Title: Douglas–Rachford Algorithm for Control- and State-constrained Optimal Control Problems
| Speaker: | Bethany Caldwell |
| Affiliation: | University of Waterloo |
| Location: | MC 5501 |
Abstract: The Douglas - Rachford algorithm has been applied to many optimization problems due to its simplicity and efficiency but the application of this algorithm to optimal control is less common. In this talk we utilize this method to solve state- and control-constrained linear-quadratic optimal control problems. Instead of the traditional approach where we discretize the problem and solve it using large-scale finite-dimensional numerical optimization techniques we split the problem in two and use projection methods to find a point in the intersection of the solution sets of these two subproblems hence giving the solution to the original problem. In a 2022 preprint we provide numerical results and comparisons for various other projection methods as well as the Douglas–Rachford algorithm.