Scanning Tunneling Spectroscopy of Different Individual Impurities on GaAs [110] Surface and in

More information

Symmetric and Asymmetric Duality

Symmetric and Asymmetric Duality journal of mathematical analysis and applications 220, 125 131 (1998) article no. AY975824 Symmetric and Asymmetric Duality Massimo Pappalardo Department of Mathematics, Via Buonarroti 2, 56127, Pisa,

More information

Minimizing Total Delay in Fixed-Time Controlled Traffic Networks

Minimizing Total Delay in Fixed-Time Controlled Traffic Networks Minimizing Total Delay in Fixed-Time Controlled Traffic Networks Ekkehard Köhler, Rolf H. Möhring, and Gregor Wünsch Technische Universität Berlin, Institut für Mathematik, MA 6-1, Straße des 17. Juni

More information

Riccati difference equations to non linear extended Kalman filter constraints

Riccati difference equations to non linear extended Kalman filter constraints International Journal of Scientific & Engineering Research Volume 3, Issue 12, December-2012 1 Riccati difference equations to non linear extended Kalman filter constraints Abstract Elizabeth.S 1 & Jothilakshmi.R

More information

A MULTIGRID ALGORITHM FOR. Richard E. Ewing and Jian Shen. Institute for Scientic Computation. Texas A&M University. College Station, Texas SUMMARY

A MULTIGRID ALGORITHM FOR. Richard E. Ewing and Jian Shen. Institute for Scientic Computation. Texas A&M University. College Station, Texas SUMMARY A MULTIGRID ALGORITHM FOR THE CELL-CENTERED FINITE DIFFERENCE SCHEME Richard E. Ewing and Jian Shen Institute for Scientic Computation Texas A&M University College Station, Texas SUMMARY In this article,

More information

On Weighted Structured Total Least Squares

On Weighted Structured Total Least Squares On Weighted Structured Total Least Squares Ivan Markovsky and Sabine Van Huffel KU Leuven, ESAT-SCD, Kasteelpark Arenberg 10, B-3001 Leuven, Belgium {ivanmarkovsky, sabinevanhuffel}@esatkuleuvenacbe wwwesatkuleuvenacbe/~imarkovs

More information

Model predictive control for discrete-event systems with soft and hard synchronization constraints

Model predictive control for discrete-event systems with soft and hard synchronization constraints Delft University of Technology Fac. of Information Technology and Systems Control Systems Engineering Technical report bds:00-20 Model predictive control for discrete-event systems with soft and hard synchronization

More information

An Alternative Proof of Primitivity of Indecomposable Nonnegative Matrices with a Positive Trace

An Alternative Proof of Primitivity of Indecomposable Nonnegative Matrices with a Positive Trace An Alternative Proof of Primitivity of Indecomposable Nonnegative Matrices with a Positive Trace Takao Fujimoto Abstract. This research memorandum is aimed at presenting an alternative proof to a well

More information

minimize x subject to (x 2)(x 4) u,

minimize x subject to (x 2)(x 4) u, Math 6366/6367: Optimization and Variational Methods Sample Preliminary Exam Questions 1. Suppose that f : [, L] R is a C 2 -function with f () on (, L) and that you have explicit formulae for

More information

Control of traffic with anticipative ramp metering

Control of traffic with anticipative ramp metering Van den Berg, Bellemans, De Schutter, Hellendoorn 1 Control of traffic with anticipative ramp metering Submission date: Word count: 5033 words + (4 figures)*(250 words) = 6033 words Authors: M. van den

More information

Solving a Signalized Traffic Intersection Problem with NLP Solvers

Solving a Signalized Traffic Intersection Problem with NLP Solvers Solving a Signalized Traffic Intersection Problem with NLP Solvers Teófilo Miguel M. Melo, João Luís H. Matias, M. Teresa T. Monteiro CIICESI, School of Technology and Management of Felgueiras, Polytechnic

More information

Robust optimization for resource-constrained project scheduling with uncertain activity durations

Robust optimization for resource-constrained project scheduling with uncertain activity durations Robust optimization for resource-constrained project scheduling with uncertain activity durations Christian Artigues 1, Roel Leus 2 and Fabrice Talla Nobibon 2 1 LAAS-CNRS, Université de Toulouse, France

More information

Basic Equations and Inequalities

Basic Equations and Inequalities Hartfield College Algebra (Version 2017a - Thomas Hartfield) Unit ONE Page - 1 - of 45 Topic 0: Definition: Ex. 1 Basic Equations and Inequalities An equation is a statement that the values of two expressions

More information

Maximum Likelihood Estimation and Polynomial System Solving

Maximum Likelihood Estimation and Polynomial System Solving Maximum Likelihood Estimation and Polynomial System Solving Kim Batselier Philippe Dreesen Bart De Moor Department of Electrical Engineering (ESAT), SCD, Katholieke Universiteit Leuven /IBBT-KULeuven Future

More information

Interval solutions for interval algebraic equations

Interval solutions for interval algebraic equations Mathematics and Computers in Simulation 66 (2004) 207 217 Interval solutions for interval algebraic equations B.T. Polyak, S.A. Nazin Institute of Control Sciences, Russian Academy of Sciences, 65 Profsoyuznaya

More information

29 Linear Programming

29 Linear Programming 29 Linear Programming Many problems take the form of optimizing an objective, given limited resources and competing constraints If we can specify the objective as a linear function of certain variables,

More information

GENERALIZED second-order cone complementarity

GENERALIZED second-order cone complementarity Stochastic Generalized Complementarity Problems in Second-Order Cone: Box-Constrained Minimization Reformulation and Solving Methods Mei-Ju Luo and Yan Zhang Abstract In this paper, we reformulate the

More information

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini In the name of God Network Flows 6. Lagrangian Relaxation 6.3 Lagrangian Relaxation and Integer Programming Fall 2010 Instructor: Dr. Masoud Yaghini Integer Programming Outline Branch-and-Bound Technique

More information

Information, Covariance and Square-Root Filtering in the Presence of Unknown Inputs 1

Information, Covariance and Square-Root Filtering in the Presence of Unknown Inputs 1 Katholiee Universiteit Leuven Departement Eletrotechnie ESAT-SISTA/TR 06-156 Information, Covariance and Square-Root Filtering in the Presence of Unnown Inputs 1 Steven Gillijns and Bart De Moor 2 October

More information

ENERGY DECAY ESTIMATES FOR LIENARD S EQUATION WITH QUADRATIC VISCOUS FEEDBACK

ENERGY DECAY ESTIMATES FOR LIENARD S EQUATION WITH QUADRATIC VISCOUS FEEDBACK Electronic Journal of Differential Equations, Vol. 00(00, No. 70, pp. 1 1. ISSN: 107-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu (login: ftp ENERGY DECAY ESTIMATES

More information

Module 04 Optimization Problems KKT Conditions & Solvers

Module 04 Optimization Problems KKT Conditions & Solvers Module 04 Optimization Problems KKT Conditions & Solvers Ahmad F. Taha EE 5243: Introduction to Cyber-Physical Systems Email: ahmad.taha@utsa.edu Webpage: http://engineering.utsa.edu/ taha/index.html September

More information

Modification of the Leuven Integrated Friction Model Structure

Modification of the Leuven Integrated Friction Model Structure IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 47, NO. 4, APRIL 2002 683 Modification of the Leuven Integrated Friction Model Structure Vincent Lampaert, Jan Swevers, and Farid Al-Bender Abstract This note

More information

The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra

The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra KULeuven Department of Electrical Engineering (ESAT) SISTA Technical report 96-24 The QR decomposition and the singular value decomposition in the symmetrized max-plus algebra B De Schutter and B De Moor

More information

Theory in Model Predictive Control :" Constraint Satisfaction and Stability!

Theory in Model Predictive Control : Constraint Satisfaction and Stability! Theory in Model Predictive Control :" Constraint Satisfaction and Stability Colin Jones, Melanie Zeilinger Automatic Control Laboratory, EPFL Example: Cessna Citation Aircraft Linearized continuous-time

More information

The extreme rays of the 5 5 copositive cone

The extreme rays of the 5 5 copositive cone The extreme rays of the copositive cone Roland Hildebrand March 8, 0 Abstract We give an explicit characterization of all extreme rays of the cone C of copositive matrices. The results are based on the

More information

STABILITY OF PLANAR NONLINEAR SWITCHED SYSTEMS

STABILITY OF PLANAR NONLINEAR SWITCHED SYSTEMS LABORATOIRE INORMATIQUE, SINAUX ET SYSTÈMES DE SOPHIA ANTIPOLIS UMR 6070 STABILITY O PLANAR NONLINEAR SWITCHED SYSTEMS Ugo Boscain, régoire Charlot Projet TOpModel Rapport de recherche ISRN I3S/RR 2004-07

More information

Primal-dual Subgradient Method for Convex Problems with Functional Constraints

Primal-dual Subgradient Method for Convex Problems with Functional Constraints Primal-dual Subgradient Method for Convex Problems with Functional Constraints Yurii Nesterov, CORE/INMA (UCL) Workshop on embedded optimization EMBOPT2014 September 9, 2014 (Lucca) Yu. Nesterov Primal-dual

More information

Scientific Computing: Optimization

Scientific Computing: Optimization Scientific Computing: Optimization Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 Course MATH-GA.2043 or CSCI-GA.2112, Spring 2012 March 8th, 2011 A. Donev (Courant Institute) Lecture

More information

On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming

On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming On Generalized Primal-Dual Interior-Point Methods with Non-uniform Complementarity Perturbations for Quadratic Programming Altuğ Bitlislioğlu and Colin N. Jones Abstract This technical note discusses convergence

More information

NL q theory: checking and imposing stability of recurrent neural networks for nonlinear modelling J.A.K. Suykens, J. Vandewalle, B. De Moor Katholieke

NL q theory: checking and imposing stability of recurrent neural networks for nonlinear modelling J.A.K. Suykens, J. Vandewalle, B. De Moor Katholieke NL q theory: checing and imposing stability of recurrent neural networs for nonlinear modelling J.A.K. Suyens, J. Vandewalle, B. De Moor Katholiee Universiteit Leuven, Dept. of Electr. Eng., ESAT-SISTA

More information

CHAPTER 2: QUADRATIC PROGRAMMING

CHAPTER 2: QUADRATIC PROGRAMMING CHAPTER 2: QUADRATIC PROGRAMMING Overview Quadratic programming (QP) problems are characterized by objective functions that are quadratic in the design variables, and linear constraints. In this sense,

More information

Institute for Advanced Computer Studies. Department of Computer Science. Two Algorithms for the The Ecient Computation of

Institute for Advanced Computer Studies. Department of Computer Science. Two Algorithms for the The Ecient Computation of University of Maryland Institute for Advanced Computer Studies Department of Computer Science College Park TR{98{12 TR{3875 Two Algorithms for the The Ecient Computation of Truncated Pivoted QR Approximations

More information

Chapter 3: Discrete Optimization Integer Programming

Chapter 3: Discrete Optimization Integer Programming Chapter 3: Discrete Optimization Integer Programming Edoardo Amaldi DEIB Politecnico di Milano edoardo.amaldi@polimi.it Website: http://home.deib.polimi.it/amaldi/opt-16-17.shtml Academic year 2016-17

More information

Mathematics 530. Practice Problems. n + 1 }

Mathematics 530. Practice Problems. n + 1 } Department of Mathematical Sciences University of Delaware Prof. T. Angell October 19, 2015 Mathematics 530 Practice Problems 1. Recall that an indifference relation on a partially ordered set is defined

More information

WE CONSIDER linear systems subject to input saturation

WE CONSIDER linear systems subject to input saturation 440 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 48, NO 3, MARCH 2003 Composite Quadratic Lyapunov Functions for Constrained Control Systems Tingshu Hu, Senior Member, IEEE, Zongli Lin, Senior Member, IEEE

More information

Linear Programming: Simplex

Linear Programming: Simplex Linear Programming: Simplex Stephen J. Wright 1 2 Computer Sciences Department, University of Wisconsin-Madison. IMA, August 2016 Stephen Wright (UW-Madison) Linear Programming: Simplex IMA, August 2016

More information

GLOBAL ANALYSIS OF PIECEWISE LINEAR SYSTEMS USING IMPACT MAPS AND QUADRATIC SURFACE LYAPUNOV FUNCTIONS

GLOBAL ANALYSIS OF PIECEWISE LINEAR SYSTEMS USING IMPACT MAPS AND QUADRATIC SURFACE LYAPUNOV FUNCTIONS GLOBAL ANALYSIS OF PIECEWISE LINEAR SYSTEMS USING IMPACT MAPS AND QUADRATIC SURFACE LYAPUNOV FUNCTIONS Jorge M. Gonçalves, Alexandre Megretski y, Munther A. Dahleh y California Institute of Technology

More information

Consistent multidimensional poverty comparisons

Consistent multidimensional poverty comparisons Preliminary version - Please do not distribute Consistent multidimensional poverty comparisons Kristof Bosmans a Luc Lauwers b Erwin Ooghe b a Department of Economics, Maastricht University, Tongersestraat

More information

Topic 25: Quadratic Functions (Part 1) A quadratic function is a function which can be written as 2. Properties of Quadratic Functions

Topic 25: Quadratic Functions (Part 1) A quadratic function is a function which can be written as 2. Properties of Quadratic Functions Hartfield College Algebra (Version 015b - Thomas Hartfield) Unit FOUR Page 1 of 3 Topic 5: Quadratic Functions (Part 1) Definition: A quadratic function is a function which can be written as f x ax bx

More information

Integer Programming ISE 418. Lecture 13b. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 13b. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 13b Dr. Ted Ralphs ISE 418 Lecture 13b 1 Reading for This Lecture Nemhauser and Wolsey Sections II.1.1-II.1.3, II.1.6 Wolsey Chapter 8 CCZ Chapters 5 and 6 Valid Inequalities

More information

Generalized Shifted Inverse Iterations on Grassmann Manifolds 1

Generalized Shifted Inverse Iterations on Grassmann Manifolds 1 Proceedings of the Sixteenth International Symposium on Mathematical Networks and Systems (MTNS 2004), Leuven, Belgium Generalized Shifted Inverse Iterations on Grassmann Manifolds 1 J. Jordan α, P.-A.

More information

Piecewise Linear Quadratic Optimal Control

Piecewise Linear Quadratic Optimal Control IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 45, NO. 4, APRIL 2000 629 Piecewise Linear Quadratic Optimal Control Anders Rantzer and Mikael Johansson Abstract The use of piecewise quadratic cost functions

More information

Background on Coherent Systems

Background on Coherent Systems 2 Background on Coherent Systems 2.1 Basic Ideas We will use the term system quite freely and regularly, even though it will remain an undefined term throughout this monograph. As we all have some experience

More information

OPTIMAL INPUT SIGNAL DESIGN FOR IDENTIFICATION OF MAX PLUS LINEAR SYSTEMS

OPTIMAL INPUT SIGNAL DESIGN FOR IDENTIFICATION OF MAX PLUS LINEAR SYSTEMS OPTIMAL INPUT SIGNAL DESIGN FOR IDENTIFICATION OF MAX PLUS LINEAR SYSTEMS Gernot Schullerus, Volker Krebs, Bart De Schutter, Ton van den Boom Institut für Regelungs- und Steuerungssysteme, Universität

More information

Stochastic dominance with imprecise information

Stochastic dominance with imprecise information Stochastic dominance with imprecise information Ignacio Montes, Enrique Miranda, Susana Montes University of Oviedo, Dep. of Statistics and Operations Research. Abstract Stochastic dominance, which is

More information

Complexity analysis of the discrete sequential search problem with group activities

Complexity analysis of the discrete sequential search problem with group activities Complexity analysis of the discrete sequential search problem with group activities Coolen K, Talla Nobibon F, Leus R. KBI_1313 Complexity analysis of the discrete sequential search problem with group

More information

Support Vector Machines and Kernel Methods

Support Vector Machines and Kernel Methods 2018 CS420 Machine Learning, Lecture 3 Hangout from Prof. Andrew Ng. http://cs229.stanford.edu/notes/cs229-notes3.pdf Support Vector Machines and Kernel Methods Weinan Zhang Shanghai Jiao Tong University

More information

TMA 4180 Optimeringsteori KARUSH-KUHN-TUCKER THEOREM

TMA 4180 Optimeringsteori KARUSH-KUHN-TUCKER THEOREM TMA 4180 Optimeringsteori KARUSH-KUHN-TUCKER THEOREM H. E. Krogstad, IMF, Spring 2012 Karush-Kuhn-Tucker (KKT) Theorem is the most central theorem in constrained optimization, and since the proof is scattered

More information

A PREDICTOR-CORRECTOR PATH-FOLLOWING ALGORITHM FOR SYMMETRIC OPTIMIZATION BASED ON DARVAY'S TECHNIQUE

A PREDICTOR-CORRECTOR PATH-FOLLOWING ALGORITHM FOR SYMMETRIC OPTIMIZATION BASED ON DARVAY'S TECHNIQUE Yugoslav Journal of Operations Research 24 (2014) Number 1, 35-51 DOI: 10.2298/YJOR120904016K A PREDICTOR-CORRECTOR PATH-FOLLOWING ALGORITHM FOR SYMMETRIC OPTIMIZATION BASED ON DARVAY'S TECHNIQUE BEHROUZ

More information

Critical Reading of Optimization Methods for Logical Inference [1]

Critical Reading of Optimization Methods for Logical Inference [1] Critical Reading of Optimization Methods for Logical Inference [1] Undergraduate Research Internship Department of Management Sciences Fall 2007 Supervisor: Dr. Miguel Anjos UNIVERSITY OF WATERLOO Rajesh

More information

Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions

Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions Tingshu Hu Abstract This paper presents a nonlinear control design method for robust stabilization

More information

Optimization. Escuela de Ingeniería Informática de Oviedo. (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30

Optimization. Escuela de Ingeniería Informática de Oviedo. (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30 Optimization Escuela de Ingeniería Informática de Oviedo (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30 Unconstrained optimization Outline 1 Unconstrained optimization 2 Constrained

More information