This lecture is aimed to all OPTEC members that are interested in
developing numerical methods for optimal control. It
introduces the attendants into both, well-known and brand-new algorithmic
ideas that are important for the optimal control software that is
developed at OPTEC. It will also introduce into the technical vocabulary
in the field.
Topics to be covered in the course:
- optimal control problem formulations
- direct methods, sequential and simultaneous
- collocation, direct single and multiple shooting
- sensitivities, forward and adjoint
- inexact SQP and SCP methods for optimal control
- QP linear algebra: condensing, sparse factorizations
- parametric optimization and real-time iterations
The first lecture will be followed by more detailed
ones on a biweekly basis.
slides(Numerical Optimal Control)slides(Dynamic Programming)slides(Direct Methods)
