ECE 580
Optimization Methods for

 

 

 

 

 

 

 

 

Systems and Control

ANNOUNCEMENTS

 

COURSE INFO

 

FUNWORK

 

RESOURCES

 

 

 

 

Instructor

Teaching Assistant

Course Preview

Course Description

Course Syllabus

Test Information

 

 

 

Class Hours and Location

Class hours: MWF 12:30--1:20 pm

Place: Martin Jischke Hall (MJIS), Room 1001 

Course Objective

To familiarize students with current trends in optimization methods while at the same time equipping them with the tools necessary for advanced design problems. The emphasis will be on design in order to show how optimization theory fits into practical applications.

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

Prerequisites

  • MA 511 (first grad 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. You can review your linear algebra at your leisure by viewing video lectures by Professor Gilbert Strang.

Text

E. K. P. Chong and S. H. Żak, An Introduction to Optimization, Fourth edition, Wiley & Sons, Inc., New York 2013

An up-to-date errata is available.

Computer Facilities

Access to MATLAB or the Student Edition of MATLAB (a math-tools program)

Grading Policy

There will be two midterm exams each weighted 100 points. There will be five homework assignments that will be averaged out to be worth 100 points. The final exam will be worth 200 points. Thus, the course grade will be based on 500 points.


Cutoffs

 

A, A+ 

 

450--500

A-

 

420--449

B+

  

390--419

B

 

360--389

B-

 

340--359

C+

 

315--339

C

 

290--314

C-

 

265--289

D+

 

240--264

D

 

225--239

D-

 

200--224

F

 

<199


Regrades

In order to receive consideration, all requests for re-grades, regardless of type, will have to be submitted within one week of the return of the exam or homework in question.