Moritz Diehl (University of Freiburg and University of Leuven) | Optimal Control and Embedded Optimization in Control Engineering and Signal Processing

Abstract

This talk outlines the basic ideas behind optimal control and mathematical optimization and how they can be useful in science and engineering. The major aim of the talk is to help detecting possible synergies with the neurosciences. A special focus is on convex optimization problems, i.e. problems that allow to find a globally optimal solution with efficient algorithms, and a second focus is on embedded optimization, i.e. optimization solvers running online that process an incoming stream of data in order to generate an outcoming stream of data. The talk presents a variety of examples from engineering to illustrate the approach, comprising audio processing, robot control, and control or small scale race cars.