Trajectory Planning and Collision Detection for Robotics Applications
|
|
- Sarah Singleton
- 6 years ago
- Views:
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 SADCO Summer School and Workshop on Optimal and Model Predictive Control OMPC 2013, Bayreuth
More informationNumerical 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 informationDirect 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 informationNumerical 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 informationOn 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 informationTime-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 informationDirect 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 informationHot-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 informationA 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 informationReal-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 informationNumerical 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 informationImplementation 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 informationAM 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 informationMS&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 informationConstrained 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 informationAn 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 informationNumerical 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 informationLinear 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 informationAM 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 informationTutorial 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 information1 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 informationThe 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 informationSingle 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 informationImplicitly 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 informationThe 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 informationConstrained 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 informationAn 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 informationAn 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 informationPart 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 informationComputational 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 informationBlock 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 informationWhat 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 informationMathematical 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 informationNonlinear 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 informationTheory 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 information6-1 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 informationNumerical 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 informationPDE-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 informationFollowing 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 informationIII. 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 informationThe 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 informationEfficient 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 informationProblem 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 informationSecond-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 informationApproximate 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 informationm 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 informationInterior-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 informationRobotics & 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 informationPrediktivno 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 informationLecture 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 informationAn 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 informationChapter 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 informationIntroduction 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 informationPHYS 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 informationSecond-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 informationSMO 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 informationOUTLINE 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 informationMatrix 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 informationTechnische 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 informationMS&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 informationMultidisciplinary 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 informationArtificial 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 informationApplications 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 informationELEC4631 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 informationInfeasibility 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 informationPOD 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 information5.5 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 informationInverse 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 informationNumerical 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 informationMS&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 informationRecent 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 informationRobotics. 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 informationMechanical 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 informationThe 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 informationOptimality, 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 informationA 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 informationConstrained 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 information2.098/6.255/ 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 informationComparative 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 informationAutomatic 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 informationInexact 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)
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 informationOn 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 informationInterior-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 informationSF2822 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 informationReal-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 informationDistributed 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 informationFast 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 informationAlgorithms 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 informationProblems 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 informationNumerical 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 informationGeneralized 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 informationA 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 informationAn 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 informationSparse 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 informationInexact 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 informationA 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 informationEfficient 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 informationLecture 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 informationPenalty 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