Optimization for Systems and Control
- Slides, online lectures, notes, target dates for each of the chapters:
- Introduction to the course (Sept. 12)
- Chapter 1: Introduction (Sept. 12 and 19)
- Chapter 2: Linear programming (Sept. 19 and 21)
- Chapter 3: Quadratic programming (Sept. 21)
- Chapter 4: Nonlinear optimization
without constraints (Sept. 26)
- Chapter 5: Nonlinear optimization with
constraints (Sept. 28)
- Chapter 6: Convex optimization (Sept. 28, Oct. 5 and 17)
- Chapter 7: Global optimization (Oct. 17)
- Chapter 9: Matlab optimization toolbox (Sept. 21 and Oct. 17)
- Chapter 8: Optimization: Summary (Oct. 19)
- Chapter 10: Multi-objective optimization (Oct. 24)
- Chapter 11: Integer optimization (Oct. 24)
- Question hour for Chapters 1-11 (Oct. 26)
- List of errata for the lecture notes:
- Exams and their solutions (note that for the new
course SC42056 only Questions 1 and 2 apply):
- Additional sample exams (note that for the new
course SC42056 only Questions 1 and 2 apply):
- Exercises
- Matlab m files for the examples in the lecture notes: