Notice: For the latest information and guidance on Purdue's response to COVID-19 please visit: https://coronavirus.purdue.edu/students

Optimization Methods for Systems and Control

ECE58000

Credit Hours:

3

Learning Objective:

  • Use various methods to compute minimum or maximum of nonlinear functions of many variables
  • Solve linear programming problems
  • Find minimum or maximum of nonlinear functions of many variables using population-based methods
  • Apply various optimization methods learned in the course to real-life design problems

Description:

This course provides 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's conditions, the Karush-Kuhn-Tucker (KKT) conditions, Least squares, Convex optimization, Global optimization methods: Genetic algorithms and Particle swarm optimization (PSO) method.

Topics Covered:

Prerequisites:

MA 511 or equivalent (first graduate course in linear algebra) Linear algebra, calculus of several variables. In particular: matrix manipulation, linear spaces, quadratic forms, tangent planes. Elements of multivariable calculus, in particular, differentiation of real-valued functions of n variables, gradients, and the chain rule.

Applied / Theory:

30 / 70

Homework:

Approximately 5 homework assignments

Projects:

None.

Exams:

Two midterm exams; one final exam.

Textbooks:

An Introduction to Optimization by E. K. P. Chong and S. H. Zak (4th edition), published by Wiley & Sons, Inc., New York 2013. Full text available online to Purdue students through Purdue Libraries.

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).

Other Requirements:

MATLAB

ProEd Minimum Requirements:

view

Tuition & Fees:

view