ECE Course Outline

ECE6553

Optimal Control and Optimization (3-0-3)

Prerequisites
ECE 6550
Corequisites
None
Catalog Description
Optimal control of dynamic systems, numerical optimization techniques and their applications in solving optimal-trajectory problems.
Textbook(s)
Calculus of Variations and Optimal Control Theory: A Concise Introduction.(optional) (comment: FREE Internet copy: https://netfiles.uiuc.edu/liberzon/www/teaching/cvoc.pdf 2011)

Topical Outline
Introduction to Optimization (2 weeks)
     Optimality conditions for unconstrained problems
     Constrained problems and Kuhn-Tucker points

Optimal Control Theory (5 weeks)
     Calculus of variations
     Necessary optimality conditions via the costate equations
     The LQR theory
     Pontryagin's maximum principle

Optimization Algorithms (5 weeks)
     Gradient-descaent methods for unconstrained problems
     Conjugate gradients
     Newton and quasi-Newton methods
     Constrained optimization algorithms - penalty function and bundle
          methods

Numerical methods for Optimal Control (2 weeks)
     Consistent approximations
     Optimal-control problems with input constraints
     Optimal-contyrol problems with state constraints