Events Optec Agenda Detail
This is a 5 day course within the Graduate school in Systems, Optimization, Control and Networks (SOCN)
NUMERICAL METHODS FOR NONLINEAR OPTIMAL CONTROL PROBLEMS
Dates : November 26, 29, and December 03, 06, 07, 2007
Schedule : 9h15 - 12 h45
More information on the course website
Announcement: SOCN website
Lecturer : M. DIEHL
The course develops numerical solution strategies for optimization problems with underlying differential equation models. After a brief overview over sequential and simultaneous approaches to optimal control, we focus on the latter class, which solve both the model equations and the optimality conditions in a "one-shot' approach. Here, exploitation of sparsity in the linear solvers is of crucial importance. Special topics include the treatment of distributed inequalities by interior point methods, periodic problems. Finally, we discuss real world applications from chemical and mechanical engineering.
Contents
1. Optimal Control: Introduction and Overview
2. Dynamic Programming and Indirect Approaches (Pontryagin)
3. Direct Transcription Methods (ODE Sensititivity, Single Shooting)
4. Direct Collocation, Treatment of Sparsity
5. Direct Multiple Shooting
6. Applications and Extensions: Multi-Stage Processes, Periodicity
Prerequisites
Participants are assumed to have a knowledge of linear algebra and calculus. Basic knowledge in optimisation and numerical simulation of dynamic systems is advantageous.
The course will take place at Esat in room 00.62, except on 26/11 it will be in room 02.58.
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| http://www.kuleuven.be/optec/event/545 | |
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Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
