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This course is an introduction to the optimization and control of dynamical systems which are necessary tools in the design and management of systems that stem from sciences, technology, industry or services.

The first part of the course will be on optimization, with or without 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 to some important classes of problems, such as linear programming or sequential quadratic programming.

For the second part of the course, we will study the control of differential equations modeling time evolution problems. The notions of controllability, adjoint state and the minimum principle of Pontryaguine will be introduced.

Beyond these technical aspects, this course is also intended to illustrate the typical approach of applied mathematics which mixes modelization, mathematical analysis and numerical simulation, which are necessary to master in any innovative processes.

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