Optimization and Optimal Control (etit-522)
V-UE; 4 SWS; ECTS-Points: 6
Lecturer: Prof. Dr.-Ing. habil. Thomas Meurer
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
DatesSee UnivIS (lecture ID 080184) and UnivIS (lecture ID 080189)
Data and files will be updated during the teaching period.
Complete set of lecture notes and split into chapter:
- Exercise 1 (computer exercise, meeting point is the lab of the Chair of Automatic Control, Building F, 1st floor)
- Exercise 2 (computer exercise, meeting point is the lab of the Chair of Automatic Control, Building F, 1st floor)
- Exercise 3 (on 31.01.2017, computer exercise, meeting point is the lab of the Chair of Automatic Control, Building F, 1st floor)
- Lecture notes (WS15/16)
 A.E. Bryson: Dynamic Optimization, Addison-Wesley.
 D.G. Luenberger, Y. Ye: Linear and Nonlinear Programming, Springer.
 J. Nocedal, S.J. Wright: Numerical Optimization, Springer.
 M. Papageorgiou: Optimierung, Oldenbourg Verlag.