Ph.D. course
September 2011

Problems of Advanced Optimization

3rd Session

Time: Monday September 12, 2011,  kl. 08:30
Place: G5-109, Fredrik Bajers Vej 7G, 9220 Aalborg


Repetition: the main ideas behind the Lagrange multiplier method, and calcululs of variations.
A not so gentle introduction to the Maximum Principle. We will use these notes.
Exercise session, based on the exercises given in the notes. You're also welcome to ask your own questions.


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: some applications of the Euler-Lagrange equations.

Updated d.07/09/2011 by Horia Cornean.