ECE 580
Optimization by Vector Space Methods

Displaying course information from Fall 2013.

Section Type Times Days Location Instructor
N LCD 1100 - 1220 M W   1109 Siebel Center for Comp Sci  Rayadurgam Srikant
Official Description Normed, Banach, and Hilbert spaces; applications of the projection theorem and the Hahn-Banach Theorem to problems of minimum norm, least squares estimation, mathematical programming, and optimal control; the Kuhn-Tucker Theorem and Pontryagin's maximum principle; iterative methods. Course Information: Prerequisite: MATH 415 or MATH 482; MATH 447.
Subject Area General Sciences
Course Prerequisites Credit in MATH 415 or MATH 482
Credit in MATH 447
Course Directors Tamer Basar
Detailed Description and Outline

Topics:

  • Normed vector spaces
  • Iterative methods, fixed-point theorems
  • Hilbert spaces - the projection theorem
  • Hahn-Banach theorem: minimum norm problems
  • Optimization problems in Hilbert and Banach spaces
  • Local and global theory of constrained optimization: nonlinear programming and the Kuhn-Tucker theorem; optimal control and Pontryagin's minimum principle

Same as MATH 587.

Texts
D.G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, 1969.
Last updated: 2/13/2013