Geometric and numerical methods in optimal control I

1. Optimal control of ODE's (video)

2. Example: Goddard's problem ("fly high") (video)

3. Refresher on Runge-Kutta methods (video)

4. A "do it yourself" direct solver (video)

Course notes

Hands on 1

Hands on 2

FAQ

References

ct (control toolbox)

Geometric and numerical methods in optimal control II

Julia tutorial

JuMP

Hager, W. W.; Hou, H.; Mohapatra, S.; Rao, A. V.; Wang, X.-S. Convergence rate for a Radau hp collocation method applied to constrained optimal control. Computational Optimization and Applications 74 (2019), 275-314

Hairer, E.; Lubich, C.; Wanner, G. Geometric Numerical Integration. Springer, 2006