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Optimization of static and dynamical Systems (Opt) Summary

Summary
2020-07-03

Author: Fabian Damken


This document contains a summary of the material from the lecture "Optimization of static and dynamical Systems" at the TU Darmstadt.

Disclaimer: The correctness of the provided content is not set. The risk is taken by the user.


Changes

  • 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).

Files

opt_summary-v01.pdf (781 KB) opt_summary-v01.pdf Optimization of static and dynamic Systems Summary Version 1 Fabian Damken, 2020-07-04 23:09
opt_summary-v02.pdf (837 KB) opt_summary-v02.pdf Optimization of static and dynamic Systems Summary Version 2 Fabian Damken, 2020-07-05 17:48
opt_summary-v03.pdf (873 KB) opt_summary-v03.pdf Optimization of static and dynamic Systems Summary Version 3 Fabian Damken, 2020-07-06 00:41
opt_summary-v04.pdf (911 KB) opt_summary-v04.pdf Optimization of static and dynamic Systems Summary Version 4 Fabian Damken, 2020-07-06 17:19
opt_summary-v05.pdf (945 KB) opt_summary-v05.pdf Optimization of static and dynamic Systems Summary Version 5 Fabian Damken, 2020-07-07 20:54
opt_summary-v06.pdf (963 KB) opt_summary-v06.pdf Optimization of static and dynamic Systems Summary Version 6 Fabian Damken, 2020-07-08 14:15
opt_summary-v07.pdf (988 KB) opt_summary-v07.pdf Optimization of static and dynamic Systems Summary Version 7 Fabian Damken, 2020-07-08 18:51
opt_summary-v08.pdf (1.04 MB) opt_summary-v08.pdf Optimization of static and dynamic Systems Summary Version 8 Fabian Damken, 2020-07-09 20:16
opt_summary-v09.pdf (1.07 MB) opt_summary-v09.pdf Optimization of static and dynamic Systems Summary Version 9 Fabian Damken, 2020-07-10 21:42
opt_summary-v10.pdf (1.1 MB) opt_summary-v10.pdf Optimization of static and dynamic Systems Summary Version 10 Fabian Damken, 2020-07-11 16:58
opt_summary-v11.pdf (1.11 MB) opt_summary-v11.pdf Optimization of static and dynamic Systems Summary Version 11 Fabian Damken, 2020-07-11 17:56
opt_summary-v12.pdf (1.11 MB) opt_summary-v12.pdf Optimization of static and dynamic Systems Summary Version 12 Fabian Damken, 2020-07-15 21:06
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