[Opt-Net] Course on LMI optimization with applications in control

Didier Henrion henrion at laas.fr
Thu Jan 21 10:22:47 CET 2016


Course on LMI optimization with applications in control
by Didier Henrion, LAAS-CNRS, Toulouse, France and
Czech Technical University in Prague, Czech Republic.

http://homepages.laas.fr/henrion/courses/lmi16

Venue and dates:
The course is given at the Czech Technical University in Prague, Charles 
Square, down-town Prague (Karlovo Namesti 13, 12135 Praha 2) during the 
3rd week of April 2016.
It consists of six two-hour lectures, given on Mon 18 Apr, Tue 19 Apr 
and Wed 20 Apr from 10am to noon and from 2pm to 4pm.

There is no admission fee, students and reseachers from external 
institutions are particularly welcome, but please send an e-mail to 
henrion at laas.fr to register.

Description:
This is a course for graduate students or researchers with some 
background in linear algebra, convex optimization and linear control 
systems.
The focus in on systems control applications of semidefinite programming 
(SDP), or optimization over linear matrix inequalities (LMIs),  an 
extension of linear programming to the cone of positive semidefinite 
matrices.

Outline:
In the first part of the course, historical developments of LMIs and SDP 
are surveyed. Convex sets that can be represented with LMIs are 
classified and studied.
LMI relaxations are introduced to solve non-convex polynomial 
optimization problems, with a focus on the primal theory of measures and 
moments and dual theory of polynomial sum-of-squares. Interior-point 
methods and algorithms are described to solve LMI problems and latest 
achievements in software and solvers are reported.

The second part of the course, more advanced and closer to current 
research topics, focuses on the use of measures and moments for static 
polynomial optimisation problems, as well as occupation measures for 
polynomial differential equations and related polynomial optimal control 
problems.

-- 
Didier Henrion
http://homepages.laas.fr/henrion



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