2243060 – Principles of Constrained Static Optimization

Optimization problems arise in a broad variety in different scientific and engineering domains ranging from the fit of parameter based on a performance criterion to finding extreme values of an objective function and further extending to machine learning applications. While dynamic optimization (addressed on the module M-CIWVT-106317) involves dynamical systems in static optimization the minimization (maximization) of functions subject to equality and inequality constraints is considered. This module gives an introduction to the mathematical analysis and numerical solution of unconstrained and constrained static optimization problems. The lecture addresses the following topics: • Fundamentals of static optimization problems • Unconstrained static optimization • Constrained static optimization • Numerical methods Selected examples are considered and solved in the exercises and dedicated computer exercises.