Numerical optimization for practitioners

Prof. Dr. Angelika Altmann-Dieses, Adrian Bürger, Prof. Dr. Moritz Diehl

The course takes place on July 17, 2017, 11:00-16:00 and July 18, 2017, 11:00-13:00 in Rastatt, and is part of
the PhD summer school "Resiliente Energieversorgung aus erneuerbaren Energien".


Course description

The aim of the course is to give a hands-on introduction into modern methods for the solution of optimization problems in science and engineering. The lectures are accompanied by intensive computer exercises which are based on the tools MATLAB and CasADi.

Course participants shall bring own laptops with an installation of MATLAB and CasADi. For help with the installation of CasADi, which is an environment and algorithm collection for optimization that can be used from MATLAB, please refer to the installation instructions summarized below.


Course schedule

July 17, 2017

 Time   Topic   Lecturer(s)
 11:00   Optimization Overview   Prof. Altmann-Dieses 
 12:00   Linear Optimization   Prof. Altmann-Dieses, Adrian Bürger 
 12:30   CasADi Installation   Adrian Bürger 
 14:00   Exercise on Linear Optimization    Adrian Bürger 
 15:00   Newton-Type Optimization (talk 1, talk 2, talk 3  Prof. Diehl 
 16:00   End   - 


July 18, 2017

 Time   Topic   Lecturer(s)
 11:00   Exercise on Nonlinear Optimization   Adrian Bürger 
 13:00   End   - 


Installation instructions

The computer exercises will be conducted using MATLAB and CasADi. To be able to take part, please bring a laptop (Windows, Linux or Mac) that meets the following prerequisites:

  1. Please make sure you have a working installation of MATLAB version R2014b or newer on your laptop. If you for some reason do not have access to a MATLAB license, CasADi can alternatively be used from Python (e. g. on Windows and Linux). We will provide both MATLAB and Python templates for the exercises, though the solutions will be presented in MATLAB.
  2. Depending on your operating system and whether you use MATLAB or Python, please visit the CasADi download page, download the correct version, and follow the installation instructions given on the page (which basically consist of adding the unzipped CasADi folder to the paths of MATLAB or Python, respectively).
  3. To assure that the installation was successful, please run the simple test code lines stated on the web page.

If you encounter problems with the installation, please contact Adrian Bürger.