Optimization and Optimal Control (etit-522)

Optimierung und Optimale Regelung / Optimization and Optimal Control
V-UE; 4 SWS; ECTS-Points: 6
Lecturer: Prof. Dr.-Ing. habil. Thomas Meurer
 

Overview

Many problems in industry and economy rely on the determination of an optimal solution satisfying desired performance criteria and constraints. In mathematical terms this leads to the formulation of  an optimization problem. Here it is in general distinguished between static and dynamic optimization with the latter involving a dynamical process.  This lecture gives an introduction to the mathematical analysis and numerical solution of static and dynamic optimization problems with a particular focus on optimal control problems. The lecture addresses the following topics:

  • Fundamentals of static and dynamic optimization problems
  • Static optimization without and with constraints
  • Dynamic optimization without and with constraints
 

Dates

See UnivIS (lecture ID 080184) and UnivIS (lecture ID 080189)
 

Downloads

Data and files will be updated during the teaching period.

Lecture notes

Complete set of lecture notes and split into chapter:

Exercises

A very brief introduction to some python 2.7 commands is provided in this notebook. Use ipython or Anaconda depending on your operating system.

  • Exercise 1 (computer exercise, meeting point is the lab of the Chair of Automatic Control, Building F, 1st floor)
  • Exercise 2 (on 13.12.2016, computer exercise, meeting point is the lab of the Chair of Automatic Control, Building F, 1st floor)

 

Archive

 

Literature

[1] S. Boyd, L. Vandenberghe: Convex Optimization, Cambridge University Press.
[2] A.E. Bryson: Dynamic Optimization, Addison-Wesley.
[3] D.G. Luenberger, Y. Ye: Linear and Nonlinear Programming, Springer.
[4] J. Nocedal, S.J. Wright: Numerical Optimization, Springer.
[5] M. Papageorgiou: Optimierung, Oldenbourg Verlag.

 

Research