Optimal and Robust Control
B3M35ORR + BE3M35ORR + BE3M35ORC
Tento kurz je součástí již archivovaného semestru, a proto je dostupný pouze pro čtení.
Osnova sekce
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(Mathematical) optimization – modeling and analysis
- unconstrained optimization
- first-order necessary conditions (scalar and vector case): gradient, directional derivative
- second-order necessary conditions: positive semidefiniteness of Hessian
- second-order sufficient conditions: positive definiteness of Hessian
- constrained optimization
- equality-type constraints: Lagrange multipliers
- inequality-type constraints: KKT conditions
- (Lagrange) duality
- classes of optimization problems
- linear programming
- quadratic programming (linearly constrained, quadratically constrained)
- (general) nonlinear programming
- (convex) conic programing (linear conic programming, second-order cone programming, semidefinite programming)
- Formulating optimization problems in Matlab, Julia, Python.
- unconstrained optimization