Title: A Convex homotopy method for the initialization of Non-convex optimization problems
Authors: Bonilla Alarcon, Julian
Diehl, Moritz
De Moor, Bart
Van Impe, Jan #
Issue Date: 2007
Host Document: Book of abstracts Study Day Interuniversity Attraction Pole IAP VI/4 - DYSCO
Conference: Interuniversity Attraction Pole IAP VI/4 - DYSCO, Study Day location:Brussels (Belgium) date:22/11/07
Abstract: 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.
Publication status: published
KU Leuven publication type: AMa
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
Bio- & Chemical Systems Technology, Reactor Engineering and Safety Section
Electrical Engineering - miscellaneous
# (joint) last author

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