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ECE58000 - Optimization Methods for Systems and Control

Spring 2016

Days/Time: MWF / TBA
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 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.htm

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: 25/75

Web Address:
https://engineering.purdue.edu/~zak/ECE_580/Index.htm

Web 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:
None.

Exams:
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: 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