时间：2016年7月12日星期二 下午3:30-4:30

  地点：实验十五楼207室

  汇报人：Professor Kok Lay Teo (John Curtin Distinguished Professor, Curtin University, Australia)

  题目：Minimizing Control Variation in Nonlinear Optimal Control

  摘要：In any real system, changing the control signal from one value to another will usually cause wear and tear on the system's actuators. Thus, when designing a control law, it is important to consider not only predicted system performance, but also the cost associated with changing the control action. This cost, however, is almost always ignored in the optimal control literature. In this talk, we will consider a class of optimal control problems in which the variation of the control signal is explicitly penalized in the cost function. We describe two computational methods---one based on a smooth approximation scheme and the other based on a novel transformation procedure---for solving this class of optimal control problems. We then apply these methods to solve example problems in fisheries, train control, and chemical engineering.

  简介：
  Kok Lay Teo received his Ph.D. degrees in electrical engineering from the University of Ottawa, Canada. He was with the Department of Applied Mathematics, University of New South Wales, Australia, the Department of Industrial and Systems Engineering, National University of Singapore, Singapore, the Department of Mathematics, the University of Western Australia, Australia. In 1996, he joined the Department of Mathematics and Statistics, Curtin University of Technology, Australia, as Professor. He then took up the position of Chair Professor of Applied Mathematics and Head of Department of Applied Mathematics at the Hong Kong Polytechnic University, China, from 1999 to 2004. He returned to Curtin University as Professor and Head of the Department of Mathematics and Statistics from 2015 to 2010. He has been John Curtin Distinguished Professor at Curtin University since 2011. He was a member of the ARC's Mathematical, Information, and Computing Sciences Research Evaluation Committee for ERA 2010 and ERA2015. He has published 5 books and over 450 journal papers. He has a software package, MISER3.3, for solving general constrained optimal control problems. His editorial positions include serving as Editor-in-Chief of the Journal of Industrial and Management Optimization; Numerical Algebra, Control and Optimization; and Cogent Mathematics, and as a member of editorial board of a number of journals such as Automatica, Journal of Global Optimization, Journal of Optimization Theory and Applications, Optimization and Engineering, Discrete and Continuous Dynamic Systems, Optimization Letters, and Applied Mathematical Modelling. His research interests include both the theoretical and practical aspects of optimal control and optimization, and their practical applications such as in signal processing in telecommunications, and financial portfolio optimization.