Graduate school in Systems, Optimization, Control and Networks (SOCN)
"Numerical methods for nonlinear optimal control problems"

COURSE INFORMATION:

The course develops numerical solution strategies for optimization problems with underlying differential equation models. After a brief overview over sequential and simultaneous approaches to optimal control, we focus on the latter class, which solve both the model equations and the optimality conditions in a "one-shot' approach. Here, exploitation of sparsity in the linear solvers is of crucial importance. Special topics include the treatment of distributed inequalities by interior point methods, periodic problems. Finally, we discuss real world applications from chemical and mechanical engineering.

ROOM INFORMATION:

Day	Room
26 Nov	Esat 02.58
29 Nov, 03,06, 07 Dec	Esat 00.62

LEGEND:

• ESAT 02.58 : ESAT (Electrical Engineering department) - Kasteelpark Arenberg 10, Heverlee - Room 02.58
• ESAT 00.62 : ESAT (Electrical Engineering department) - Kasteelpark Arenberg 10, Heverlee - Room 00.62

CONTENTS:

• Optimal Control: Introduction and Overview
• Dynamic Programming and Indirect Approaches (Pontryagin)
• Direct Transcription Methods (ODE Sensititivity, Single Shooting)
• Direct Collocation, Treatment of Sparsity
• Direct Multiple Shooting
• Applications and Extensions: Multi-Stage Processes, Periodicity

PREREQUISITES:

Participants are assumed to have a knowledge of linear algebra and calculus. Basic knowledge in optimisation and numerical simulation of dynamic systems is advantageous.

COURSE MATERIAL: