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Optimization

Optimization
352-0910/00
čeština Optimization
352-0910/01
čeština Optimization
352-0910/02
čeština Optimization
352-0910/03
angličtina Optimization
352-0910/04
čeština Optimization
352-0910/05
angličtina

Summary

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 aggregation of state variables in optimal control.

Literature

LEWIS, F. L., SYRMOS, V. L. Optimal Control. Second Edition. John Wiley & Sons, New York, 1995, ISBN 0-471-03378-2.
PINCH, E. R. Optimal Control and the Calculus of Variations. Oxford University Press, Oxford, 1993, ISBN 0-19-853217-2.
RARDIN, R. L. Optimization in Operations Research. Second Edition. Pearson Higher Education, Hoboken, 2017, ISBN 978-0-13-438455-9 .
RAVINDRAN, A., RAGSDELL, K. M., REKLAITIS, G. Engineering Optimization. Methods and Applications. Second Edition. John Wiley & Sons, Hoboken, 2006, ISBN-13 978-0-471-53814-9 

http://books.fs.vsb.cz/StatickaOptimalizace/index.htm
http://books.fs.vsb.cz/Agregace/index.html

Advised literature

ALEXEJEV, V. M., Tichomirov, V. M., FOMIN, S. V. Matematická teorie optimálních procesů. Academia, Praha, 1991, ISBN 80-200-0319-3.
BURNS, J. A. Introduction to the Calculus of Variations and Control. CRC Press, Taylor & Francis Group, Boca Raton, 2014, ISBN 978-1-4665-7139-1 .


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Language of instruction čeština, čeština, čeština, angličtina, čeština, angličtina
Code 352-0910
Abbreviation O
Course title Optimization
Coordinating department Department of Control Systems and Instrumentation
Course coordinator prof. Ing. Miluše Vítečková, CSc.