Currently, I teach at Imperial the modules “Control Engineering” and “Applied Advanced Optimisation” offered as 3/4th year MEng or MSc courses.
- Control Engineering is a standard “state-space approach” module and it is taught to be a second module in control (the first being the “frequency-domain approach” taught in year 2).
- Applied Advanced Optimisation is a flipped classroom team-based learning module centered about the topic of convex optimisation. Student spend most of their class time working on solving complex applied optimisation problem.
Below I collect some video recordings and resources of my past or current teaching.
Optimization Masterclass (2025 – Ongoing)
📢 Announcing the Optimization Masterclass – my new YouTube series!
After the SpaceX video 🚀, many asked me to release more videos on optimization. Finally, I’ve organized material from my courses at Imperial College London to create this new YouTube series.
With this series I aim to provide a comprehensive resource for understanding the core principles and applications of mathematical optimization.
💫 Every video will be accompanied by “Smart Handouts”: these are Google Colab notebooks blending videos, text, examples, exercises, and Python code. These notebooks can be copied to your own Google Drive and are fully editable.
👉 Watch Episode 1 here: https://lnkd.in/e9yV4Q4S
👉 You can access the first Smart Handout here: https://lnkd.in/eC-wMwmk
The series will begin with an introduction to convex optimization, following the fantastic book by Stephen Boyd and Lieven Vandenberghe, and using CVXPY to implement methods and algorithms. From there, I will cover other topics, depending on what viewers ask for.
This masterclass is designed for students all around the world seeking to deepen their knowledge of optimization techniques used widely in machine learning, operations research, finance, and engineering.
I invite you to watch, subscribe for future episodes covering linear programming, duality, gradient methods, and more, and share with colleagues or students who might find this valuable
Digital Control Systems (2017-2023)
These recordings were used in the course Digital Control Systems at Imperial College London as part of the MSc in Control and Optimisation, when this module was taught using a flipped classroom method with team-based learning.
The topic of the module, Digital Control, is based on the book Ogata, Katsuhiko. Discrete-time control systems. Prentice-Hall, Inc., 1995.
Stochastic Control (EECI Course)
Under Construction