Credits: 9

Type: professional

Objectives:

Introduction to the study of defined extreme problems with finite-dimensional conjuncts, reducing the combinatorial order of resolution methods to the maximum; resolution of problems in economics, applied sciences and engineering modelled by differential equations used with optimal control theory.

Knowledge:

• Nonlinear optimisation without constraints: quasi-Newtonian methods, gradient type methods, methods of conjugate directions and for nondifferentiable convex functions.
• Nonlinearly constrained optimisation: optimality conditions, Lagrangian duality. Resolution methods.
• Introduction to control theory: motivation, controllability, problems of control for optimal time.
• Existence theorems for problems of optimal control. Pontragin's maximum principle. Applications.

Subject-specific competences:

• To formulate real mathematical problems of optimisation.
• To formulate and resolve problems in nonlinear optimisation and control theory.
• To use numerical resolution techniques.