Optimization and Optimal Control: An Overview

This is a short lecture on Optimization and Optimal Control with an objective of introducing the Lagrangian approach to find an optimal 'control' function for a system described by frist-order coupled linear ODEs. Two illustrative examples with Matlab code are described. Applications of optimization and optimal control in N-particle transport is discussed at the end. This lecture is an easy-to-understand exercise.

[muhammadidrees]

Sir, Please also upload more lectures on optimization. Thank you.

[sereenbutt]

It is so good to see your lectures here. wish you all the very best Sir

[faizanali]

It is amazing to find out that you have a youtube channel Sir. You are putting great content, for free, thank you so much for that.
Sir are you panning to make a complete series on non-linear optimal control using optimization methods?
It would be great to see convex and non-convex methods being applied over control problems. One topic in particular "successive convexification" is something I am struggling to understand, it would be great if you kindly cover it someday, that would be awesome. Thank you Sir

[feriferi]

Sir. If in optimal control equation theare some Variabel optimal state, how to solve that??

[priyaverma]

How to solve optimal control problem with 'two' parameters, by matlab

[suddhyashilsarkar]

What will be the code if there are more than 2 equations., say 3: x_1, x_2, x_3