Basic theory and methods for the solution to finite-dimensional optimization problems; iterative tech-niques and computational algorithms for unconstrained and constrained optimization; introductory presentation of linear, nonlinear and large-scale programming with engineering applications. The course objective is to provide seniors in electrical and computer engineering with a basic under-standing of optimization problems, viz., their formulation, analyticComputer Usage:
and computational tools for their solutions, and applications in different areas. Topics include:
- Introduction and review of fundamentals
- Unconstrained optimization
- Optimization subject to equality constraints
- Nonlinear programming
- Linear programming
- Selected topics from dynamic programming, large-scale programming, and multicriteria optimization
On some of the topics covered (viz., unconstrained optimization, and optimization subject to equality and inequality constraints), students are assigned homework problems where they are asked to write MATLAB programs for numerical optimization algorithms and run them on a workstation. On the topics of linear programming and unconstrained optimization, they are assigned homework problems which require the use of some existing optimization packages.Texts:
D. P. Bertsekas, Nonlinear Programming, 1995, Athena Scientific, Belmonte, MA.
Prerequisites:
C S 101 or 125, MATH 280, or consent of instructor.
This Course is a Prerequisite For:
ECE 480 (desired)
Course Credit:
3 hours or 1 unit.Further Information:
Contact:
Professor Tamer Basar (web page, email)