Book of abstracts Study Day Interuniversity Attraction Pole IAP VI/4 - DYSCO
Interuniversity Attraction Pole IAP VI/4 - DYSCO, Study Day location:Brussels (Belgium) date:22/11/07
This work presents a convexity-based homotopy initialization procedure to non-convex optimization problems arising in parameter estimation and predictive control. The approach deals with formulations where the dynamical system involved is nonlinear in the states but affine in the control variables. The formulated non-convex optimization problem is modified by introducing a penalized pseudo control term and a homotopy parameter which gradually transforms the original problem into a convex one. The method solves first this convex problem and uses its solution as the initial guess of the next problem on the homotopy path, recovering gradually the original problem.