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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.

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

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:

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

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.


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

**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
Purdue University
Electrical Engineering Building
465 Northwestern Ave
West Lafayette, IN 47907-2035
Instructor HomePage