| Course code | KUL14 |
| Course title | Embedded and Convex Optimization for Control |
| Institution | Katholieke Universiteit Leuven |
| Course address | OPTEC and ESAT, K.U. Leuven, 3001 Heverlee |
| City | Leuven |
| Minimum year of study | 5th year |
| Minimum level of English | Good |
| Minimum level of French | None |
| Key words | Numerical mathematics, optimization, direct optimal control methods, object oriented programming, interest in real world applications, dynamic system modeling |
| Language | English |
| Professor responsible | Prof. Dr. Moritz Diehl |
| Telephone | +32 16 32 18 84 |
| Fax | +32 16 32 85 39 |
| moritz.diehl@esat.kuleuven.be | |
| Participating professors | Prof. Moritz Diehl (Leuven) and Prof. Stephen Boyd (Stanford) |
| Number of places | Minimum: 10, Maximum: 36, Reserved for local students: 6 |
| Objectives | The course on Embedded and Convex Optimization for Control is an interactive course which shall provide the participants with a strong working knowledge about the methods and applications of convex and dynamic optimization in engineering applications. The course will consist of lectures, interactive sessions and guided computer exercises. The goal is that towards the end of the course, every participant will be working on formulating and solving a dynamic optimization problem of her/his own choice in the field of embedded optimization. |
| Programme to be followed | The course will start with an overview about state of the art numerical optimization algorithms and formulations of convex optimization problems. These overview lectures will be given by Steven Boyd and are designed to provide the background knowledge for using modern convex optimization tools such as CVX. The introductory course will be accompanied by guided computer exercises in MATLAB and C++. In a second part of the course non-convex optimization and optimal control methods will be discussed. This part of the course will be thought by Moritz Diehl and shall provide working knowledge for solving non-convex optimization problems with a strong focus on dynamic optimization. Also this part of the course will be accompanied by computer exercises introducing to the automatic control and dynamic optimization software ACADO Toolkit. Finally, in the third part of the course, the participants will learn how to apply their new knowledge to self-chosen control applications. There will be applications from several fields that are treated in self-chosen tutorial projects by the participants in the last two days of the course. Particular emphasis is put on embedded and convex optimization problems. |
| Prerequisites | This course is aimed at 5th year master students with very strong skills in mathematics and a working knowledge of programming in C and MATLAB. Strong knowledge of analysis and linear algebra (2 years) is Requested and knowledge of numerical mathematics is very helpful. |
| Course exam | A short written exam for self-assessment and rehearsal will be held on Friday morning and the remaining time is devoted to individual computer projects performed by the participants. |
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