Optimization Methods(English)(1),20/21-R

Extremes of analytic function. Extreme types. Minimum and maximum conditions of analytical function. General optimization problem formulation. Criteria and constraint types. Linear and nonlinear programming, the numerical methods. Gradient method. Local and global optimum. Universal and specialized optimization software. Functionals, the classical methods of functional minimization. Optimal control task standard form. Introduction to optimal control - Pontryagin maximum principle and dynamic programming. Introduction to multiobjective and robust optimization. In this course, students are not creating own optimization software codes, but will use specialized commercial software. Theoretical training target is to create the ability to formulate different optimization problems and use of commercial computer software for problem solution.