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MATH0018-1

Introduction to Optimisation theory

[ version française ]

Duration :30h Th, 30h Pr
Credits/ECTS :
5th year of the 5 year degree in civil engineering in electricity (electronics)6,5
4th year of the 5 year degree in civil engineering in computer sciences5,5
Holder(s) :François‑Xavier Litt
Course contents : The idea of optimisation, the problem of optimal control of a continuous or discrete time process.
Searching the minimum of a function with constraints, application to the optimal control of a discrete time process.
Classical theory of the calculus of variations, application to optimal control examples.
Pontryaguin maximum principle.
Minimum time optimal control, problem of the state regulator, Riccati equation.
Dynamic programming.
Course objective : Description and study of optimisation problems in automatic control.
Prerequisites :
  • SYST0002-1 Modélisation et analyse des systèmes
  • SYST0003-1 Analyse des systèmes et introduction à leur synthèse.


Particular link with another course:
  • Upstream: SYST0003-1 Analyse des systèmes et introduction à leur synthèse.
Workshops : Practical work : each student shall solve, if necessary by numerical methods, a particular problem.
Organization : This course is taught at the first semester.
The intersted sudents should get in touch with the teacher as soon as possible at the beginning of the academic year to fix the schedule.
Written notes :
  • Working book :
    Introduction à la théorie de l'optimisation, F.X. Litt; on sale at AEES.
  • Recommended readings:
    see the list in the working book.
Assessment : 1st session (June): practical work: 50%, oral exam: 50%, no written exam.
2nd session: oral exam: 100%, no written exam.
Contacts : Teacher: F.X.Litt, Institut Montefiore, B28, Sart Tilman, 4000 Liège ; Tél. 04/366.26.92 ; Fax 04/366.28.74 ; e-mail FX.Litt@ulg.ac.be
Secretary : M.T.Ratz, Tél 04/366.26.81; e-mail MT.Ratz@ulg.ac.be
Assistants : D. Detry, V. Leroy, C. Thiernesse.
NB : Modifications to this list of assistants can occur during the academic year.
Remarks :
  • Every attributed grade (even partial, i.e. practical work or oral exam) can be maintained.
  • The students following this course as "free auditors" must always (even if the oral exam is taken in September) have done the practical work.




ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 8/04/2005
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