Inhalt

[ MEMWGUEMMSO ] UE Mathematical Methods of System Analysis

Versionsauswahl
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Workload Education level Study areas Responsible person Hours per week Coordinating university
1,25 ECTS M2 - Master's programme 2. year Mechatronics Luigi Del Re 1 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Mechatronics 2015W
Objectives Goals: This course will treat optimization problems that typically arises in mechatronical engineering problems. It will give a short introduction into the area of optimization problems in general and optimal control problems, such as nonlinear optimization of constrained and unconstrained problems and optimal control of (non)linear systems. The main emphasis of the course will lie on the optimal control problems and especially on the various numerical methods that allow to solve these problems at least approximatively.

During the practical lessons we will investigate the behavior of the different methods, as discussed in the lectures, on real-world problems with the aid of various matlab toolboxes.

Subject Introduction to optimization and optimal control, problem formulation, constrained and unconstrained optimization, KKT conditions, linear, quadratic and nonlinear programming, dynamic programming, numerical methods, search methods, gradient method, Newton and Newton-like methods, SQP techniques, Interior Point Methods, SDP, Duality, active index set strategies, augmented Lagrangian methods.
Criteria for evaluation written/oral exam
Methods lectures/exercise
Language German
Changing subject? No
Further information none
Corresponding lecture (*)ME3WMUEOMSY: UE Optimierung mechatronischer Systeme (1 ECTS)
On-site course
Maximum number of participants 35
Assignment procedure Assignment according to sequence