优化系列报告1：
题目：Sequential Adaptive Switching Time Optimization Technique for Optimal Control Problems
报告人：Kok Lay Teo 教授（Sunway University，Curtin University）
邀请人：白敏茹
时间：2023年5月4日下午3：00-4：00
地点：数学院203
摘要: The control parameterization technique used with the time scaling transform is an effective computational method for solving various optimal control problems. More specifically, the control parameterization method approximates the control function as a piecewise constant function with its heights and switching times as decision variables. The time scaling transformation maps variable time points into fixed time points in a new time horizon. Thus, the optimal control problem is approximated as an optimal parameter selection problem, which is a finite-dimensional optimization problem, and hence can be solved by gradient-based optimization methods. However, the conventional time-scaling transformation requires that the switching times for all the control components switch simultaneously, which can be undesirable in practice. In this talk, we introduce a novel technique where the switching times for each of the control components can switch independently. This technique is referred to as the sequential time scaling transformation. To demonstrate the effectiveness and flexibility of the proposed approach, some example problems are solved using the method proposed. Numerical results show that the new method achieves much better objective function values with some increase in computation time compared to the conventional time-scaling transformation technique.
个人简介：Kok Lay Teo 教授，于1971年 和1974年分别毕业于加拿大渥太华大学电子工程专业（Electrical Engineering, the University of Ottawa, Canada）获硕士学位和博士学位。曾在澳大利亚新南威尔化大学、新加坡国立大学、西澳大学和香港理工大学等学校工作。1999年至2004年任香港理工大学应用数学系的首席教授和系主任。2005年至2010年任科廷大学生数学与统计学系主任，首席教授。2019年退休，现为澳大利亚Curtin University（科廷大学）约翰·科廷杰出荣誉退休教授。Teo教授主要研究兴趣为最优控制、最优化理论以及在通讯信号处理方面的应用、金融证券优化等领域，在运筹学以及优化算法方面有着很深的学术造诣。出版英文专著6本，发表高水平和高影响的学术论文550余篇，应邀作过许多重要的学术报告，得到了国际学术界的高度认可。Teo教授现任国际杂志Journal of Industrial and Management Optimization的主编，并是Automatica、Journal Global Optimization、 Journal of Global Optimization、Journal of Optimization Theory and Applications、Optimization and Engineering、Discrete and Continuous Dynamic Systems、Optimization Letters、Applied Mathematical Modelling等十余个杂志的编委。
