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ECE58000 - Optimization Methods for Systems and Control

Spring 2014

Days/Time: MWF / 12:30-1:20 pm
Credit Hours: 3

Learning Objective:
To familiarize students with current trends in optimization methods while at the same time equipping them with the tools necessary for advanced engineering design problems.

Description:
An introduction to techniques, theory, and application of methods of obtaing the extremum (minimum or maximum) of a non-dynamic system and the use of these methods in various applications. Linear programming; simplex method for solving linear programming problems, duality theory. Nonlinear optimization; unconstrained optimization, computational methods, constrained optimization, optimality conditions. Convex optimization and integer programming. Spring 2014 Syllabus

Topics Covered:
Unconstrained optimization; gradient methods, Newton's methods, quasi-Newton methods, conjugate-directions methods. Constrained optimization; linear programming, simplex method for solving linear programs; Lagrange's conditions, the Karush-Kuhn-Tucker (KKT) conditions. Gentic algorithms, Particle swarm optimization (PSO) method.
Course Preview: https://engineering.purdue.edu/~dynamic/public-web/preview.html

Prerequisites:
Linear algebra, calculus of several variables (MA 511). In particular: matrix manipulation, linear spaces, quadratic forms, tangent planes. Elements of multivariable calculus, in particular, differentiation of real-valued functions of n variables, tangent planes, gradients, the chain rule.
You can review your linear algebra at your leisure by viewing video lectures by Professor Gilbert Strang at http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/index.htm.

Applied/Theory: 30/70

Web Address:
https://engineering.purdue.edu/~dynamic/public-web/ece580.html

Web Content:
On Blackboard: Link to my current course website, syllabus, grades, lecture notes, homework assignments, solutions, chat room, and message board.

Homework:
Five (bi-weekly) assignments worth 100 pts.

Projects:
None.

Exams:
Two one-hour exams (100 pts each) and one two-hour final exam (200 pts).

Textbooks:
Required: "An Introduction to Optimization", Edwin K. P. Chong and Stanislaw. H. Zak, 4th ed. 2013, John Wiley & Sons. ISBN: 978-1-1182-7901-4. http://www.engr.colostate.edu/~echong/book4/

Computer Requirements:
ProEd minimum computer requirements. Access to MATLAB or the Student Edition of MATLAB (registered students can access via Purdue GoRemote--http://goremote.ics.purdue.edu).

ProEd Minimum Requirements: view

Tuition & Fees: view

Stanislaw H. Zak
Phone
765-494-6443
Email
zak@purdue.edu
Office
Purdue University
Electrical Engineering Building
465 Northwestern Ave
West Lafayette, IN 47907-2035
Fax
765-494-3371
Instructor HomePage