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Optimization

* Exchange students do not have to consider this information when selecting suitable courses for an exchange stay.

Course Unit Code352-0510/01
Number of ECTS Credits Allocated6 ECTS credits
Type of Course Unit *Compulsory
Level of Course Unit *Second Cycle
Year of Study *Second Year
Semester when the Course Unit is deliveredWinter Semester
Mode of DeliveryFace-to-face
Language of InstructionCzech
Prerequisites and Co-Requisites Course succeeds to compulsory courses of previous semester
Name of Lecturer(s)Personal IDName
SKU52Ing. Jolana Škutová, Ph.D.
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, saddlepoint conditions. Minimizations of functionals, optimal control problems. Bellman’s principle of optimality and dynamic programming. Pontryagin’s minimum principle. Calculus of variations.
Learning Outcomes of the Course Unit
The main objective of the subject “Optimization” is acquainting students with methods of static and dynamic optimization. A student must be able to design of the objective function and propose the solution method. In the area of the dynamic optimization a student will be able to design so control, which ensures optimal control from the different point of view, e.g. energy, time, deviation etc.
Course Contents
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.
Recommended or Required Reading
Required Reading:
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. ISBN 978-1-78839-230-3.
KUSYN, Jiří, Antonín VÍTEČEK a Lubomír SMUTNÝ. Teorie řízení: (statická optimalizace). Ostrava: Vysoká škola báňská, 1986.
VÍTEČKOVÁ, Miluše a David JEDLIČKA. Statická optimalizace systémů [online]. 2003 [cit. 2020-04-20]. Dostupné z: http://books.fs.vsb.cz/StatickaOptimalizace/index.htm
VÍTEČKOVÁ, Miluše, Petr PŘIDAL a Tomáš KOUDELA. Systémová analýza: Výukový modul. [online]. Ostrava: VŠB - Technická univerzita Ostrava, 2006 [cit. 2020-04-20]. Dostupné z: http://books.fs.vsb.cz/SystAnal/main.htm
VÍTEČEK, Antonín, Miluše, VÍTEČKOVÁ. Optimální systémy řízení. Ostrava: VŠB - Technická univerzita Ostrava, 1999. ISBN 80-7078-736-8.
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.
Recommended Reading:
ANDERSON, Brian D. O., John B. MOORE. Optimal Control. Linear Quadratic Methods.
Prentice Hal International, London, 1989, ISBN 0-13-638651-2.
ŠKUTOVÁ, Jolana. 2004. Neuronové sítě v řízení systémů. Ostrava: VŠB - Technická univerzita Ostrava, 2004.
ANDERSON, Brian D. O., John B. MOORE. Optimal Control. Linear Quadratic Methods.
Prentice Hal International, London, 1989, ISBN 0-13-638651-2.
Planned learning activities and teaching methods
Lectures, Tutorials, Project work
Assesment methods and criteria
Task TitleTask TypeMaximum Number of Points
(Act. for Subtasks)
Minimum Number of Points for Task Passing
Exercises evaluation and ExaminationCredit and Examination100 (100)51
        Exercises evaluationCredit35 (35)0
                ProjectProject15 0
                Written examWritten test20 0
        ExaminationExamination65 (65)0
                Written examinationWritten examination45 0
                OralOral examination20 0