Hans Joachim Oberle

Optimal Control of Ordinary Differential Equations
Winter Term 2012/13

Lectures:     Tu,   12:15-13:45,   Geom H2,   Fr,   14:15-15:45,   Geom H4;   Begin: Oct., 16
Exercises:     Fr,   16:15-17:45,   Geom 431;   Begin: Oct., 19

In practical control problems it is often desired to optimize a given cost functional while
satisfying constraints in form of ordinary differential equations with respect to state
and control variables and further inequality constraints. This kind of problems are denotes as
optimal control problem. The present course provides in introduction to the classical variational
calculus and to optimal control. Some of the topics are: optimality principles,
Euler-Lagrange equations, Legendre condition, minimum principle, necessary and sufficient
conditions, applications to chemical engineering, economics, aeronautics and robotics,
numerical algorithms for optimal control problems.

Literature.pdf    MIT_OpenCourse

---

Exercises:

Exercise1.pdf   Exercise2.pdf   Exercise3.pdf   Exercise4.pdf   Exercise5.pdf
Exercise6.pdf   Exercise7.pdf   Exercise8.pdf   Exercise9.pdf   Exercise10.pdf
Exercise11.pdf   Exercise12.pdf
examination.pdf   results-exam.pdf

Script (in German):

optcon01.pdf   optcon02.pdf   optcon03.pdf   optcon04.pdf   optcon05.pdf
optcon06.pdf   optcon07.pdf   optcon08.pdf   optcon09.pdf   optcon10.pdf
optcon11.pdf   optcon12.pdf   optcon13.pdf   optcon14.pdf   optcon15.pdf
dgl11.pdf

Programs:

optim01.m   optim01.eps
ode01.m   ode02.m   ode03.m   dreikoerper.pdf   threebody.m   threebody.eps
brachi.m   cycloid.m
bvpmat1.m   bvpmat1a.eps   bvpmat1b.eps   bvpmat2.m   bvpmat2a.eps   bvpmat2b.eps
bvpmat3.m   bvpmat3.eps   bvpmat4.m   bvpmat4a.eps   bvpmat4b.eps   bvpmat5.m   bvpmat5.eps
bvpmat6.m   bvpmat6.eps   ramsey.m   ramsey.eps   BVP4C_Tutorial.pdf
exercise12.m   exercise12a.eps   exercise12b.eps
exercise23.m   exercise23.eps   exercise24.m   exercise24.eps
exercise32.m   exercise32a.eps   exercise32b.eps
exercise43.m   exercise43.eps   exercise43.txt
exercise52.m   exercise52.eps   exercise53.m   exercise53a.eps   exercise53b.eps   exercise54.m   exercise54.eps
exercise63.m   exercise63a.eps   exercise63b.eps
exercise71.m   exercise71a.eps   exercise71b.eps   exercise73.m   exercise73a.eps   exercise73b.eps   exercise73c.eps
exercise81.m   exercise81a.eps   exercise81b.eps   exercise81c.eps   exercise81d.eps   exercise82.m
exercise82a.eps   exercise82b.eps   exercise83.m   exercise83a.eps   exercise83b.eps
exercise10_2.m   exercise10_2a.eps   exercise10_2b.eps   exercise10_2c.eps   exercise10_3.m   exercise10_3.eps
exercise11_4.m   exercise11_4.eps
exercise12_1.m   exercise12_1.eps   exercise12_2.m   exercise12_2a.eps   exercise12_2b.eps
miele01.m   miele01.eps   miele02.m   miele02.eps

MATLAB