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The Division of Optimization and Systems Theory is part of the Department of Mathematics at the Royal Institute of Technology. This report summarizes the activities at this division during the academic year 2004/2005 (July 2004 - June 2005).
Optimization and Systems Theory is a discipline in applied mathematics primarily devoted to methods of optimization, including mathematical programming and optimal control, and systems theoretic aspects of control and signal processing. In addition, attention is given to mathematical economics and applied problems in operations research, systems engineering and control engineering.
Research performed at the Division of Optimization and Systems Theory includes various topics in mathematical systems theory, with particular emphasis on stochastic systems, filtering, identification and robust and nonlinear control; mathematical programming, with emphasis on nondifferentiable optimization, large-scale nonlinear programming, dual optimization methods, structural optimization, and a wide range of applications; systems engineering; and mathematical economics. The division is also one of four core groups in the Center for Autonomous Systems, a research consortium supported by a grant from the Strategic Research Foundation.
The Division of Optimization and Systems Theory offers undergraduate courses in mathematical programming, mathematical systems theory, optimal control and mathematical economics, as well as various topics in operations research and modeling. There is an extensive graduate program.
A regular Optimization and Systems Theory Seminar has been running weekly. In addition, more tutorial and informal seminars in mathematical programming and systems and control have been running in parallel.
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