Summer School on Numerical Optimal Control and Embedded Optimization

Aim of this intensive course is to give both theoretical background and hands-on practical knowledge in numerical methods to solve optimal control problems with nonlinear differential equation models. In particular, participants shall become able to formulate and to numerically solve optimal control problems with help of modern computing tools.

Week 1 Group Picture:

Week 2 Group Picture:

Dates and Registration

The summer school on Numerical Optimal Control takes place from 27th July – 7th August 2015. To apply for a place in the course, please fill in the  following webform: Registration/application deadline is June 1st, 2015. More information can be found on the Course Announcement Flyer.

Course schedule

>> The detailed program for the course can be found here. <<

Note: for the course registration (where you will receive the welcome package etc), you are kindly invited to arrive between 8:30 and 9:00am on Monday, July 27th.

Social event: hike in the black forest

>> The detailed information for the hike can be found here. <<
! UPDATE for the hikers: a summary can be found here, our group “drone” video here and some extra pictures here !


Course material

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>> To be informed about future events, you can subscribe to our mailing list here.

Project presentations

The order of project presentations can be found here
>> To upload your PDF slides (max 5 slides, 6 mins presentation): use the folder here <<
>> To provide feedback on the project work and presentation: use the form here <<

Software tools: installation instructions

Mainly, you will need a recent MATLAB installation to which you have access (remotely). It is best if your version is from 2011 or more recent and we will need the Control System and Optimization toolboxes already installed.

In addition, the following tools will be used from MATLAB throughout the course and therefore need to be installed by all participants beforehand. This is the complete list in the order in which we will use these tools in the corresponding exercise sessions (again, please install these before the exercises):

YALMIP – home page, installation instructions (while this website is down, you can clone the git repository here)
qpOASEShome page, installation instructions
FORCES Pro – home page, installation instructions
ECOS – home page, installation instructions
ACADO – home page, installation instructions

MPT3 – home page, installation instructions

Other useful tools for embedded optimization, but not covered in the exercises of this course (incomplete list):
qpDUNES – home page, installation instructions
HPMPC – home page
FiOrdOs – home page, installation instructions
CVXPY – home page, installation instructions
CVXGEN – home page

Exercises: sheets, template files and solutions

Lectures: slides, videos and additional material
For downloading the videos please right-click on the links and select “Save link as…”
If you encounter the audio-signal of the videos only on the left channel please playback in mono on your PC (easy with VLC player) or wait 1-2 days after each Video is released. Issue will be fixed on each video after some time.

Recomended books and other links

  • A script which covers most contents of the course (and more), is available here: M. Diehl: Optimal Control And Estimation
  • Bryson, A., and Ho, Y. Applied optimal control: optimization, estimation, and control. Blaisdell, Waltham, MA, 1969.
  • Biegler, L. T. Nonlinear Programming. MOS-SIAM Series on Optimization. SIAM, 2010.
  • Betts, J. Practical Methods for Optimal Control and Estimation Using Nonlinear Programming, 2nd ed. SIAM, 2010.
  • Book “Model Predictive Control” by J. Rawlings and D. Mayne