Numerical optimization and optimal control for dynamical systems [146442]

Numerical Methods

Author

Affiliation

Enrico Bertolazzi

University of Trento, Department of Industrial Engineering

Contents

This volume collects the numerical methods of the course Numerical optimization and optimal control for dynamical systems: the algorithms, their order and stability properties, and the Python laboratories that reproduce them.

The mathematical theory they rest on is in the companion volume, the course notes, whose parts and chapter names this book mirrors; exercises and worked examples are in Exercises and worked examples.

• Constrained Minimization
  • Optimization Algorithms
    • Unconstrained Optimization
    • Constrained Optimization
• Ordinary Differential Equations
  • Numerical Methods for IVPs
  • Taylor Methods for ODEs
  • Runge–Kutta Methods
  • Linear Multistep Methods
  • Absolute Stability and Stability Regions
  • Checking the Order of a RK Method
• Differential-Algebraic Equations
  • Numerical Methods for DAEs
• Optimal Control
  • Numerical Methods for Optimal Control
• Python Toolchain
  • Configuring Python with Miniconda
  • Notebook Catalogue and Reproducibility