Time and place

Tutorial / flipped classroom: Di, 14-16h, HS II, Albertstr. 23b

Teacher: Moritz Diehl
Assistant: Florian Messerer
Language: in English

The aim of the course is to give an introduction to numerical methods for the solution of optimal control problems in science and engineering. The focus is on both discrete time and continuous time optimal control in continuous state spaces. It is intended for a mixed audience of students from mathematics, engineering and computer science.

The course covers the following topics:

• Introduction to Dynamic Systems and Optimization
• Rehearsal of Newton-type methods and Numerical Optimization
• Algorithmic Differentiation
• Discrete Time Optimal Control
• Dynamic Programming
• Continuous Time Optimal Control
• Numerical Simulation Methods
• Hamilton–Jacobi–Bellmann Equation
• Pontryagin and the Indirect Approach
• Direct Optimal Control
• Real-Time Optimization for Model Predictive Control

The lecture is accompanied by intensive weekly computer exercises offered both in MATLAB and Python (6~ECTS) and an optional project (3~ECTS). The project consists in the formulation and implementation of a self-chosen optimal control problem and numerical solution method, resulting in documented computer code, a project report, and a public presentation.

Required: Analysis~I and II, Linear Algebra~I and II \ Recommended: Numerics I, Ordinary Differential Equations, Numerical Optimization

Elective (Option Area) (2HfB21)
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Applied Mathematics (MSc14)
Mathematics (MSc14)
Concentration Module (MSc14)
Elective (MSc14)
Elective in Data (MScData24)

Time and place

Exercise session: Fr, 14-16h, HS II, Albertstr. 23b
Sit-in exam 08.03., 09:00-12:00

Teacher: Moritz Diehl
Assistant: Florian Messerer
general:

Compulsory Elective in Mathematics (BSc21)

Time and place

Exercise session: Do, 14-16h, SR 226, Hermann-Herder-Str. 10
Sit-in exam 22.09., 13:00-00:00
Sit-in exam (resit) 06.03., 13:00-16:00

Teacher: Moritz Diehl
Assistant: Florian Messerer
general:

Compulsory Elective in Mathematics (BSc21)

Time and place

Exercise session: Fr, 10-12h, HS II, Albertstr. 23b

Teacher: Moritz Diehl
Assistant: Florian Messerer
general:

Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)

Teacher: Moritz Diehl
Assistant: Florian Messerer
general:

Compulsory Elective in Mathematics (BSc21)

Time and place

Exercise session: Fr, 10-12h, SR 226, Hermann-Herder-Str. 10

Teacher: Moritz Diehl
Assistant: Florian Messerer
general: