“An overlooked point in Von Neumann‘s legacy: HE WROTE THE CODE.”
– M. Wright, SIAM Von Neumann lecture (ICIAM’2019)
Keywords: optimal control, mean field games, mechanical systems
|17/07/2019 | 17:00 – 19:00
Organizer: Jean-Baptiste Caillau
Organizer: Olivier Cots
Organizer: Pierre Martinon
This minisymposim aims at providing a view on some state of the art algorithms in optimal control and close topics (mean field games, eg.) There is a growing community of practitioners using direct solvers (based on full discretization into a mathematical programming problem), indirect ones (shooting method to compute extremals given by maximum principle), or both. The key to a good numerical resolution often relies on exploiting the structure of the problem (sparsity, eg.), and on using continuation methods to connect mild approximations of the problem to the real one to be solved. Applications in mechanical engineering will be reviewed.