ECE 490
Introduction to Optimization

Section Type Times Days Location Instructor
P DIS 1100 - 1220 T R   106B1 Engineering Hall  P Kumar
Official Description Basic theory and methods for the solution of optimization problems; iterative techniques for unconstrained minimization; introductory presentation of linear and nonlinear programming with engineering applications. Same as CSE 441. 3 undergraduate hours. 4 graduate hours. Prerequisite: CS 101 or CS 125; MATH 241 or MATH 380.
Hours 3 or 4 hours.
Subject Area Control Systems
Course Prerequisites Credit in CS 101 or CS 125
Credit in MATH 241 or MATH 380
Course Directors P R Kumar
Description Basic theory and methods for the solution of optimization problems; iterative techniques for unconstrained minimization; and introductory presentation of linear and nonlinear programming with engineering applications.
Notes Same as CSE 541
Credit 3 hours
Goals The course objective is to provide seniors in Electrical or Computer Engineering with a basic under-standing of optimization problems, viz., their formulation, analytic and computational tools for their solutions, and applications in different areas.
Topics
  • 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
Computer Usage The students are assigned homework problems and are asked to write MATLAB programs for numerical optimization algorithms and run them on a workstation. Some basic MATLAB files for optimization are provided.
Course Prerequisites CS 101 or CS 125; MATH 241 or MATH 380.
Topical Prerequisities
  • Differential calculus
  • Linear algebra
  • Computer programming
  • Ability to reason in abstract terms
  • Texts D. P. Bertsekas, Nonlinear Programming, Belmonte, MA: Athena Scientific, 1995.
    ABET Category Engineering Science: 1.5 credits or 50%
    Engineering Design: 1.5 credits or 50%