Ph.D. course
April 2009

Problems of Advanced Optimization

3rd Session

Time: Monday April 27, 2009,  kl. 09:00
Place: G5-109, Fredrik Bajers Vej 7G, 9220 Aalborg


Repetition: the main ideas behind the Lagrange multiplier method.
A not so gentle introduction to the Maximum Principle. We will use the set of notes from last time.
Exercise session, based on the exercises given in the notes.


There are only seven pages of notes, but they are very dense and sketchy. We will start with a short discussion on the existence and uniqueness of a solution to a first order differential equation. Then we will fomulate the main problem of optimal control theory, and try to understand it using a discretized approach.

The highlight of the day: a derivation of the Euler-Lagrange equations.

Created d.22/04/2009 by Horia Cornean.