ECSE-6430

Optimization Methods

Linear programming, nonlinear programming, iterative methods, and dynamic programming are presented, especially as they relate to optimal control problems. Discrete and continuous optimal regulators are derived from dynamic programming approach, which also leads to the Hamilton-Jacobi-Bellman Equation and the Minimum Principle. Linear quadratic regulators, linear tracking problems, and output regulators are treated. Linear observer and the separation theorem are developed for feedback controller implementation. Prerequisite: ECSE-2410. Corequisite: ECSE-6400. Fall term annually.

3 credit hours