Static optimization. Optimization without constraints, optimization with constraints, numerical solution methods. Optimal control of discrete-time systems. Discrete-time linear quadratic regulator, Bellman’s principle of optimality, dynamic programming in discrete-time optimal control. Optimal control of continuous-time systems. Dynamic programming in continuous-time optimal control. Pontryagin minimum principle, calculus of variations. Aggregation method in optimal control. Standard systems, non-robust and robust control.
Optimization
| Type of study | Doctoral |
|---|---|
| Language of instruction | English |
| Code | 352-0910/05 |
| Abbreviation | O |
| Course title | Optimization |
| Credits | 10 |
| Coordinating department | Department of Control Systems and Instrumentation |
| Course coordinator | prof. Ing. Miluše Vítečková, CSc. |
Subject syllabus
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
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 .
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 .