2243030 – Optimal and Model Predictive Control

Many problems in industry and economy rely on the determination of an optimal solution satisfying desired performance criteria and constraints. In mathematical terms this leads to the formulation of an optimization problem. Here it is in general distinguished between static and dynamic optimization with the latter involving a dynamical process. This lecture gives an introduction to the mathematical analysis and numerical solution of dynamic optimization problems with a particular focus on optimal control and model predictive control. The lecture will address the following topics: 1. Fundamentals of dynamic optimization problems 2. Dynamic optimization without and with constraints 3. Linear and nonlinear model predictive control 4. Numerical methods. Selected examples will be considered and solved in the exercises. This will be supported by dedicated computer exercises.