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An end-to-end data-driven optimization framework for constrained trajectories

Dewez, Florent; Guedj, Benjamin; Talpaert, Arthur; Vandewalle, Vincent; (2022) An end-to-end data-driven optimization framework for constrained trajectories. Data-Centric Engineering , 3 , Article e6. 10.1017/dce.2022.6. Green open access

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Abstract

Abstract Many real-world problems require to optimize trajectories under constraints. Classical approaches are often based on optimal control methods but require an exact knowledge of the underlying dynamics and constraints, which could be challenging or even out of reach. In view of this, we leverage data-driven approaches to design a new end-to-end framework which is dynamics-free for optimized and realistic trajectories. Trajectories are here decomposed on function basis, trading the initial infinite dimension problem on a multivariate functional space for a parameter optimization problem. Then a maximum a posteriori approach which incorporates information from data is used to obtain a new penalized optimization problem. The penalized term narrows the search on a region centered on data and includes estimated features of the problem. We apply our data-driven approach to two settings in aeronautics and sailing routes optimization. The developed approach is implemented in the Python library PyRotor.

Type: Article
Title: An end-to-end data-driven optimization framework for constrained trajectories
Open access status: An open access version is available from UCL Discovery
DOI: 10.1017/dce.2022.6
Publisher version: https://doi.org/10.1017/dce.2022.6
Language: English
Additional information: © The Author(s), 2022. Published by Cambridge University Press. This is an Open Access article, distributed under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike licence (http://creativecommons.org/licenses/by-nc-sa/4.0).
Keywords: Constrained optimization, functional data, statistical modeling
UCL classification: UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL
URI: https://discovery.ucl.ac.uk/id/eprint/10146821
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