T2: Minimization of functions and functionals
Format
Compact course, 1 week
Contents
Optimization with WORHP Lab; Parameter Identification in ODEs; Parameter Identification for PDEs with Algorithmic Differentiation; Optimal Control; Analytical aspects of optimization
Basic texts
- K. Schittkowski, Numerical Data Fitting in Dynamical Systems, 2002
- M. Gerdts, Optimal Control of ODEs and DAEs, 2001
- Daniel Liberzon: Calculus of variations and optimal control theory
- Arthur E. Bryson: Applied Optimal Control
- Brian D.O. Anderson, John B. Moore: Optimal Control: Linear quadratic methods
© Margareta Runge