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T2: Minimization of functions and functionals

Format

Compact course, 1 week

Contents

Optimization with WORHP Lab; Parameter Identification in ODEs; Parameter Identification for PDEs with Algorithmic Differentiation; Optimal Control; Analytical aspects of optimization

Basic texts

  • K. Schittkowski, Numerical Data Fitting in Dynamical Systems, 2002
  • M. Gerdts, Optimal Control of ODEs and DAEs, 2001
  • Daniel Liberzon: Calculus of variations and optimal control theory
  • Arthur E. Bryson: Applied Optimal Control
  • Brian D.O. Anderson, John B. Moore: Optimal Control: Linear quadratic methods
Sequential Quadratic Programming
  • Schedule

    Dateiname: Schedule-courseT2_2020.pdf
    Änderungsdatum: 25.10.2020