"Automatic Differentiation and Efficient Sensitivity Generation for DAE
Systems"
Jan Albersmeyer (Interdisciplinary Center for Scientific
Computing, University of Heidelberg)
Many modern optimization algorithms rely on accurate derivative
information for the objective and the constraints. Also in system
analysis and for model reduction problems derivatives play an important
role. In this talk we will give a short introduction to Automatic
Differentiation (AD), an easy-to-use approach to obtain derivatives of
functions very efficiently with nearly machine precision. There exist
mainly two "modes" of AD, which both will be explained shortly.
In the second part we will present the prinicple of "Internal Numerical
Differentiation", which we use to obtain efficiently derivatives of
solutions of initial value problems with respect to initial values,
parameters and controls, the so-called sensitivities. We show how this
idea can be used inside an adaptive BDF-Integrator (DAESOL-II) to
calculate sensitivities for initial value problems of semi-implicit DAEs
of index 1. We will present the "forward" mode, which can be used to
calculate directional sensitivities, and the newly implemented "adjoint"
mode, which allows for efficient calculation of gradient information.
"The good and the bad of Moving Horizon state Estimation"
Niels Haverbeke (K.U. Leuven, ESAT-SCD)
The goal of state estimation is to reconstruct the state of a system from process measurements and a model. In practice state estimators must address many different challenges including nonlinear dynamics and hard constraints on states or disturbances. The framework of moving horizon estimation (MHE) is well suited to address these challenges and in many cases MHE gives accuracy that is superior to the Extended Kalman filter which is widely used in a large range of application areas. This talk aims at giving a general introduction to MHE. We will highlight the key ingredients (stability, smoothing, …) and show its practical use in a feedback control scheme (e.g. in cascade with MPC).
The talk will conclude with simulation results of nonlinear MHE based model predictive control applied to a biomedical problem.
Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
