Ruprecht-Karls-Universit├Ąt Heidelberg

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Research Group
"Mathematical and Computational Optimization"


Compact Course: Optimization with Differential Equations

The compact course Optimization with Differential Equations will be held within SS 2012 for master-, diploma, and PhD-students at the Otto-von-Guericke-Universität Magdeburg / Max-Planck Institute Magdeburg.

The main goal of this compact course is to provide insight into the state of the art of the research area Optimization of Dynamic Processes. To this end, the foundations will be taught in a tutorial part with hands-on practical exercises. In a second part, current research projects will be presented by people working in the field.

The block course will build on a compact overview of deterministic optimization algorithms, derivative generation, and extensions towards optimal control. The theoretic overview will be complemented by practical hands-on exercises in the computer pool.

The three to four day introduction will be followed by one or two days with PhD students and invited external researchers reporting on state of the art projects in the field of optimization with differential equations.


  • Date: August 13-17, 2012
  • Place: to be determined, Otto-von-Guericke-Universität Magdeburg
  • Program outline: 3-4 days lectures and practical exercises (hands on), 1-2 days state of the art presentations
  • Contents: nonlinear optimization, ordinary differential equations, dynamic process models, derivative calculation, optimal control of ODEs, nonlinear model predictive control, parameter estimation, optimum experimental design, mixed-integer optimal control
  • Target group: master and diploma students interested in optimization and control, possibly also interested in a thesis; PhD students, in particular from the IMPRS, interested in a compact overview of a research field and directions for their work
  • The course will be taught in English (unless all participants are native German speakers)


The course will be organized and taught by Sebastian Sager. He will be supported by Holger Diedam and Kathrin Hatz.

Preliminary program

The preliminary program reads as follows

Time Monday Tuesday Wednesday Thursday Friday
09h00-10h00 Introduction Ordinary differential equations Simulation and Derivatives Robust control, NMPC PhD topic, tba
10h00-10h15 Coffee break
10h15-11h15 Nonlinear Programming Optimal control: An Overview Parameter Estimation Modeling Issues PhD topic, tba
11h15-11h30 Coffee break
11h30-12h30 Dynamic Process Models Direct Multiple Shooting Optimum Experimental Design Mixed-Integer Optimal Control PhD topic, tba
12h30-13h30 Lunch
14h-18h00 Practical exercises: AMPL + optimization Practical exercises: AMPL + optimal control Practical exercises: AMPL + dynamic optimization Practical exercises: AMPL + integer control Talks, tba

Slides will be distributed for all lectures.


Please send an email to

if you want to participate and have not given your data at the Vorbesprechung.

Last modified by: Sebastian Sager on 2016-10-05
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