Description: Optimal control is the problem of synthesizing controllers for dynamic systems such that a certain performance function is minimized. Today, the stress is on developing efficient numerical methods for solving a class of optimal control problems (herein convex optimization). Optimal control finds its application not only in engineering, but also in economics, biology and logistics.
The course has two main parts, which in headlines are: "Optimal Control" and "Optimization".
In the first part of the course we concentrate on the foundation of optimization aiming at the characterization of necessary conditions for local optimality given by the celebrated Karush-Kuhn-Tucker theorem. We then specialize to convex optimization techniques including Dual Decomposition and the Alternating Direction Method of Multipliers (ADMM), as they provide tangible methods for solving (convex) optimization problems.
The second part of the course will be devoted to optimal control in the form of Model Predictive Control (MPC). We will focus on MPC for linear dynamical systems with quadratic performance function, and show how techniques from optimization enable us to synthesis controllers in the MPC scheme.
Prerequisites: Knowledge of linear algebra and basic calculus.
Organizer: John-Josef Leth
Lecturers: John-Josef Leth, Jan Østergaard
Time: 19 - 23 April 2021
Place: Aalborg University
Zip code: 9220
Number of seats: 30
Deadline: 29 March 2021
Important information concerning PhD courses: We have over some time experienced problems with no-show for both project and general courses. It has now reached a point where we are forced to take action. Therefore, the Doctoral School has decided to introduce a no-show fee of DKK 3.000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start. This can hopefully also provide new students a chance to register for courses during the year. We look forward to your registrations.