This course is an introduction to optimization and control of dynamical systems which are instrumental in the design and management of systems arising in science, technology, industry or services.
The first part of the course is devoted to optimization, including or not constraints, in finite or infinite dimensions. After introducing some theoretical results on optimality conditions, the main focus will be on gradient-type numerical algorithms. Special attention will be paid on some important classes of problems, like linear programming or sequential quadratic programming.
The second part of the course is concerned with the control of differential equations, modeling time evolution problems. The notions of controlability, adjoint state and the minimum principle of Pontryaguine are the key ingredients introduced here.
Beyond these technical tools, this course is also intended to illustrate the typical approach of applied mathematics which mixes modelization, mathematical analysis and numerical simulation, all these aspects being crucial in any innovative processes.
- Teaching coordinator: Allaire Grégoire
- Teaching coordinator: Balazi Loic
- Teaching coordinator: Bogosel Beniamin
- Teaching coordinator: Goldman Michael
- Teaching coordinator: Mackowiak Pierre
- Teaching coordinator: Nabet Flore
- Teaching coordinator: Spillane Nicole