Optimal Control: Unconstrained and Constrained Problems

In course

Description

This lecture covers the optimization of unconstrained and constrained problems in optimal control, including the use of Lagrangian and KKT conditions. The instructor explains the process step by step, focusing on finding the optimal solutions and discussing the significance of sparsity in the context of the problems.

Instructor

Official source

https://mediaspace.epfl.ch/media/0_tsxhdblh

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related lectures (269)

Related concepts (63)

In physics and fluid mechanics, a boundary layer is the thin layer of fluid in the immediate vicinity of a bounding surface formed by the fluid flowing along the surface. The fluid's interaction with the wall induces a no-slip boundary condition (zero velocity at the wall). The flow velocity then monotonically increases above the surface until it returns to the bulk flow velocity. The thin layer consisting of fluid whose velocity has not yet returned to the bulk flow velocity is called the velocity boundary layer.

Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard.

This page describes some of the parameters used to characterize the thickness and shape of boundary layers formed by fluid flowing along a solid surface. The defining characteristic of boundary layer flow is that at the solid walls, the fluid's velocity is reduced to zero. The boundary layer refers to the thin transition layer between the wall and the bulk fluid flow. The boundary layer concept was originally developed by Ludwig Prandtl and is broadly classified into two types, bounded and unbounded.

In the seven-layer OSI model of computer networking, the network layer is layer 3. The network layer is responsible for packet forwarding including routing through intermediate routers. The network layer provides the means of transferring variable-length network packets from a source to a destination host via one or more networks. Within the service layering semantics of the OSI (Open Systems Interconnection) network architecture, the network layer responds to service requests from the transport layer and issues service requests to the data link layer.

An application layer is an abstraction layer that specifies the shared communications protocols and interface methods used by hosts in a communications network. An application layer abstraction is specified in both the Internet Protocol Suite (TCP/IP) and the OSI model. Although both models use the same term for their respective highest-level layer, the detailed definitions and purposes are different. In the Internet protocol suite, the application layer contains the communications protocols and interface methods used in process-to-process communications across an Internet Protocol (IP) computer network.