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Numerical Methods for Embedded Optimization and Optimal Control

Date: 2011-06-15 - 2011-06-16
Place: Linköping, Campus Valla, B-building, Visionen

Lecturer: Moritz Diehl

Electrical Engineering Department (ESAT-SCD) and Optimization in Engineering Center (OPTEC), K.U. Leuven, Belgium


This two day lecture course will present a personal overview on numerical methods for optimal control of nonlinear dynamic systems and present some recent advances in the field with a particular view on model predictive control and embedded optimization. It also introduces some recently developed software packages, qpOASES, ACADO, and CasADi. The course is based on joint work with Boris Houska, Hans Joachim Ferreau, Joel Andersson, and Jan Albersmeyer.

The slides for all the talks are now available.

Day 1: Wednesday 2011-06-15

10.15 - 12.30   Numerical Optimal Control - An Overview.
Slides: Models and Overview
12.30 - 13.30 Lunch
13.30 - 15.00 ACADO - A Toolkit for Automatic Control and Dynamic Optimization.
Slides: ACADO and SQP
15.00 - Time for doing exercises with ACADO

Day 2: Thursday 2011-06-16

08.15 - 09.15   Automatic Differentiation and the tool CasADi.
Slides: Casadi.
09.30 - 10.30 The Lifted Newton Method. Slides: Lifted.
10.45 - 11.45 qpOASES - Online Active Set Strategy for Fast Linear MPC.
Slides: qpOASES.
11.45 - Time for doing exercises

Extra research oriented seminar, Thursday 2011-06-16

13.15 - 14.00   Embedded Optimization for Control and Signal Processing.
Slides: Embedded


To complement the lecture script there is a PDF-document that contains the exercises for the summer course. Note that the exercises are very descriptive which results in a long document. The following tools are used
  • Paper and pen
  • Matlab
  • ACADO is used in the last exercise. Instructions for getting the template file and access to the central installation are given on a separate page.

Course Credits

There will be two basic options for the course credits, they are
  • 0 hp, for participation in the summer course.
  • 2 hp, if hand-in assignments are completed.

For more information about the course please contact Lars Eriksson or Daniel Axehill.