BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:CUED Control Group Seminars
SUMMARY:An introduction to bi-level programming in control
- Professor Morten Hovd\, Norwegian University of
Science and Technology
DTSTART;TZID=Europe/London:20140214T140000
DTEND;TZID=Europe/London:20140214T150000
UID:TALK50414AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/50414
DESCRIPTION:Many engineering problems can be formulated as an
optimization problem whose solution depends on the
solution of another optimization problem. The ma
in (or upper level) optimization problem can then
only affect the lower level optimization problem t
hrough setting some parameters for the lower level
problem. This leads naturally to so-called 'bi-l
evel optimization' problems.\n\nBi-level optimizat
ion problems have been studied for a long time\, b
ut since they are in general very computationally
demanding\, they have found little application unt
il recently.\n\nThe presentation will focus on the
case when the solution of the lower level problem
is uniquely given by the parameters set by the up
per level problem. Reformulation to a single leve
l problem using binary variables will be covered\,
and some solution heuristics will be presented.
The relevance of the problem formulation will be i
llustrated using examples from recent publications
in constrained control.\n\nFinally\, an example w
ill be given where the usual reformulation via bin
ary variables does not apply\, but where a simple
solution nevertheless can be found by exploiting t
he KKT conditions of the lower level problem.
LOCATION:Cambridge University Engineering Department\, LR6
CONTACT:Tim Hughes
END:VEVENT
END:VCALENDAR