Optimization and Optimal Control

Optimization and Optimal Control
V-UE; 4 SWS; ECTS-Points: 5
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
  • Numerical methods
 

Dates

See UnivIS.

OLAT resource

Please sign up for the OLAT course to access lecture notes, exercises, announcements, etc. 

Downloads

Data and files will be updated during the teaching period. Documents will be made available first in the OLAT resource, then on this webpage a few days later. 

Lecture notes

  • Chapter 1 (pdf)
  • Chapter 2 (pdf)
  • Chapter 3 (pdf)
  • Chapter 4 (pdf)

The complete set of lecture notes as single pdf file will be made available at the end of the course.

Exercises / Lab

Exercises will be provided successively during the lecturing period. An introduction for python can be found at scipy-lectures.org.

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