Optimization Techniques for Tree-Structured Nonlinear Problems

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Publication Details

Author(s): Hübner J, Schmidt M, Steinbach MC
Publication year: 2017
Language: English


Abstract


Robust model predictive control approaches and other applications lead to nonlinear optimization problems defined on (scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as structured inertia correction techniques that allow to solve these problems by interior-point methods with specialized KKT solvers for tree-structured optimization problems. The same type of KKT solvers could be used in active-set based SQP methods. The viability of our approach is demonstrated by two robust control problems.



FAU Authors / FAU Editors

Schmidt, Martin Prof. Dr.
Juniorprofessur für Optimierung von Energiesystemen


External institutions
Gottfried Wilhelm Leibniz Universität Hannover


How to cite

APA:
Hübner, J., Schmidt, M., & Steinbach, M.C. (2017). Optimization Techniques for Tree-Structured Nonlinear Problems.

MLA:
Hübner, Jens, Martin Schmidt, and Marc C. Steinbach. Optimization Techniques for Tree-Structured Nonlinear Problems. 2017.

BibTeX: 

Last updated on 2018-08-08 at 02:18