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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.

Osnova předmětu

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.

Povinná literatura

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

Doporučená literatura

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 .