EML 6934 - Optimal Control

Fall 2017

Course Instructor: Dr. Anil V. Rao, MAE-A 314, E-mail: anilvrao@ufl.edu. Tel: 352-392-5523 (Office)

Office Hours: MWF Period 3

Lecture Days and Times: MWF Period 6

Lecture Room: Florida Gym

Required Textbook: Kirk, D. E., *Optimal Control Theory: An Introduction,* Dover Publications, 2005.

Syllabus:

- Calculus of Variations
- Calculus of Variations Applied to Optimal Control
- Nonlinear Optimization
- Numerical Methods for Solving Optimal Control Problems

Assignments:

Course Project: The project for the course is as follows. Choose two optimal control problems, one from the "elementary" pptimal control problems list and one from the "advanced" optimal control problems list (see the project handout which can be found by clicking here). For the problem you choose from "elementary" list you must formulate the complete set of first-order optimality conditions for your problem using the calculus of variations. You must then solve your problem using an indirect numerical method and a direct numerical method that we have studied in the course. Next, for the problem you choose from "advanced" list you must choose a single method (indirect

*or*direct but not both). You must then analyze the quality of your solution. In your analysis, consider the following questions. Can you determine the proximity of your numerical solution to the “true” optimal solution. If you are unable to ascertain how close your solution is to the true optimal, how do you know you have obtained a reasonable approximation? What is the computational efficiency of the methods you applied to solve your problem? What are the limitations of the methods you have chosen on your problem. Given your analysis, what numerical method would you seek in order to overcome the deficiencies you found with the methods you chose? It is highly recommended that you now wait until the last minute to think of a problem for your project! The course project is due on 6 December 2017. Click here to download a copy of the course project.

Grading:

- Homework: 0 percent
- Take-Home Exam: 50 percent
- Final Project: 50 percent

Grading Scale:

- 95 to 100: A
- 90 to 95: A-
- 85 to 90: B+
- 80 to 85: B
- 75 to 80: B-
- 70 to 75: C+
- 65 to 70: C
- 60 to 65: C-
- 55 to 60: D+
- 50 to 55: D
- 45 to 50: D-
- Below 45: E