HW #2 deadline extended to Feb 9. I wrote down some notes during the office hour today and they may be helpful.
In problem #3, there is a terminal equality constraint which we haven't talked about in class. For a (2n)th order difference equation, one needs 2n boundary condition to find a unique solution. In the terminal penalty case that we discussed so far, the boundary conditions are given by x0 and lambda_N. In the fixed terminal condition case (like problem #3), the boundary conditions are given in terms of x0 and xN (so no boundary condition on lambda). For part (b), write all the equations out (x_1 = x0 * u0 + 1, x_2 = ..., u0= .., u1=.., lambda_1= ..., lambda_0 =..., etc.) and solve the tpbvp by hand. For part (c), eliminate all state variables to obtain the objective function dependent on u0 and u1 with one equality constraint (just like the water tank problem that we discussed in class). This is just like problem #1, the solution should of course agree with your answer in part (b).
CLASS CANCELLED ON THURSDAY 2/5
Homework #2 is on-line.
Homework #1 is on-line.
1. Note that the classroom is JEC 4304 (SIS lists some room in Academy Hall – this is an error).
2. Send email to me (firstname.lastname@example.org) to add your email address to the course mailing list. Include in your email the following information:
Background (linear/nonlinear programming, system theory, control theory, etc.)
3. The textbook, Applied Optimal Control by Bryson and Ho, can also be purchased from Amazon or Barnes and Noble.
4. Optimization Methods (ECSE 6430) is not required in this course but is recommended. Background in Systems Analysis Techniques (ECSE 6400) is essential, however.