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1、DivisionofOptimizationandSystemsTheoryDepartmentofMathematicsRoyalInstituteofTechnologyS{10044Stockholm,SwedenActivityReport1992/19933ActivityReport1992/1993DivisionofOptimizationandSystemsTheoryDepartmentofMathematicsRoyalInstituteofTechnologyS{10044Stockholm,SwedenThedivisionofOptimiz
2、ationandSystemsTheoryispartoftheDepart-mentofMathematicsattheRoyalInstituteofTechnology.Thisreportsummarizestheactivitiesatthisdivisionduringtheacademicyear1992/1993(July1992{June1993).OptimizationandSystemsTheoryisadisciplineinAppliedMathematicspri-marilydevotedtomathematicalprogrammin
3、g,optimalcontroltheory,andsystemstheoreticaspectsofcontrolandsignalprocessing.Inaddition,attentionisalsogiventomathematicaleconomicsandmoreappliedproblemsinoperationsresearch,sys-temsengineeringandcontrolengineering.ResearchperformedatthedivisionofOptimizationandSystemsTheoryin-cludesva
4、rioustopicsinmathematicalsystemstheory,withparticularemphasisonstochasticsystems,matrixRiccatiequations,androbustandnonlinearcontrol;dualoptimizationmethods,withapplicationstocrewandvehiclescheduling,largescaleoptimizationandpowerplanning;structuraloptimization;andnonlinearprogram-ming.
5、ThedivisionalsohasanOptimizationLaboratorydevotedtocollectingstate-of-the-artoptimizationroutines,makingthemavailabletoresearchinstitutionsandindustry.Foreaseofreference,inthisactivityreportresearchprojectsaswellaspublicationsarereportedeitherundertheheadingofSystemsandControlorunderthe
6、headingofMathematicalProgramming.ThedivisionofOptimizationandSystemsTheoryoersundergraduatecoursesinmathematicalprogramming,mathematicalsystemstheory,optimalcontrolandcalculusofvariations,mathematicaleconomics,aswellasvarioustopicsinoper-ationsresearchandmodeling.Thereisanactivegraduat
7、eprogram.Duringtheacademicyearof1992/93threedoctoraldegreesinOptimizationandSystemsThe-orywereawarded.OnepersonhasbeenappointedtothepositionofDocent.AregularOptimizationandSystemsTheorySeminarhasbeenrunningweekly.Inaddition,moretutorialandinformalseminarsinmathematicalprogrammi