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ECSE 507 Optimization and Optimal Control (3 unit茅s)

Offered by: G茅nie 茅lectr. et informatique (G茅nie et l'architecture)

Vue d'ensemble

G茅nie 茅lectrique : General introduction to optimization methods including steepest descent, conjugate gradient, Newton algorithms. Generalized matrix inverses and the least squared error problem. Introduction to constrained optimality; convexity and duality; interior point methods. Introduction to dynamic optimization; existence theory, relaxed controls, the Pontryagin Maximum Principle. Sufficiency of the Maximum Principle.

Terms: Hiver 2023

Instructors: Michalska, Hannah (Winter)

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