ECE58000 - Optimization Methods for Systems and ControlSpring 2016 Days:
MWF TBACredit Hours:
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 various methods of obtaining the extremum (minimum or maximum) of a non-dynamical system and the use of these methods in real-life applications. Computational methods for nonlinear optimization; unconstrained optimization. Constrained optimization; linear programming; simplex method for solving linear programs; Lagrange multipliers, Least squares, Practical aspects of optimization.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/~zak/ECE_580/Index.htmPrerequisites:
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:
25/75Web Address:https://engineering.purdue.edu/~zak/ECE_580/Index.htmWeb Content:
At 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. Electronic submission not accepted. Mail to: Teaching Assistant---TBA, School of Elelectrical and Computer Engineering, Purdue University, 465 Northwestern Ave., West Lafayette, IN 47907.Projects:
Two one-hour exams (100 pts each) and one two-hour final exam (200 pts).Textbooks:
**Updated Nov. 19, 2012** Required--Required--E. K. P. Chong and S. H. ??ak, "An Introduction to Optimization", 4th ed, John Wiley & Sons, 2013, 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: viewTuition & Fees: view