Practical Optimization for Mechanical Engineers
Lecture
Date: Monday, 16:00h - 17:30h
Room: MB 243
Start: 09.10.2023
Exercise/Lab
Date: Wednesday, 10:15h - 12:00h
Room: MB 142
Start: 11.10.2023
Course goals
This course focuses on the basic methods for solving linear and nonlinear constrained optimization problems, including the direct discretization of optimal control problems and simple neural networks, making special emphasis in the educated use of the state-of-the-art routines offered by Matlab’s optimization toolbox. Most of the examples and exercises presented in this course are derived from actual applications in the fields of mechanics and robotics.
The goal of the course is to train the students on how to solve practical optimization problems efficiently using tools like Matlab.
Content
The course is organized in five parts, each part focusing on the understanding of one family of optimization problems. In each part, at least one practical problem will be discussed in detail and subsequently solved using Matlab.
- Linear optimization problems: Simplex method
- Unconstrained nonlinear problem: Basic descent methods, Newton methods
- Constrained nonlinear problems: Penalty and barrier methods, Lagrange methods, Sequential quadratic programming methods
- Introduction to neural networks
- Introduction to calculus of variations and optimal control
Information regarding the exam
The exam is split into two parts: A theoretical part, in which students solve given optimization problems using pen a paper (2/3 of the final mark), and a practical part in which students solve a given optimization problem using Matlab (1/3 of the final mark). To pass the exam, a minimum of 40% of the points corresponding to each part must be attained.
Further details about the exam will be given at a later point in time.
Äquivalenz der Prüfungsordnungen im Studiengang Maschinenbau
Im Rahmen der Prüfungsordnung PO19 erbrachte Prüfungsleistungen sind für die Veranstaltung Practical Optimization for Mechanical Engineers ohne Erbringung von zusätzlichen Studienleistungen für die Prüfungsordnung PO24 anrechenbar.