ELEC 6685 - Optimization of Engineering Systems

Prerequisite: ELEC 6604. The calculus of variations, functionals, linearity of functionals, closeness of functions, the increment of a functional, maxima and minima of functionals, the fundamental theorem of the calculus of variations, the variational problem, Euler-Lagrange equations, boundary conditions, the transversality conditions, piece-wise-smooth extremals, the first and second carrier conditions, Lagrange multiples, the Hamiltonian canonical equations, the control problem, the problems of Lagrange and Mayer, Strong's variation, Legendre conditions, Weierstrass excess function, Pontryagin's minimal principle. 3 credits.