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SUMMARY:Xiaoming Yuan (University of Hong Kong)
DTSTART:20200720T130000Z
DTEND:20200720T140000Z
DTSTAMP:20260423T021007Z
UID:OWOS/14
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/OWOS/14/">Fr
 om Optimization to Optimal Control: An Algorithmic Design Perspective</a>\
 nby Xiaoming Yuan (University of Hong Kong) as part of One World Optimizat
 ion seminar\n\n\nAbstract\nOptimal control problems model the procedures o
 f controlling some\nphysical processes with certain objectives\; usually t
 hey are modeled as\noptimization problems with PDE and other constraints. 
 It is generally\nnontrivial to find efficient numerical solvers for these 
 problems\,\nespecially for time-dependent cases. Typical difficulties incl
 ude the\nextremely high dimensionality after discretization\, ill-conditio
 ned\nmatrices of the resulting systems of linear equations\, and possibly\
 ncomplicated coupling of PDEs with some other simple constraints. We will\
 nshow how to extend some well-developed efficient operator splitting\nalgo
 rithms in the context of convex optimization problems to some elliptic\nan
 d parabolic optimal control problems. Particularly\, we will highlight som
 e\ncomputational techniques such as preconditioning to derive trustworthy\
 nnumerical schemes for various optimal control problems.\n\nthe address an
 d password of the zoom room of the seminar are sent by e-mail on the maili
 nglist of the seminar one day before each talk\n
LOCATION:https://researchseminars.org/talk/OWOS/14/
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