| 02711 Static and Dynamic Optimization |
| Danish title: Statisk og dynamisk optimering |
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Language: English ECTS-creditpoints: 5
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| Type: civil engineering course, open university |
| Recommended semester: 4th -7th semester |
| Scope and form: Lectures and 3 reports |
| Evaluation: Approval of coursework/reports
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| Examination: 13-scale |
| Previous course: 04231 |
| Prerequisites: 02701 / 04030 / C0403 |
| No credit points with: 04231 / C0404 |
| Aim: To give a well-founded knowledge, both theoretically and practically, of static and dynamic optimization models for data-based decision making, enabling students to formulate and solve operations research and technical-economic models. |
| Contents: Static optimization: Everett theory, Kuhn-Tucker theory, duality, gradient methods. Examples of economic and technical applications: production planning, process control, economic models. Dynamic optimization: Control theory, Pontriagin's maximum principle, dynamic programming, Bellman's optimality principle. Examples of economic and technical applications: pipe line problem, production planning, economic models. |
| Contact: Rene Victor Valqui Vidal, building 321, (+45) 4525 3379, vvv@imm.dtu.dk |
| Course URL: http://www.imm.dtu.dk/courses/02711 |
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