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


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


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

OLAT resource

Please sign up for the course related OLAT resource to be included in email announcements for the lecture. 


Data and files will be updated during the teaching period.

Lecture notes

Lecture notes will be provided chapterwise. Note that the pdfs are prepared for twosided printout.

  • Tile (pdf)
  • Chapters 1 and 2 (pdf)
  • Chapter 3 (pdf)
  • Chapter 4 (pdf)


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

  • Prerequisites (pdf)
  • Exercise 1 (pdf): The first exercise will take place Wed. 14.11.18 at 8:15 am in the Lab (F-120). Please make sure that you have a working TF-Account.
  • Exercise 2 (pdf): The second exercise will take place Wed. 19.11.18 at 8:15 am in the Lab (F-120).


[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.