Convex Optimization for Control, 9+3 credits
Course type
Advanced course
Periodicity
Irregular
Intended audience
Students who want to get an introduction to
convex optimization with emphasis on applications in control.
Contents
The course is based on material developed by Stephen Boyd
at Stanford University and Lieven Vandenberghe at UCLA. A more detailed
description of the contents is given in the schedule.
Organization
There will be 12 lectures. The students are expected
to participate in 4 exercise sessions, solve 2 home work problems and carry out
a non-mandatory project. There is a final exam. It is compulsory to attend the
lectures and the exercise sessions.
Schedule
First lecture is March 13, 13.15-15.00, Nollstället, see detailed
schedule.
Literature
We will mainly use the book Boyd, S. and L. Vandenberghe:
"Convex Optimization", Cambridge University Press, 2004. Additional references are
- A. Ben-Tal and A. Nemerovski, Lectures on Modern Convex Optimization
- Analysis, Algorithms, and Engineering Applications, MPS-SIAM Series on
Optimization, MPS-SIAM.
- D. Bertsekas, Nonlinear Programming, Athena Scientific.
- D. Luenberger, Linear and Nonlinear Programming, Addison-Wesley.
- J. Nocedal and S. Wright, Numerical Optimization, Springer.
- H. Wolkowicz, R. Saigal, and L. Vandenberghe, Handbook of
Semidefinite Programming: Theory, Algorithms, and Applications, Kluwer
Academic Publishers.
- S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix
Inequalities in System and Control Theory, SIAM.
- L. El Ghaoui, and S.-I. Niculescu, Advances in Linear Matrix
Inequality Methods in Control, SIAM.
Software
Some tools are:
Examiner
Anders
Hansson, Department of Electrical Engineering (hansson@isy.liu.se, phone: +46 13
281681)
Exam
From 2018-06-14 until 2016-08-31 you may down-load the exam.
After 36 hours you put the exam in an envelop, seal it, and hand it in.
Exams should be handed in no later than 2018-08-31. Notice that you
may not use any information on the internet in order to solve the
exam.Go
get it