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Optimization of Dynamic Systems (ODS)

Optimization of Dynamic Systems (ODS)
Typ: Lecture + Exercise
Semester: WT 19/20
Zeit/Ort:

Lecture:
Friday, Neue Chemie Lecture Hall
02:00 - 03:30 pm
Attention: Lectures start on Wednesday, 16.10.2019

Exercise:
Wednesday, Neue Chemie Lecture Hall (every 2 weeks)
02:00 - 03:30 pm

Dozent:

Prof. Dr.-Ing. Sören Hohmann
M. Sc. Esther Bischoff

SWS: 3
ECTS: 5
LVNr.: 2303183
Prüfung: Written Exam
Hinweis:

Diese Vorlesung wird in der englischen Sprache gehalten.

Lecturers

Overview

Contact

If you have any questions concerning the lecture or the exercise, please contact Esther Bischoff.

Recommendations

Systemdynamik und Regelungstechnik
Signals and Systems
Advanced Mathematics I-III

Teaching Content

Introduction

  • Unconstrained Parameter Optimization
  • Constrained Parameter Optimization
  • Dynamic Programming
  • Calculus of Variations

Literature

J. Nocedal: Numerical Optimization
M. Papageorgiou: Optimierung
K. Donald: Optimal Control Theory - An Introduction
A. E. Bryson: Applied Optimal Control

Course Material                         On Ilias all relevant course material (including lecture slides, exercise and tutorial sheets and semester schedule) can be downloaded

Workload

Presence in Lecture and Exercise: 45 h

Preperation and revision of the course content: 105 h

Goals

The students

  • know the mathematical basics and the fundamental methods and algorithms to solve constrained and unconstrained nonlinear static optimization problems.
  • can solve constraint and unconstraint dynamic optimization by using the calculus of variations approach and the Dynamic Programming method.
  • are able to transfer dynamic optimization problems to static problems.
  • know the mathematic relations, the pros and cons and the limits of each optimization method.
  • can transfer problems from other fields of their studies in a suitable optimization problem formulation and they are able to select and implement appropriate optimization algorithms for them by using common software tools

Exam

exam on Monday, 30th of September 2019, 08:00 - 10:00, Gerthsen-HS, Benz-HS

A  –  L          Benz (10.21)
M  –  Z          Gerthsen (30.21)

Exam Results & Review

The results and the review date will be announced on the home page. The results as well as date and location of the review will be published in the showcase of the IRS (ground floor, building 11.20).

Evaluation

WS18/19 exercise

Studentische Mitarbeiter