Ruprecht-Karls-Universität Heidelberg

Research Group
"Mathematical and Computational Optimization"

Teaching

Block Course: Optimization of Dynamic Processes

The main goal of this compact course is to provide insight into the state-of-the-art of the research area Optimization of Dynamic Processes. To this end, the foundations will be taught in a tutorial part with hands-on practical exercises. In a second part, current research projects will be presented by people working in the field.

The block course will build on a compact overview of deterministic optimization algorithms, derivative generation, and extensions towards optimal control. The theoretic overview will be complemented by practical hands-on exercises in the computer pool.

The four day introduction will be followed by one day with free discussion and/or speakers from Barcelona reporting on state-of-the-art projects in the field of optimization with differential equations.

Information

Organizers

The course will be organized and taught by Sebastian Sager and Michael Jung. It is hosted and locally organized by the work group of Dr. Carlos Ocampo-Martinez at the Universitat Politecnica de Catalunya.

Preliminary program

The preliminary program reads as follows

Time Tuesday Wednesday Thursday Friday
09h00-10h00 Introduction Dynamic Process Models Simulation and Derivatives MINLP algorithms
10h00-10h15 Coffee break
10h15-11h15 Linear Programming Optimal control: An Overview Algorithms for Modelling: Parameter Estimation, Optimum Experimental Design Modeling Issues
11h15-11h30 Coffee break
11h30-12h30 Nonlinear Programming Direct Multiple Shooting Robust control, NMPC Mixed-Integer Optimal Control
12h30-13h00 Discussion Discussion Discussion Discussion
13h00-14h30 Lunch
14h30-18h00 Practical exercises: AMPL + optimization Practical exercises: AMPL + optimal control Practical exercises: AMPL + dynamic optimization Practical exercises: AMPL + integer programming

Slides will be distributed for all lectures.

Registration

Please register by sending an email to curs-optim@iri.upc.edu before April 20, 2011.

Last modified by: Sebastian Sager on 2012-02-07
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