Optimization Methods for Systems and Control
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 techniques, theory, and application of methods to obtain 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. Sp2018 ECE5800 Syllabus
Course Website (Password Protected) Username: Go_Boilers Password: optima_123
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. Genetic algorithms, Particle swarm optimization (PSO) method.
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 Content:On Blackboard: syllabus, grades, lecture notes, homework assignments, solutions, chat room, and message board.
Homework:Five (bi-weekly) assignments worth 100 pts.
Exams:Two one-hour exams (100 pts each) and one two-hour final exam (200 pts).
Textbooks:Official textbook information is now listed in the Schedule of Classes. NOTE: Textbook information is subject to be changed at any time at the discretion of the faculty member. If you have questions or concerns please contact the academic department.
Tentative--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/