Optimal Control. Instructor: Prof. G. D. Ray, Department of Electrical Engineering, IIT Kharagpur. This course deal with topics in the static and dynamic optimization problems. An overview of optimization problem, some examples of optimum design problem. Concepts and terms related to optimization problem, necessary and sufficient conditions for a multivariable function. Effects of scaling or adding a constant to an objective function and understanding of constrained and unconstrained optimization problems. Concept of Lagrange multipliers and its application to unconstrained optimization problem. Solution of unconstrained optimization problem. Solution of constrained optimization problem using Karush-Kuhn-Tucker conditions. Basic concept of interior penalties and solution of convex optimization problem via interior point method. Linear programming. Two-phase simplex method. Primal and dual problems. Statement of Linear quadratic regulator (LQR) problem. Optimal solution of LQR problem. Frequency domain interpretation of LQR problem. Stability and robustness properties of LQR design. (from nptel.ac.in)
|Introduction to Optimization|
Instructor: Prof. G. D. Ray, Department of Electrical Engineering, IIT Kharagpur. This course deal with topics in the static and dynamic optimization problems.