Journées de l'optimisation 2017
HEC Montréal, 810 mai 2017
1^{er} Atelier Canadien sur l'optimisation des soins de santé (CHOW)
HEC Montréal, 1011 mai 2017
JOPT2017
HEC Montréal, 8 — 11 mai 2017
WB3 Méthodes d'optimisation / Optimization methods
10 mai 2017 10h30 – 12h10
Salle: MarieHusny
Présidée par Ryan Caverly
4 présentations

10h30  10h55
Service systems with adjustable speed
We investigate a fluid model of a service system, in which customers are discharged at an adjustable speed, which influences the proportion of customers that require rework after a delay. We formulate the model as a delaydifferential equation. We study the transient and steadystate behavior of the system occupancy in four different regimes and we obtain conditions under which speedup reduces average occupancy.

10h55  11h20
Factorizationfree methods for computed tomography
We study a tomographic reconstruction problem in cylindrical coordinates. A change of variables involving a Fourier matrix attempts to improve the conditioning of the Hessian but introduces linear inequality constraints. The scale and density of the problem call for factorizationfree methods. We argue that projections into the feasible set can be computed efficiently by solving a boundconstrained leastsquares problem with a fast linear operator. In this talk, we focus on a BarzilaiBorwein projected gradient method and a trustregion projected Newton method. We compare two solvers for the projection subproblem: a twometric projection algorithm and a trustregion projected Newton method. The performance of several combinations is assessed using synthetic data on the reconstruction problem.

11h20  11h45
ExtremumSeeking Guidance on SO(3) Using a Kalman Filter
Extremumseeking guidance endeavours to drive the output of a system to the extremum of an unknown objective function. This paper proposes an extremumseeking guidance algorithm for constrained subsets of SO(3). The algorithm is enabled by a novel constrained Kalman filter, and is demonstrated on a spacecraft attitude guidance problem.

11h45  12h10
Controller Design for Regional Pole and Zero Placement using Linear Matrix Inequalities and the Modified Minimum Gain Lemma
This talk presents controller synthesis methods involving linear matrix inequalities that place closedloop zeros in the open lefthalf complex plane. This prevents nonminimum phase closedloop behaviour, often characterized by a response that initially moves in the opposite direction from a desired set point before asymptotically reaching the desired set point.