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Ontario Tech University
   
    Dec 06, 2024  
2023-2024 Graduate Calendar 
    
2023-2024 Graduate Calendar [ARCHIVED CALENDAR]

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ENGR 5010G - Advanced Optimization


The objective of this course is to understand the principles of optimization and its application to engineering problems. Topics covered include the steepest descent and Newton methods for unconstrained optimization; golden section, quadratic, cubic and inexact line searches; conjugate and quasi-Newton methods; the Fletcher-Reeves algorithm; fundamentals of constrained optimization theory; simplex methods for linear programming; modern interior-point methods; active-set methods and primal-dual interior point methods for quadratic and convex programming; semi-definite programming algorithms; sequential quadratic programming; and interior-point methods for non-convex optimization. In addition, implementation issues and current software packages/algorithms for optimization will be covered. Global optimization, including genetic algorithms and simulated annealing, will be introduced.
Credit hours: 3



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