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SUMMARY:An introduction to bi-level programming in control - Professor Mor
 ten Hovd\, Norwegian University of Science and Technology
DTSTART:20140214T140000Z
DTEND:20140214T150000Z
UID:TALK50414@talks.cam.ac.uk
CONTACT:Tim Hughes
DESCRIPTION:Many engineering problems can be formulated as an optimization
  problem whose solution depends on the solution of another optimization pr
 oblem.  The main (or upper level) optimization problem can then only affec
 t the lower level optimization problem through setting some parameters for
  the lower level problem.  This leads naturally to so-called 'bi-level opt
 imization' problems.\n\nBi-level optimization problems have been studied f
 or a long time\, but since they are in general very computationally demand
 ing\, they have found little application until recently.\n\nThe presentati
 on will focus on the case when the solution of the lower level problem is 
 uniquely given by the parameters set by the upper level problem.  Reformul
 ation to a single level problem using binary variables will be covered\, a
 nd some solution heuristics will be presented.  The relevance of the probl
 em formulation will be illustrated using examples from recent publications
  in constrained control.\n\nFinally\, an example will be given where the u
 sual reformulation via binary variables does not apply\, but where a simpl
 e solution nevertheless can be found by exploiting the KKT conditions of t
 he lower level problem.
LOCATION:Cambridge University Engineering Department\, LR6
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