KON 428E - Introduction to Optimal Control

Course Objectives

Learning optimization techniques including constraint and unconstraint optimizations. Considering optimal quadratic cost function for linear systems, study how to solve it, and provide optimal control signals.

Course Description

Optimization of vector functions and first-order and second-order necessary conditions are considered. Then equality and inequality constraint optimization are taken into account and Lagrange multipliers are employed to solve them. Considering the dynamics of the linear system as a constraint of quadratic optimization functional, optimal control signal is designed