Optimization of static and dynamical Systems (Opt) Summary
Author: Fabian Damken
This document contains a summary of the material from the lecture "Optimization of static and dynamical Systems" at the TU Darmstadt.
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- Version 12
- Fixed bad parenthesis size in the BFGS algorithm.
- Fixed error in the curvature condition.
- Fixed Lagrangian formulation near the KKT conditions.
- Clarified which Hessian is meant in the Legendre-Clebsch condition.
- Fixed the matrix-Riccati (differential/algebraic) equation.
- Version 11
- Added further topics on optimal control (chapter 11).
- Version 10
- Added optimal feedback control (chapter 10).
- Version 9
- Added calculation of optimal trajectories (chapter 9).
- Version 8
- Added optimal control (chapter 8).
- Version 7
- Added minimization of functionals (chapter 7).
- Version 6
- Added parameter estimation (chapter 6).
- Version 5
- Added calculation of derivatives (chapter 5).
- Version 4
- Finished gradient-based optimization with constraints (chapter 4).
- Version 3
- Added gradient-based optimization with constraints (chapter 4); not finished yet.
- Version 2
- Added gradient-free optimization without constraints (chapter 3).
- Version 1
- Added gradient-based optimization without constraints (chapter 2).