Optimal and Robust Control
B3M35ORR + BE3M35ORR + BE3M35ORC
This course is part of an already archived semester and is therefore read-only.
Section outline
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Numerical optimization – algorithms (derivative-based)
Computing the derivatives
- Finite difference (FD) numerical approximations
- Algorithmic (automatic) differentiation (AD)
Unconstrained optimization
- Descent direction methods
- Gradient (steepest-descent) method
- Newton method
- Quasi-Newton method
Constrained optimization
- Active set methods (projected gradient method)