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This doctoral course provides an introduction to optimal control covering fundamental theory, numerical implementation and problem formulation for applications.
In mathematics and computer science, an algorithm (ˈælɡərɪðəm) is a finite sequence of rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can use conditionals to divert the code execution through various routes (referred to as automated decision-making) and deduce valid inferences (referred to as automated reasoning), achieving automation eventually.
We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a