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Lecture

Optimal Control: KKT Conditions

In course

MATH-351: Advanced numerical analysis II

The student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail. ...

Description

This lecture covers the topic of optimal control, focusing on the Karush-Kuhn-Tucker (KKT) optimality conditions. The instructor explains the conjugate gradient method for solving non-linear optimization problems with constraints, illustrating the application of these concepts through various examples.

Instructor

Marco Picasso

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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