The first lecture will take place on Friday, October 22, 2021, 2:00 pm - 3:30 pm (Neuer Chemie Hörsaal). In the winter term 2021/2022, the ODS lecture will be offered in a hybrid format, i. e. in presence in the lecture hall and a complimentary live stream via Zoom. For attending the lecture in the lecture hall, the 3G regulations apply and it is necessary to wear a face mask at all times (medical mask or FFP2 mask). Access to the lecture hall is not granted without an official 3G proof (daily test, vaccination or recovery certificate) and without a face mask.

Contact

If you have any questions concerning the lecture or the exercise, please contact Christopher Bohn.

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

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 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).

WS19/20 lecture
WS19/20 exercise