Optimal and Robust Control
BE3M35ORR + B3M35ORR + BE3M35ORC
Tento kurz je součástí již archivovaného semestru, a proto je dostupný pouze pro čtení.
Osnova sekce
-
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)