Trajectory Planning and Collision Detection for Robotics Applications

Size: px
Start display at page:

Download "Trajectory Planning and Collision Detection for Robotics Applications"

Transcription

1 Trajectory Planning and Collision Detection for Robotics Applications joint work with Rene Henrion, Dietmar Homberg, Chantal Landry (WIAS) Institute of Mathematics and Applied Computing Department of Aerospace Engineering University of the Federal Armed Forces at Munich 2nd SADCO Industrial February 2-3, 2012 Fotos: Magnus Manske (Panorama), Luidger (Theatinerkirche), Kurmis (Chin. Turm), Arad Mojtahedi (Olympiapark), Max-k (Deutsches Museum), Oliver Raupach (Friedensengel), Andreas Praefcke (Nationaltheater)

2 Motivation Purpose: virtual factory design (digital factory) automatic re-configuration of robots in production line Control tasks: basic task: single robot moves load from A to B no collision constraints many robots moving in limited space anti-collision constraints for robots one or more robots working on workpiece with complicated geometry anti-collision constraints for workpiece and robot (courtesy of WIAS, Prof. D. Hömberg)

3 Contents Introduction Optimal control problem Direct discretization method Collision avoidance Examples

4 Mechanical Multibody Robot Model Kinetic energy: T (q, q ) = 1 2 i=1 Equations of motion: (u = (u 1, u 2, u 3 ) : joint torques) with mass matrix 4 ) (m i R i ω i J i ω i M(q)q = G(q, q ) + F (q, u) M(q) := 2 q,q T (q, q ) generalized Coriolis forces G(q, q ) := qt (q, q ) ( ) 2 q,q T (q, q ) q and generalized applied forces F (q, u).

5 Robot Control Basic task: Minimize t f subject to q (t) = v(t) M(q(t))v (t) = f (q(t), v(t), u(t)) and boundary conditions q(0) = q 0, v(0) = v 0, q(t f ) = q f, v(t f ) = v f and state or control constraints, e.g. q(t) q max, v(t) v max, u(t) u max

6 State Constrained Optimal Control Problem Trajectory Planning and Collision Detection for Robotics Applications OCP Minimize Φ(x(0), x(1), p) s.t. x (t) f (x(t), u(t), p) = 0 a.e. in [0, 1] c(x(t), u(t), p) 0 a.e. in [0, 1] s(x(t), p) 0 in [0, 1] ψ(x(0), x(1), p) = 0 Notation state: x W 1, ([0, 1], IR nx ) control: u L ([0, 1], IR nu ) parameter: p, no optimization variable!

7 Solution Approaches Indirect Approach: OCP minimum principle BVP multiple shooting

8 Solution Approaches Indirect Approach: OCP minimum principle BVP multiple shooting Direct Approach: Version 1: Discretization Approach OCP discretization NLP SQP

9 Solution Approaches Indirect Approach: OCP minimum principle BVP multiple shooting Direct Approach: Version 1: Discretization Approach OCP discretization NLP SQP Version 2: Function Space Approach OCP SQP/Newton BVP discretization

10 Solution Approaches Indirect Approach: OCP minimum principle BVP multiple shooting Direct Approach: Version 1: Discretization Approach OCP discretization NLP SQP Version 2: Function Space Approach Postoptimality Analysis: sufficient conditions OCP SQP/Newton BVP discretization sensitivity analysis real-time optimization

11 Trajectory Planning and Collision Detection for Robotics Applications Direct Shooting x h (BDF, RK) x 1 x M u h (B-Splines) u 1 u N control grid t 0 t N state grid t 0 t M

12 Direct Shooting DOCP Minimize Φ(x h (t 0 ; z), x h (t N ; z), p) s.t. c(t i, x h (t i ; z), u h (t i ; z), p) 0, i, s(t i, x h (t i ; z), p) 0, i, ψ(x h (t 0 ; z), x h (t N ; z), p) = 0, x h ( t j ; z) x j = 0, j Structure M = 1 (single shooting) : small & dense; z = (x 1, u 1,..., u N ) M > 1 (multiple shooting) : large-scale & sparse; z = (x 1,..., x M 1, u 1,..., u N )

13 Direct Shooting: Solution Process optimal/feasible? initial guess z [0] iteration i = 0 i = i + 1 consistent IVs DAE & SDAE new SQP iterate z [i+1] = z [i] + λ i d [i] numerical solution DAE & SDAE Evaluation obj./constr./deriv.

14 Numerical Solution Software OCPID-DAE1 [G.]: solves DAE optimal control and parameter identification problems direct multiple shooting discretization SQP method (filter method, non-monotone linesearch, BFGS update, primal active-set QP solver) various integrators (Runge-Kutta, BDF methods, linearized Runge-Kutta methods) various control approximations (B-splines of order k) gradients by sensitivity differential equation sensitivity analysis and adjoint estimation extensions to adjoint gradient computation and mixed-integer optimal control problems

15 Example I 1 Control 1 vs time 1 Control 2 vs time 1 Control 3 vs time control control control t t t state 1 state 4 State 1 vs time State 4 vs t time t state 2 state 5 State 2 vs time State 5 vs t time t state 3 state State 3 vs time State 6 vs t time t

16 Example II adjoint 1 adjoint 4 Adjoint 1 vs time t Adjoint 4 vs time t adjoint 2 adjoint 5 Adjoint 2 vs time t Adjoint 5 vs time t adjoint 3 adjoint 6 Adjoint 3 vs time t Adjoint 6 vs time t

17 Robot Control Why anti collision constraints? without constraints with constraints

18 Anti Collision Constraints for Single Robot Goal: avoid collision and penetration of bodies Trajectory Planning and Collision Detection for Robotics Applications Approaches: simple angle restrictions for first arm define a cone second arm tip above cone

19 Anti Collision Constraints for Robot Arms Trajectory Planning and Collision Detection for Robotics Applications Goal: avoid collision and penetration of bodies Approaches: discretize robot bodies and impose mutual restrictions for every discrete point large number of state constraints restrict distance of bodies z x y

20 Minimum Distance of Bodies Centerline representation: (i = 1, 2) -1 0 R i (t) = r i M 1 + ts i, s i = r i M 2 r i M 1 Minimum distance: ( Solution: (A = min t 1,t 2 [0,1] R 1 (t 1 ) R 2 (t 2 ) 2 2 s 1 s 2 ), b = r 2 M 1 r 1 M 1 ) 1 z M x -1 s y M2 ( ( ) 1 t = Π [0,1] A A) A b Constraint: (d=diameter) z R 1 (t 1 ) R 2 (t 2 ) 2 2 d(t1, t 2 ) 2 x y

21 Robot Control Cooperative robots: top view front view

22 Collision Detection Q 3 P 3 P 4 P 5 Q 2 P 2 P 1 Q 1 Robot Obstacle Robot: union of convex polyhedra n p P = P (i) with P (i) = {x R 3 A (i) x b (i) } i=1 Obstacle: union of convex polyhedra n q Q = Q (j) with Q (j) = {x R 3 C (j) x d (j) } j=1

23 Collision Detection The Static Case No collision of robot P and obstacle Q, if and only if P (i) Q (j) = i, j Equivalent: No solution exists of the linear system ( ) ( ) A (i) b (i) x C (j) d (j) i, j Farkas Lemma The linear system ( A (i) ) ( b (i) ) C (j) x d (j) i, j is not solvable, if and only if there exists w (i,j) with ( A (i) ) T w (i,j) = 0 and ( ) T b (i) w (i,j) < 0. w (i,j) 0, C (j) d (j)

24 Collision Detection Motion in Time Configuration at time t: n p P(t) = P (i) (t) with P (i) (t) = {x R 3 A (i) (t)x b (i) (t)} i=1 Translation and rotation: (S (i) (t): orthogonal rotation matrix, r (i) (t): translational vector) P (i) (t) = S (i) (t)p (i) (0) + r (i) (t) Property A (i) (t) = A (i) (0)S (i) (t) T and b (i) (t) = b (i) (0) + A (i) (t)r (i) (t) Collision Criteria Robot P(t) and (fixed) obstacle Q do not collide if and only if for each i, j there exists w (i,j) (t) 0 with ( A (i) (t) ) T w (i,j) (t) = 0 and ( ) T b (i) (t) w (i,j) (t) < 0 C (j) d (j)

25 Optimal Control with Collision Avoidance Trajectory Planning and Collision Detection for Robotics Applications DAE Optimal Control Problem (OCP) Minimize tf c 1 t f + c 2 u(t) 2 dt 0 subject to M(q(t))q (t) = f (q(t), v(t), u(t)) 0 = ψ(q(0), v(0), q(t f ), v(t f )) and the mixed control-state constraints (with ε > 0) ( A (i) (q(t)) ) T w (i,j) (t) = 0 C (j) ( b (i) (q(t)) ) T w (i,j) (t) ε d (j) and the control constraints u(t) U, w (i,j) (t) 0

26 Shooting Discretization Discretization by direct shooting technique: Nonlinear Optimization Problem Minimize J(z) with respect to z = (u 0,..., u N ) R (N+1)nu w = (w 1,0,..., w 1,N,..., w M,0,..., w M,N ) R (N+1)nw subject to the constraints h(z) = 0, w I,k 0, I = 1,..., M, k = 0,..., N, G I,k (z) w I,k = 0, I = 1,..., M, k = 0,..., N, g I,k (z) w I,k ε, I = 1,..., M, k = 0,..., N, u k U k = 0,..., N

27 Numerical Approaches elimination of equality constraints: w J I,k = GJ I,k (z) G Jc I,k (x) w Jc I,k 0 backface culling active set strategy: eliminate invisible anti-collision constraints from SQP iteration elimination of artificial control variables: Replace anti-collision constraints by non-smooth constraints d I,k (z) ε, I = 1,..., M, k = 0,..., N, where d I,k (z) is the value function of the parametric linear program: LP I,k (z) : Minimize g I,k (z) w w.r.t. w subject to G I,k (z) w = 0, w 0 exploitation of sparsity: regularization of zero block in Hessian and Schur complement technique

28 Partially Sparse Structure KKT matrix structure in active set SQP: L zz ((γ 1,0 ) z ) ((γ M,N ) z ) h (z) r 1,0 (z) r M,N (z) s 1,0 (z) s M,N (z) (γ 1,0 ) z G 1,0 (z) g 1,0 (z) (γ M,N ) z G M,N (z) g M,N (z) h (z) r 1,0 (z) G 1,0 (z) r M,N (z) G M,N (z) s 1,0 (z) g 1,0 (z) s M,N (z) g M,N (z)

29 Linear Algebra Interior-point methods and active set methods require to solve linear equations with saddlepoint structure: Q A B A 0 0 B 0 Λ 1 S Semismooth Newton methods yield unsymmetric systems: Q A B A 0 0 ΛB 0 S S, Λ: diagonal matrices, positiv (semi-)definite

30 Direct Factorization of Sparse Matrices sparse matrix dense LU re-ordering sparse LU Trajectory Planning and Collision Detection for Robotics Applications

31 WORHP (developed by C. Büskens, M. Gerdts) WORHP (We Optimize Really Huge Problems) SQP method globalization by filter method or linesearch method Trajectory Planning and Collision Detection for Robotics Applications QP by primal-dual interior-point-method (with warm start) or semi-smooth Newton designed for large scale and sparse problems automatic Hessian approximations by sparse finite difference approximations or by BFGS and sparse BFGS update strategies iterative equation solvers (cgne, cgs, bicgstab, cgnr) and direct solvers (interfaces to MA57, MA86, MA97, PARDISO, SuperLU, MUMPS, WSMP) interfaces (Fortran 90/95, C++, Matlab, ASTOS, AMPL, reverse communication, traditional) Sponsors and project partners:

32 WORHP Results (920 CUTEr + 68 COPS Net-mod) Tabelle: Summary of test-results for the CUTEr in view of robustness. Tabelle: Summary of test-results for the COPS and Net-mod test-sets in view of robustness.

33 Trajectory Planning and Collision Detection for Robotics Applications Results left face bottom face right face

34 Trajectory Planning and Collision Detection for Robotics Applications Some more robots...

35 Trajectory Planning and Collision Detection for Robotics Applications Automatic Drive along a Test-course Task: Minimize Time + Steering effort! Why? I provide simulation tools useable in development process I automatic/autonomous driving (fix influence of driver, standardized environment for set-up of cars) I future: driving assistance system

36 Outlook Mechanical systems with contacts Realtime Optimal Control parametric sensitivity analysis model predictive control Sparsity and tailored methods Robustness of numerical methods Simultaneous optimization of schedules and robot motions

37 Trajectory Planning and Collision Detection for Robotics Applications Thanks for your attention! Questions? Further Information: Fotos: Magnus Manske (Panorama), Luidger (Theatinerkirche), Kurmis (Chin. Turm), Arad Mojtahedi (Olympiapark), Max-k (Deutsches Museum), Oliver Raupach (Friedensengel), Andreas Praefcke (Nationaltheater)

Numerical Optimal Control Part 2: Discretization techniques, structure exploitation, calculation of gradients

Numerical Optimal Control Part 2: Discretization techniques, structure exploitation, calculation of gradients Numerical Optimal Control Part 2: Discretization techniques, structure exploitation, calculation of gradients SADCO Summer School and Workshop on Optimal and Model Predictive Control OMPC 2013, Bayreuth

More information

Numerical Optimal Control Part 3: Function space methods

Numerical Optimal Control Part 3: Function space methods Numerical Optimal Control Part 3: Function space methods SADCO Summer School and Workshop on Optimal and Model Predictive Control OMPC 2013, Bayreuth Institute of Mathematics and Applied Computing Department

More information

Direct and indirect methods for optimal control problems and applications in engineering

Direct and indirect methods for optimal control problems and applications in engineering Direct and indirect methods for optimal control problems and applications in engineering Matthias Gerdts Computational Optimisation Group School of Mathematics The University of Birmingham gerdtsm@maths.bham.ac.uk

More information

Numerical Nonlinear Optimization with WORHP

Numerical Nonlinear Optimization with WORHP Numerical Nonlinear Optimization with WORHP Christof Büskens Optimierung & Optimale Steuerung London, 8.9.2011 Optimization & Optimal Control Nonlinear Optimization WORHP Concept Ideas Features Results

More information

On the Optimization of Riemann-Stieltjes-Control-Systems with Application in Vehicle Dynamics

On the Optimization of Riemann-Stieltjes-Control-Systems with Application in Vehicle Dynamics On the Optimization of Riemann-Stieltjes-Control-Systems with Application in Vehicle Dynamics Johannes Michael To cite this version: Johannes Michael. On the Optimization of Riemann-Stieltjes-Control-Systems

More information

Time-Optimal Automobile Test Drives with Gear Shifts

Time-Optimal Automobile Test Drives with Gear Shifts Time-Optimal Control of Automobile Test Drives with Gear Shifts Christian Kirches Interdisciplinary Center for Scientific Computing (IWR) Ruprecht-Karls-University of Heidelberg, Germany joint work with

More information

Direct Methods. Moritz Diehl. Optimization in Engineering Center (OPTEC) and Electrical Engineering Department (ESAT) K.U.

Direct Methods. Moritz Diehl. Optimization in Engineering Center (OPTEC) and Electrical Engineering Department (ESAT) K.U. Direct Methods Moritz Diehl Optimization in Engineering Center (OPTEC) and Electrical Engineering Department (ESAT) K.U. Leuven Belgium Overview Direct Single Shooting Direct Collocation Direct Multiple

More information

Hot-Starting NLP Solvers

Hot-Starting NLP Solvers Hot-Starting NLP Solvers Andreas Wächter Department of Industrial Engineering and Management Sciences Northwestern University waechter@iems.northwestern.edu 204 Mixed Integer Programming Workshop Ohio

More information

A convex QP solver based on block-lu updates

A convex QP solver based on block-lu updates Block-LU updates p. 1/24 A convex QP solver based on block-lu updates PP06 SIAM Conference on Parallel Processing for Scientific Computing San Francisco, CA, Feb 22 24, 2006 Hanh Huynh and Michael Saunders

More information

Real-time Constrained Nonlinear Optimization for Maximum Power Take-off of a Wave Energy Converter

Real-time Constrained Nonlinear Optimization for Maximum Power Take-off of a Wave Energy Converter Real-time Constrained Nonlinear Optimization for Maximum Power Take-off of a Wave Energy Converter Thomas Bewley 23 May 2014 Southern California Optimization Day Summary 1 Introduction 2 Nonlinear Model

More information

Numerical Methods for Embedded Optimization and Optimal Control. Exercises

Numerical Methods for Embedded Optimization and Optimal Control. Exercises Summer Course Numerical Methods for Embedded Optimization and Optimal Control Exercises Moritz Diehl, Daniel Axehill and Lars Eriksson June 2011 Introduction This collection of exercises is intended to

More information

Implementation of a KKT-based active-set QP solver

Implementation of a KKT-based active-set QP solver Block-LU updates p. 1/27 Implementation of a KKT-based active-set QP solver ISMP 2006 19th International Symposium on Mathematical Programming Rio de Janeiro, Brazil, July 30 August 4, 2006 Hanh Huynh

More information

AM 205: lecture 19. Last time: Conditions for optimality, Newton s method for optimization Today: survey of optimization methods

AM 205: lecture 19. Last time: Conditions for optimality, Newton s method for optimization Today: survey of optimization methods AM 205: lecture 19 Last time: Conditions for optimality, Newton s method for optimization Today: survey of optimization methods Quasi-Newton Methods General form of quasi-newton methods: x k+1 = x k α

More information

MS&E 318 (CME 338) Large-Scale Numerical Optimization

MS&E 318 (CME 338) Large-Scale Numerical Optimization Stanford University, Management Science & Engineering (and ICME) MS&E 318 (CME 338) Large-Scale Numerical Optimization Instructor: Michael Saunders Spring 2015 Notes 11: NPSOL and SNOPT SQP Methods 1 Overview

More information

Constrained Nonlinear Optimization Algorithms

Constrained Nonlinear Optimization Algorithms Department of Industrial Engineering and Management Sciences Northwestern University waechter@iems.northwestern.edu Institute for Mathematics and its Applications University of Minnesota August 4, 2016

More information

An Introduction to Algebraic Multigrid (AMG) Algorithms Derrick Cerwinsky and Craig C. Douglas 1/84

An Introduction to Algebraic Multigrid (AMG) Algorithms Derrick Cerwinsky and Craig C. Douglas 1/84 An Introduction to Algebraic Multigrid (AMG) Algorithms Derrick Cerwinsky and Craig C. Douglas 1/84 Introduction Almost all numerical methods for solving PDEs will at some point be reduced to solving A

More information

Numerical Optimal Control Overview. Moritz Diehl

Numerical Optimal Control Overview. Moritz Diehl Numerical Optimal Control Overview Moritz Diehl Simplified Optimal Control Problem in ODE path constraints h(x, u) 0 initial value x0 states x(t) terminal constraint r(x(t )) 0 controls u(t) 0 t T minimize

More information

Linear Solvers. Andrew Hazel

Linear Solvers. Andrew Hazel Linear Solvers Andrew Hazel Introduction Thus far we have talked about the formulation and discretisation of physical problems...... and stopped when we got to a discrete linear system of equations. Introduction

More information

AM 205: lecture 19. Last time: Conditions for optimality Today: Newton s method for optimization, survey of optimization methods

AM 205: lecture 19. Last time: Conditions for optimality Today: Newton s method for optimization, survey of optimization methods AM 205: lecture 19 Last time: Conditions for optimality Today: Newton s method for optimization, survey of optimization methods Optimality Conditions: Equality Constrained Case As another example of equality

More information

Tutorial on Control and State Constrained Optimal Control Problems

Tutorial on Control and State Constrained Optimal Control Problems Tutorial on Control and State Constrained Optimal Control Problems To cite this version:. blems. SADCO Summer School 211 - Optimal Control, Sep 211, London, United Kingdom. HAL Id: inria-629518

More information

1 Computing with constraints

1 Computing with constraints Notes for 2017-04-26 1 Computing with constraints Recall that our basic problem is minimize φ(x) s.t. x Ω where the feasible set Ω is defined by equality and inequality conditions Ω = {x R n : c i (x)

More information

The Lifted Newton Method and Its Use in Optimization

The Lifted Newton Method and Its Use in Optimization The Lifted Newton Method and Its Use in Optimization Moritz Diehl Optimization in Engineering Center (OPTEC), K.U. Leuven, Belgium joint work with Jan Albersmeyer (U. Heidelberg) ENSIACET, Toulouse, February

More information

Single Shooting and ESDIRK Methods for adjoint-based optimization of an oil reservoir

Single Shooting and ESDIRK Methods for adjoint-based optimization of an oil reservoir Downloaded from orbit.dtu.dk on: Dec 2, 217 Single Shooting and ESDIRK Methods for adjoint-based optimization of an oil reservoir Capolei, Andrea; Völcker, Carsten; Frydendall, Jan; Jørgensen, John Bagterp

More information

Implicitly and Explicitly Constrained Optimization Problems for Training of Recurrent Neural Networks

Implicitly and Explicitly Constrained Optimization Problems for Training of Recurrent Neural Networks Implicitly and Explicitly Constrained Optimization Problems for Training of Recurrent Neural Networks Carl-Johan Thore Linköping University - Division of Mechanics 581 83 Linköping - Sweden Abstract. Training

More information

The Direct Transcription Method For Optimal Control. Part 2: Optimal Control

The Direct Transcription Method For Optimal Control. Part 2: Optimal Control The Direct Transcription Method For Optimal Control Part 2: Optimal Control John T Betts Partner, Applied Mathematical Analysis, LLC 1 Fundamental Principle of Transcription Methods Transcription Method

More information

Constrained optimization. Unconstrained optimization. One-dimensional. Multi-dimensional. Newton with equality constraints. Active-set method.

Constrained optimization. Unconstrained optimization. One-dimensional. Multi-dimensional. Newton with equality constraints. Active-set method. Optimization Unconstrained optimization One-dimensional Multi-dimensional Newton s method Basic Newton Gauss- Newton Quasi- Newton Descent methods Gradient descent Conjugate gradient Constrained optimization

More information

An Inexact Sequential Quadratic Optimization Method for Nonlinear Optimization

An Inexact Sequential Quadratic Optimization Method for Nonlinear Optimization An Inexact Sequential Quadratic Optimization Method for Nonlinear Optimization Frank E. Curtis, Lehigh University involving joint work with Travis Johnson, Northwestern University Daniel P. Robinson, Johns

More information

An introduction to PDE-constrained optimization

An introduction to PDE-constrained optimization An introduction to PDE-constrained optimization Wolfgang Bangerth Department of Mathematics Texas A&M University 1 Overview Why partial differential equations? Why optimization? Examples of PDE optimization

More information

Part 4: Active-set methods for linearly constrained optimization. Nick Gould (RAL)

Part 4: Active-set methods for linearly constrained optimization. Nick Gould (RAL) Part 4: Active-set methods for linearly constrained optimization Nick Gould RAL fx subject to Ax b Part C course on continuoue optimization LINEARLY CONSTRAINED MINIMIZATION fx subject to Ax { } b where

More information

Computational Finance

Computational Finance Department of Mathematics at University of California, San Diego Computational Finance Optimization Techniques [Lecture 2] Michael Holst January 9, 2017 Contents 1 Optimization Techniques 3 1.1 Examples

More information

Block Condensing with qpdunes

Block Condensing with qpdunes Block Condensing with qpdunes Dimitris Kouzoupis Rien Quirynen, Janick Frasch and Moritz Diehl Systems control and optimization laboratory (SYSCOP) TEMPO summer school August 5, 215 Dimitris Kouzoupis

More information

What s New in Active-Set Methods for Nonlinear Optimization?

What s New in Active-Set Methods for Nonlinear Optimization? What s New in Active-Set Methods for Nonlinear Optimization? Philip E. Gill Advances in Numerical Computation, Manchester University, July 5, 2011 A Workshop in Honor of Sven Hammarling UCSD Center for

More information

Mathematical optimization

Mathematical optimization Optimization Mathematical optimization Determine the best solutions to certain mathematically defined problems that are under constrained determine optimality criteria determine the convergence of the

More information

Nonlinear Optimization: What s important?

Nonlinear Optimization: What s important? Nonlinear Optimization: What s important? Julian Hall 10th May 2012 Convexity: convex problems A local minimizer is a global minimizer A solution of f (x) = 0 (stationary point) is a minimizer A global

More information

Theory and Applications of Constrained Optimal Control Proble

Theory and Applications of Constrained Optimal Control Proble Theory and Applications of Constrained Optimal Control Problems with Delays PART 1 : Mixed Control State Constraints Helmut Maurer 1, Laurenz Göllmann 2 1 Institut für Numerische und Angewandte Mathematik,

More information

6-1 The Positivstellensatz P. Parrilo and S. Lall, ECC

6-1 The Positivstellensatz P. Parrilo and S. Lall, ECC 6-1 The Positivstellensatz P. Parrilo and S. Lall, ECC 2003 2003.09.02.10 6. The Positivstellensatz Basic semialgebraic sets Semialgebraic sets Tarski-Seidenberg and quantifier elimination Feasibility

More information

Numerical Treatment of Unstructured. Differential-Algebraic Equations. with Arbitrary Index

Numerical Treatment of Unstructured. Differential-Algebraic Equations. with Arbitrary Index Numerical Treatment of Unstructured Differential-Algebraic Equations with Arbitrary Index Peter Kunkel (Leipzig) SDS2003, Bari-Monopoli, 22. 25.06.2003 Outline Numerical Treatment of Unstructured Differential-Algebraic

More information

PDE-Constrained and Nonsmooth Optimization

PDE-Constrained and Nonsmooth Optimization Frank E. Curtis October 1, 2009 Outline PDE-Constrained Optimization Introduction Newton s method Inexactness Results Summary and future work Nonsmooth Optimization Sequential quadratic programming (SQP)

More information

Following The Central Trajectory Using The Monomial Method Rather Than Newton's Method

Following The Central Trajectory Using The Monomial Method Rather Than Newton's Method Following The Central Trajectory Using The Monomial Method Rather Than Newton's Method Yi-Chih Hsieh and Dennis L. Bricer Department of Industrial Engineering The University of Iowa Iowa City, IA 52242

More information

III. Applications in convex optimization

III. Applications in convex optimization III. Applications in convex optimization nonsymmetric interior-point methods partial separability and decomposition partial separability first order methods interior-point methods Conic linear optimization

More information

The estimation problem ODE stability The embedding method The simultaneous method In conclusion. Stability problems in ODE estimation

The estimation problem ODE stability The embedding method The simultaneous method In conclusion. Stability problems in ODE estimation Mathematical Sciences Institute Australian National University HPSC Hanoi 2006 Outline The estimation problem ODE stability The embedding method The simultaneous method In conclusion Estimation Given the

More information

Efficient Numerical Methods for Nonlinear MPC and Moving Horizon Estimation

Efficient Numerical Methods for Nonlinear MPC and Moving Horizon Estimation Efficient Numerical Methods for Nonlinear MPC and Moving Horizon Estimation Moritz Diehl, Hans Joachim Ferreau, and Niels Haverbeke Optimization in Engineering Center (OPTEC) and ESAT-SCD, K.U. Leuven,

More information

Problem structure in semidefinite programs arising in control and signal processing

Problem structure in semidefinite programs arising in control and signal processing Problem structure in semidefinite programs arising in control and signal processing Lieven Vandenberghe Electrical Engineering Department, UCLA Joint work with: Mehrdad Nouralishahi, Tae Roh Semidefinite

More information

Second-order cone programming

Second-order cone programming Outline Second-order cone programming, PhD Lehigh University Department of Industrial and Systems Engineering February 10, 2009 Outline 1 Basic properties Spectral decomposition The cone of squares The

More information

Approximate Farkas Lemmas in Convex Optimization

Approximate Farkas Lemmas in Convex Optimization Approximate Farkas Lemmas in Convex Optimization Imre McMaster University Advanced Optimization Lab AdvOL Graduate Student Seminar October 25, 2004 1 Exact Farkas Lemma Motivation 2 3 Future plans The

More information

m i=1 c ix i i=1 F ix i F 0, X O.

m i=1 c ix i i=1 F ix i F 0, X O. What is SDP? for a beginner of SDP Copyright C 2005 SDPA Project 1 Introduction This note is a short course for SemiDefinite Programming s SDP beginners. SDP has various applications in, for example, control

More information

Interior-Point Methods as Inexact Newton Methods. Silvia Bonettini Università di Modena e Reggio Emilia Italy

Interior-Point Methods as Inexact Newton Methods. Silvia Bonettini Università di Modena e Reggio Emilia Italy InteriorPoint Methods as Inexact Newton Methods Silvia Bonettini Università di Modena e Reggio Emilia Italy Valeria Ruggiero Università di Ferrara Emanuele Galligani Università di Modena e Reggio Emilia

More information

Robotics & Automation. Lecture 25. Dynamics of Constrained Systems, Dynamic Control. John T. Wen. April 26, 2007

Robotics & Automation. Lecture 25. Dynamics of Constrained Systems, Dynamic Control. John T. Wen. April 26, 2007 Robotics & Automation Lecture 25 Dynamics of Constrained Systems, Dynamic Control John T. Wen April 26, 2007 Last Time Order N Forward Dynamics (3-sweep algorithm) Factorization perspective: causal-anticausal

More information

Prediktivno upravljanje primjenom matematičkog programiranja

Prediktivno upravljanje primjenom matematičkog programiranja Prediktivno upravljanje primjenom matematičkog programiranja Doc. dr. sc. Mato Baotić Fakultet elektrotehnike i računarstva Sveučilište u Zagrebu www.fer.hr/mato.baotic Outline Application Examples PredictiveControl

More information

Lecture 16: Relaxation methods

Lecture 16: Relaxation methods Lecture 16: Relaxation methods Clever technique which begins with a first guess of the trajectory across the entire interval Break the interval into M small steps: x 1 =0, x 2,..x M =L Form a grid of points,

More information

An Active Set Strategy for Solving Optimization Problems with up to 200,000,000 Nonlinear Constraints

An Active Set Strategy for Solving Optimization Problems with up to 200,000,000 Nonlinear Constraints An Active Set Strategy for Solving Optimization Problems with up to 200,000,000 Nonlinear Constraints Klaus Schittkowski Department of Computer Science, University of Bayreuth 95440 Bayreuth, Germany e-mail:

More information

Chapter 3 Numerical Methods

Chapter 3 Numerical Methods Chapter 3 Numerical Methods Part 3 3.4 Differential Algebraic Systems 3.5 Integration of Differential Equations 1 Outline 3.4 Differential Algebraic Systems 3.4.1 Constrained Dynamics 3.4.2 First and Second

More information

Introduction to the Optimal Control Software GPOPS II

Introduction to the Optimal Control Software GPOPS II Introduction to the Optimal Control Software GPOPS II Anil V. Rao Department of Mechanical and Aerospace Engineering University of Florida Gainesville, FL 32611-625 Tutorial on GPOPS II NSF CBMS Workshop

More information

PHYS 410/555 Computational Physics Solution of Non Linear Equations (a.k.a. Root Finding) (Reference Numerical Recipes, 9.0, 9.1, 9.

PHYS 410/555 Computational Physics Solution of Non Linear Equations (a.k.a. Root Finding) (Reference Numerical Recipes, 9.0, 9.1, 9. PHYS 410/555 Computational Physics Solution of Non Linear Equations (a.k.a. Root Finding) (Reference Numerical Recipes, 9.0, 9.1, 9.4) We will consider two cases 1. f(x) = 0 1-dimensional 2. f(x) = 0 d-dimensional

More information

Second-Order Cone Program (SOCP) Detection and Transformation Algorithms for Optimization Software

Second-Order Cone Program (SOCP) Detection and Transformation Algorithms for Optimization Software and Second-Order Cone Program () and Algorithms for Optimization Software Jared Erickson JaredErickson2012@u.northwestern.edu Robert 4er@northwestern.edu Northwestern University INFORMS Annual Meeting,

More information

SMO vs PDCO for SVM: Sequential Minimal Optimization vs Primal-Dual interior method for Convex Objectives for Support Vector Machines

SMO vs PDCO for SVM: Sequential Minimal Optimization vs Primal-Dual interior method for Convex Objectives for Support Vector Machines vs for SVM: Sequential Minimal Optimization vs Primal-Dual interior method for Convex Objectives for Support Vector Machines Ding Ma Michael Saunders Working paper, January 5 Introduction In machine learning,

More information

OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative methods ffl Krylov subspace methods ffl Preconditioning techniques: Iterative methods ILU

OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative methods ffl Krylov subspace methods ffl Preconditioning techniques: Iterative methods ILU Preconditioning Techniques for Solving Large Sparse Linear Systems Arnold Reusken Institut für Geometrie und Praktische Mathematik RWTH-Aachen OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative

More information

Matrix stabilization using differential equations.

Matrix stabilization using differential equations. Matrix stabilization using differential equations. Nicola Guglielmi Universitá dell Aquila and Gran Sasso Science Institute, Italia NUMOC-2017 Roma, 19 23 June, 2017 Inspired by a joint work with Christian

More information

Technische Universität Dresden Fachrichtung Mathematik. Memory efficient approaches of second order for optimal control problems

Technische Universität Dresden Fachrichtung Mathematik. Memory efficient approaches of second order for optimal control problems Technische Universität Dresden Fachrichtung Mathematik Institut für Wissenschaftliches Rechnen Memory efficient approaches of second order for optimal control problems Dissertation zur Erlangung des zweiten

More information

MS&E 318 (CME 338) Large-Scale Numerical Optimization

MS&E 318 (CME 338) Large-Scale Numerical Optimization Stanford University, Management Science & Engineering (and ICME MS&E 38 (CME 338 Large-Scale Numerical Optimization Course description Instructor: Michael Saunders Spring 28 Notes : Review The course teaches

More information

Multidisciplinary System Design Optimization (MSDO)

Multidisciplinary System Design Optimization (MSDO) Multidisciplinary System Design Optimization (MSDO) Numerical Optimization II Lecture 8 Karen Willcox 1 Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Today s Topics Sequential

More information

Artificial Intelligence & Neuro Cognitive Systems Fakultät für Informatik. Robot Dynamics. Dr.-Ing. John Nassour J.

Artificial Intelligence & Neuro Cognitive Systems Fakultät für Informatik. Robot Dynamics. Dr.-Ing. John Nassour J. Artificial Intelligence & Neuro Cognitive Systems Fakultät für Informatik Robot Dynamics Dr.-Ing. John Nassour 25.1.218 J.Nassour 1 Introduction Dynamics concerns the motion of bodies Includes Kinematics

More information

Applications of Linear Programming

Applications of Linear Programming Applications of Linear Programming lecturer: András London University of Szeged Institute of Informatics Department of Computational Optimization Lecture 9 Non-linear programming In case of LP, the goal

More information

ELEC4631 s Lecture 2: Dynamic Control Systems 7 March Overview of dynamic control systems

ELEC4631 s Lecture 2: Dynamic Control Systems 7 March Overview of dynamic control systems ELEC4631 s Lecture 2: Dynamic Control Systems 7 March 2011 Overview of dynamic control systems Goals of Controller design Autonomous dynamic systems Linear Multi-input multi-output (MIMO) systems Bat flight

More information

Infeasibility Detection and an Inexact Active-Set Method for Large-Scale Nonlinear Optimization

Infeasibility Detection and an Inexact Active-Set Method for Large-Scale Nonlinear Optimization Infeasibility Detection and an Inexact Active-Set Method for Large-Scale Nonlinear Optimization Frank E. Curtis, Lehigh University involving joint work with James V. Burke, University of Washington Daniel

More information

POD for Parametric PDEs and for Optimality Systems

POD for Parametric PDEs and for Optimality Systems POD for Parametric PDEs and for Optimality Systems M. Kahlbacher, K. Kunisch, H. Müller and S. Volkwein Institute for Mathematics and Scientific Computing University of Graz, Austria DMV-Jahrestagung 26,

More information

5.5 Quadratic programming

5.5 Quadratic programming 5.5 Quadratic programming Minimize a quadratic function subject to linear constraints: 1 min x t Qx + c t x 2 s.t. a t i x b i i I (P a t i x = b i i E x R n, where Q is an n n matrix, I and E are the

More information

Inverse differential kinematics Statics and force transformations

Inverse differential kinematics Statics and force transformations Robotics 1 Inverse differential kinematics Statics and force transformations Prof Alessandro De Luca Robotics 1 1 Inversion of differential kinematics! find the joint velocity vector that realizes a desired

More information

Numerical Methods I Solving Nonlinear Equations

Numerical Methods I Solving Nonlinear Equations Numerical Methods I Solving Nonlinear Equations Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 MATH-GA 2011.003 / CSCI-GA 2945.003, Fall 2014 October 16th, 2014 A. Donev (Courant Institute)

More information

MS&E 318 (CME 338) Large-Scale Numerical Optimization

MS&E 318 (CME 338) Large-Scale Numerical Optimization Stanford University, Management Science & Engineering (and ICME) MS&E 318 (CME 338) Large-Scale Numerical Optimization 1 Origins Instructor: Michael Saunders Spring 2015 Notes 9: Augmented Lagrangian Methods

More information

Recent Adaptive Methods for Nonlinear Optimization

Recent Adaptive Methods for Nonlinear Optimization Recent Adaptive Methods for Nonlinear Optimization Frank E. Curtis, Lehigh University involving joint work with James V. Burke (U. of Washington), Richard H. Byrd (U. of Colorado), Nicholas I. M. Gould

More information

Robotics. Dynamics. Marc Toussaint U Stuttgart

Robotics. Dynamics. Marc Toussaint U Stuttgart Robotics Dynamics 1D point mass, damping & oscillation, PID, dynamics of mechanical systems, Euler-Lagrange equation, Newton-Euler recursion, general robot dynamics, joint space control, reference trajectory

More information

Mechanical Simulation Of The ExoMars Rover Using Siconos in 3DROV

Mechanical Simulation Of The ExoMars Rover Using Siconos in 3DROV V. Acary, M. Brémond, J. Michalczyk, K. Kapellos, R. Pissard-Gibollet 1/15 Mechanical Simulation Of The ExoMars Rover Using Siconos in 3DROV V. Acary, M. Brémond, J. Michalczyk, K. Kapellos, R. Pissard-Gibollet

More information

The moment-lp and moment-sos approaches

The moment-lp and moment-sos approaches The moment-lp and moment-sos approaches LAAS-CNRS and Institute of Mathematics, Toulouse, France CIRM, November 2013 Semidefinite Programming Why polynomial optimization? LP- and SDP- CERTIFICATES of POSITIVITY

More information

Optimality, Duality, Complementarity for Constrained Optimization

Optimality, Duality, Complementarity for Constrained Optimization Optimality, Duality, Complementarity for Constrained Optimization Stephen Wright University of Wisconsin-Madison May 2014 Wright (UW-Madison) Optimality, Duality, Complementarity May 2014 1 / 41 Linear

More information

A Regularized Interior-Point Method for Constrained Nonlinear Least Squares

A Regularized Interior-Point Method for Constrained Nonlinear Least Squares A Regularized Interior-Point Method for Constrained Nonlinear Least Squares XII Brazilian Workshop on Continuous Optimization Abel Soares Siqueira Federal University of Paraná - Curitiba/PR - Brazil Dominique

More information

Constrained Minimization and Multigrid

Constrained Minimization and Multigrid Constrained Minimization and Multigrid C. Gräser (FU Berlin), R. Kornhuber (FU Berlin), and O. Sander (FU Berlin) Workshop on PDE Constrained Optimization Hamburg, March 27-29, 2008 Matheon Outline Successive

More information

2.098/6.255/ Optimization Methods Practice True/False Questions

2.098/6.255/ Optimization Methods Practice True/False Questions 2.098/6.255/15.093 Optimization Methods Practice True/False Questions December 11, 2009 Part I For each one of the statements below, state whether it is true or false. Include a 1-3 line supporting sentence

More information

Comparative Study of Numerical Methods for Optimal Control of a Biomechanical System Controlled Motion of a Human Leg during Swing Phase

Comparative Study of Numerical Methods for Optimal Control of a Biomechanical System Controlled Motion of a Human Leg during Swing Phase Comparative Study of Numerical Methods for Optimal Control of a Biomechanical System Controlled Motion of a Human Leg during Swing Phase International Master s Programme Solid and Fluid Mechanics ANDREAS

More information

Automatic Control 2. Nonlinear systems. Prof. Alberto Bemporad. University of Trento. Academic year

Automatic Control 2. Nonlinear systems. Prof. Alberto Bemporad. University of Trento. Academic year Automatic Control 2 Nonlinear systems Prof. Alberto Bemporad University of Trento Academic year 2010-2011 Prof. Alberto Bemporad (University of Trento) Automatic Control 2 Academic year 2010-2011 1 / 18

More information

Inexact Newton-Type Optimization with Iterated Sensitivities

Inexact Newton-Type Optimization with Iterated Sensitivities Inexact Newton-Type Optimization with Iterated Sensitivities Downloaded from: https://research.chalmers.se, 2019-01-12 01:39 UTC Citation for the original published paper (version of record: Quirynen,

More information

(W: 12:05-1:50, 50-N202)

(W: 12:05-1:50, 50-N202) 2016 School of Information Technology and Electrical Engineering at the University of Queensland Schedule of Events Week Date Lecture (W: 12:05-1:50, 50-N202) 1 27-Jul Introduction 2 Representing Position

More information

On the approximation properties of TP model forms

On the approximation properties of TP model forms On the approximation properties of TP model forms Domonkos Tikk 1, Péter Baranyi 1 and Ron J. Patton 2 1 Department of Telecommunications and Media Informatics, Budapest University of Technology and Economics

More information

Interior-Point Methods for Linear Optimization

Interior-Point Methods for Linear Optimization Interior-Point Methods for Linear Optimization Robert M. Freund and Jorge Vera March, 204 c 204 Robert M. Freund and Jorge Vera. All rights reserved. Linear Optimization with a Logarithmic Barrier Function

More information

SF2822 Applied nonlinear optimization, final exam Saturday December

SF2822 Applied nonlinear optimization, final exam Saturday December SF2822 Applied nonlinear optimization, final exam Saturday December 5 27 8. 3. Examiner: Anders Forsgren, tel. 79 7 27. Allowed tools: Pen/pencil, ruler and rubber; plus a calculator provided by the department.

More information

Real-Time Implementation of Nonlinear Predictive Control

Real-Time Implementation of Nonlinear Predictive Control Real-Time Implementation of Nonlinear Predictive Control Michael A. Henson Department of Chemical Engineering University of Massachusetts Amherst, MA WebCAST October 2, 2008 1 Outline Limitations of linear

More information

Distributed and Real-time Predictive Control

Distributed and Real-time Predictive Control Distributed and Real-time Predictive Control Melanie Zeilinger Christian Conte (ETH) Alexander Domahidi (ETH) Ye Pu (EPFL) Colin Jones (EPFL) Challenges in modern control systems Power system: - Frequency

More information

Fast Algorithms for SDPs derived from the Kalman-Yakubovich-Popov Lemma

Fast Algorithms for SDPs derived from the Kalman-Yakubovich-Popov Lemma Fast Algorithms for SDPs derived from the Kalman-Yakubovich-Popov Lemma Venkataramanan (Ragu) Balakrishnan School of ECE, Purdue University 8 September 2003 European Union RTN Summer School on Multi-Agent

More information

Algorithms for Constrained Optimization

Algorithms for Constrained Optimization 1 / 42 Algorithms for Constrained Optimization ME598/494 Lecture Max Yi Ren Department of Mechanical Engineering, Arizona State University April 19, 2015 2 / 42 Outline 1. Convergence 2. Sequential quadratic

More information

Problems in VLSI design

Problems in VLSI design Problems in VLSI design wire and transistor sizing signal delay in RC circuits transistor and wire sizing Elmore delay minimization via GP dominant time constant minimization via SDP placement problems

More information

Numerical Optimization. Review: Unconstrained Optimization

Numerical Optimization. Review: Unconstrained Optimization Numerical Optimization Finding the best feasible solution Edward P. Gatzke Department of Chemical Engineering University of South Carolina Ed Gatzke (USC CHE ) Numerical Optimization ECHE 589, Spring 2011

More information

Generalized Orthogonal Matching Pursuit- A Review and Some

Generalized Orthogonal Matching Pursuit- A Review and Some Generalized Orthogonal Matching Pursuit- A Review and Some New Results Department of Electronics and Electrical Communication Engineering Indian Institute of Technology, Kharagpur, INDIA Table of Contents

More information

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems Etereldes Gonçalves 1, Tarek P. Mathew 1, Markus Sarkis 1,2, and Christian E. Schaerer 1 1 Instituto de Matemática Pura

More information

An Implicit Runge Kutta Solver adapted to Flexible Multibody System Simulation

An Implicit Runge Kutta Solver adapted to Flexible Multibody System Simulation An Implicit Runge Kutta Solver adapted to Flexible Multibody System Simulation Johannes Gerstmayr 7. WORKSHOP ÜBER DESKRIPTORSYSTEME 15. - 18. March 2005, Liborianum, Paderborn, Germany Austrian Academy

More information

Sparse Linear Programming via Primal and Dual Augmented Coordinate Descent

Sparse Linear Programming via Primal and Dual Augmented Coordinate Descent Sparse Linear Programg via Primal and Dual Augmented Coordinate Descent Presenter: Joint work with Kai Zhong, Cho-Jui Hsieh, Pradeep Ravikumar and Inderjit Dhillon. Sparse Linear Program Given vectors

More information

Inexact Newton Methods and Nonlinear Constrained Optimization

Inexact Newton Methods and Nonlinear Constrained Optimization Inexact Newton Methods and Nonlinear Constrained Optimization Frank E. Curtis EPSRC Symposium Capstone Conference Warwick Mathematics Institute July 2, 2009 Outline PDE-Constrained Optimization Newton

More information

A Two-Stage Algorithm for Multi-Scenario Dynamic Optimization Problem

A Two-Stage Algorithm for Multi-Scenario Dynamic Optimization Problem A Two-Stage Algorithm for Multi-Scenario Dynamic Optimization Problem Weijie Lin, Lorenz T Biegler, Annette M. Jacobson March 8, 2011 EWO Annual Meeting Outline Project review and problem introduction

More information

Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph

Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph Efficient robust optimization for robust control with constraints p. 1 Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph Efficient robust optimization

More information

Lecture 15: SQP methods for equality constrained optimization

Lecture 15: SQP methods for equality constrained optimization Lecture 15: SQP methods for equality constrained optimization Coralia Cartis, Mathematical Institute, University of Oxford C6.2/B2: Continuous Optimization Lecture 15: SQP methods for equality constrained

More information

Penalty and Barrier Methods. So we again build on our unconstrained algorithms, but in a different way.

Penalty and Barrier Methods. So we again build on our unconstrained algorithms, but in a different way. AMSC 607 / CMSC 878o Advanced Numerical Optimization Fall 2008 UNIT 3: Constrained Optimization PART 3: Penalty and Barrier Methods Dianne P. O Leary c 2008 Reference: N&S Chapter 16 Penalty and Barrier

More information