Optimization

Type of study	Follow-up Master
Language of instruction	Czech
Code	352-0510/01
Abbreviation	OS
Course title	Optimization
Credits	6
Coordinating department	Department of Control Systems and Instrumentation
Course coordinator	Ing. Jolana Škutová, Ph.D.

Subject syllabus

Optimality criteria, conditions for optimality, constrains, forms of solution.
The analytical and numerical methods of minimization of functions of single and several variables, equality constrains, inequality constrains, Kuhn-Tucker conditions, saddle point conditions.
Minimization of functionals, optimal control problems.
Bellman’s principle of optimality and dynamic programming.
Pontryagin’s minimum principle.
Calculus of variations.
The method of ag-gregation of state variables in optimal control.

Literature

RAVINDRAN, Auteur, Gintaras V. REKLAITIS and K. M. RAGSDELL. Engineering Optimization. Methods and Applications. New York: John Wilea and Sons, 1983, ISBN 0-471-05579-4.
ROBERTS, Julia a Mykel KOCHENDERFER. Mathematical Optimization [online]. [cit. 2020-04-20]. Dostupné z: https://web.stanford.edu/group/sisl/k12/optimization/
SEWAK, Mohit, Md. Rezaul KARIM a Pradeep PUJARI. Practical Convolutional Neural Networks. Birmingham: Packt Publishing, 2018. .

Advised literature

ANDERSON, Brian D. O., John B. MOORE. Optimal Control. Linear Quadratic Methods.
Prentice Hal International, London, 1989, ISBN 0-13-638651-2.

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