Essays about: "Active-Set"
Showing result 1 - 5 of 8 essays containing the word Active-Set.
-
1. Real-time Model Predictive Control with Complexity Guarantees Applied on a Truck and Trailer System
University essay from Linköpings universitet/ReglerteknikAbstract : In model predictive control an optimization problem is solved in every time step, which in real-time applications has to be solved within a limited time frame. When applied on embedded hardware in fast changing systems it is important to use efficient solvers and crucial to guarantee that the optimization problem can be solved within the time frame. READ MORE
-
2. Preconditioned iterative methods for PDE-constrained optimization problems with pointwise state constraints
University essay from Uppsala universitet/Avdelningen för beräkningsvetenskapAbstract : Optimization problems constrained by partial differential equations (PDEs) arise in a variety of fields when one wants to optimize a system governed by a PDE. The goal is to compute a control variable such that a state variable is as close as possible to some desired state when control and state are coupled by some PDE. READ MORE
-
3. BOOTSTRAP PERCOLATION WITH INHIBITION - with non-monotone active set size and fixed point analysis
University essay from Lunds universitet/Matematisk statistikAbstract : In this thesis, bootstrap percolation on a classic random graph .... READ MORE
-
4. Study of early termination of MPC Algorithms
University essay from Lunds universitet/Institutionen för reglerteknikAbstract : With a steady development of technology, the use of Model Predictive Control (MPC) has become more and more popular since the computation time has gone down. With this increase, a need for determining which MPC algorithm is good for solving a certain type of MPC problem has occurred which would facilitate the choice of algorithm and also could increase the performance. READ MORE
-
5. A risk-transaction cost trade-off model for index tracking
University essay from KTH/Matematisk statistikAbstract : This master thesis considers and evaluates a few different risk models for stock portfolios, including an ordinary sample covariance matrix, factor models and an approach inspired from random matrix theory. The risk models are evaluated by simulating minimum variance portfolios and employing a cross-validation. READ MORE
