scispace - formally typeset
Search or ask a question
Author

Hans Georg Bock

Other affiliations: University of Bonn, Heidelberg University, Novartis  ...read more
Bio: Hans Georg Bock is an academic researcher from Interdisciplinary Center for Scientific Computing. The author has contributed to research in topics: Optimal control & Model predictive control. The author has an hindex of 39, co-authored 208 publications receiving 9106 citations. Previous affiliations of Hans Georg Bock include University of Bonn & Heidelberg University.


Papers
More filters
Journal ArticleDOI
TL;DR: A condensing algorithm for the solution of the approximating linearly constrained quadratic subproblems, and high rank update procedures are introduced, which are especially suited for optimal control problems and lead to significant improvements of the convergence behaviour and reductions of computing time and storage requirements.

1,326 citations

Journal ArticleDOI
TL;DR: The open-source C++ software package qpOASES is described, which implements a parametric active-set method in a reliable and efficient way and can be used to compute critical points of nonconvex QP problems.
Abstract: Many practical applications lead to optimization problems that can either be stated as quadratic programming (QP) problems or require the solution of QP problems on a lower algorithmic level. One relatively recent approach to solve QP problems are parametric active-set methods that are based on tracing the solution along a linear homotopy between a QP problem with known solution and the QP problem to be solved. This approach seems to make them particularly suited for applications where a-priori information can be used to speed-up the QP solution or where high solution accuracy is required. In this paper we describe the open-source C++ software package qpOASES, which implements a parametric active-set method in a reliable and efficient way. Numerical tests show that qpOASES can outperform other popular academic and commercial QP solvers on small- to medium-scale convex test examples of the Maros-Meszaros QP collection. Moreover, various interfaces to third-party software packages make it easy to use, even on embedded computer hardware. Finally, we describe how qpOASES can be used to compute critical points of nonconvex QP problems.

1,076 citations

Journal ArticleDOI
TL;DR: In this paper, an online active set strategy for the fast solution of parametric quadratic programs arising in MPC is presented, which exploits solution information of the previous QP under the assumption that the active set does not change much from one QP to the next.
Abstract: Nearly all algorithms for linear model predictive control (MPC) either rely on the solution of convex quadratic programs (QPs) in real time, or on an explicit precalculation of this solution for all possible problem instances. In this paper, we present an online active set strategy for the fast solution of parametric QPs arising in MPC. This strategy exploits solution information of the previous QP under the assumption that the active set does not change much from one QP to the next. Furthermore, we present a modification where the CPU time is limited in order to make it suitable for strict real-time applications. Its performance is demonstrated with a challenging test example comprising 240 variables and 1191 inequalities, which depends on 57 parameters and is prohibitive for explicit MPC approaches. In this example, our strategy allows CPU times of well below 100 ms per QP and was about one order of magnitude faster than a standard active set QP solver. Copyright © 2007 John Wiley & Sons, Ltd.

656 citations

Journal ArticleDOI
TL;DR: The robustness and excellent real-time performance of the method is demonstrated in a numerical experiment, the control of an unstable system, namely, an airborne kite that shall fly loops.
Abstract: An efficient Newton-type scheme for the approximate on-line solution of optimization problems as they occur in optimal feedback control is presented. The scheme allows a fast reaction to disturbances by delivering approximations of the exact optimal feedback control which are iteratively refined during the runtime of the controlled process. The contractivity of this real-time iteration scheme is proven, and a bound on the loss of optimality---compared with the theoretical optimal solution---is given. The robustness and excellent real-time performance of the method is demonstrated in a numerical experiment, the control of an unstable system, namely, an airborne kite that shall fly loops.

534 citations

Journal ArticleDOI
TL;DR: A tailored simultaneous solution strategy based on multiple shooting and reduced SQP is presented, which allows an efficient and robust solution of multistage optimal control and design optimization problems for large, sparse DAE process models of index one.

414 citations


Cited by
More filters
01 Jan 2015
TL;DR: The results suggest that the LJQ is a reliable and valid instrument for evaluating LJ.
Abstract: Objectives: Lao Juan (LJ, 劳倦) is a syndrome described in Chinese medicine (CM) that manifests with : Lao Juan (LJ, 劳倦) is a syndrome described in Chinese medicine (CM) that manifests with fatigue, fever, spontaneous sweating, indigestion, work-induced pain, weakness of the limbs, and shortness of breath. fatigue, fever, spontaneous sweating, indigestion, work-induced pain, weakness of the limbs, and shortness of breath. The present study was conducted to examine the reliability and validity of a Lao Juan Questionnaire (LJQ). The present study was conducted to examine the reliability and validity of a Lao Juan Questionnaire (LJQ). Methods: A total of 151 outpatients and 73 normal subjects were asked to complete the LJQ. Seventy-three normal subjects A total of 151 outpatients and 73 normal subjects were asked to complete the LJQ. Seventy-three normal subjects were additionally asked to complete the Chalder Fatigue Scale (CFS). Twelve clinicians determined whether the were additionally asked to complete the Chalder Fatigue Scale (CFS). Twelve clinicians determined whether the 151 outpatients exhibited LJ or not. The internal consistency and construct validity for the LJQ were estimated using 151 outpatients exhibited LJ or not. The internal consistency and construct validity for the LJQ were estimated using data from the outpatient subjects. The CFS data were used to examine the concurrent validity of the LJQ. Total LJQ data from the outpatient subjects. The CFS data were used to examine the concurrent validity of the LJQ. Total LJQ scores and the clinicians' diagnoses of the outpatients were used to perform receiver operating characteristics (ROC) scores and the clinicians' diagnoses of the outpatients were used to perform receiver operating characteristics (ROC) curve analyses and to defi ne an optimum cut-off score for the LJQ. curve analyses and to defi ne an optimum cut-off score for the LJQ. Results: The 19-item LJQ had satisfactory internal : The 19-item LJQ had satisfactory internal consistency (α=0.828) and concurrent validity, with signifi cant correlations between the LJQ and the CFS subscales. consistency (α=0.828) and concurrent validity, with signifi cant correlations between the LJQ and the CFS subscales. In the test of construct validity using principal component analysis, a total of six factors were extracted, and the overall In the test of construct validity using principal component analysis, a total of six factors were extracted, and the overall variance explained by all factors was 59.5%. In ROC curve analyses, the sensitivity, specifi city, and area under the variance explained by all factors was 59.5%. In ROC curve analyses, the sensitivity, specifi city, and area under the curve were 76.0%, 59.2%, and 0.709, respectively. The optimum cut-off score was defi ned as six points. curve were 76.0%, 59.2%, and 0.709, respectively. The optimum cut-off score was defi ned as six points. Conclusions: Our results suggest that the LJQ is a reliable and valid instrument for evaluating LJ. Our results suggest that the LJQ is a reliable and valid instrument for evaluating LJ. KEYWORDS Chinese medicine, chronic fatigue syndrome, Chinese medicine-pattern Chinese medicine, chronic fatigue syndrome, Chinese medicine-pattern

3,787 citations

Journal ArticleDOI
TL;DR: This article gives an up-to-date and accessible introduction to the CasADi framework, which has undergone numerous design improvements over the last 7 years.
Abstract: We present CasADi, an open-source software framework for numerical optimization. CasADi is a general-purpose tool that can be used to model and solve optimization problems with a large degree of flexibility, larger than what is associated with popular algebraic modeling languages such as AMPL, GAMS, JuMP or Pyomo. Of special interest are problems constrained by differential equations, i.e. optimal control problems. CasADi is written in self-contained C++, but is most conveniently used via full-featured interfaces to Python, MATLAB or Octave. Since its inception in late 2009, it has been used successfully for academic teaching as well as in applications from multiple fields, including process control, robotics and aerospace. This article gives an up-to-date and accessible introduction to the CasADi framework, which has undergone numerous design improvements over the last 7 years.

2,056 citations

01 Mar 1987
TL;DR: The variable-order Adams method (SIVA/DIVA) package as discussed by the authors is a collection of subroutines for solution of non-stiff ODEs.
Abstract: Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

1,955 citations

Book
01 Dec 2004
TL;DR: This paper recalls a few past achievements in Model Predictive Control, gives an overview of some current developments and suggests a few avenues for future research.
Abstract: This paper recalls a few past achievements in Model Predictive Control, gives an overview of some current developments and suggests a few avenues for future research.

1,897 citations