Electrical and Comp Engineerng
EECE 7323: Numerical Optimization Methods
Lecture - 4 credits
ND
EI
IC
FQ
SI
AD
DD
ER
WF
WD
WI
EX
CE
- Introduces fundamental theoretical and algorithmic concepts behind numerical optimization theory for objective functions with finite numbers of parameters.
- Optimization problems arise ubiquitously in all areas of engineering and science.
- Presents established numerical methods for iterative unconstrained and constrained optimization.
- Topics covered include line-search and trust-region strategies, gradient descent and Newton methods and their variations, linear and quadratic programming, penalty-augmented Lagrangian methods, sequential quadratic programming, and interior point methods.
- The course relies on the use of Matlab in projects.
- Requires a basic knowledge of calculus and linear algebra.
Introduces fundamental theoretical and algorithmic concepts behind numerical optimization theory for objective functions with finite numbers of parameters. Show more.