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    E1251 Aug 3:0 Linear and Nonlinear Optimization: Instructor

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    Kurada Ravindra
    This document provides details about an optimization course including the instructor information, brief description, prerequisites, syllabus, course outcomes, grading policy, resources, and announcements. The course covers both theoretical and algorithmic aspects of linear and nonlinear optimization, with emphasis on deriving optimality conditions and implementing important algorithms.

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    E1251 Aug 3:0 Linear and Nonlinear Optimization: Instructor

    Uploaded by

    Kurada Ravindra
    61 views2 pages
    This document provides details about an optimization course including the instructor information, brief description, prerequisites, syllabus, course outcomes, grading policy, resources, and announcements. The course covers both theoretical and algorithmic aspects of linear and nonlinear optimization, with emphasis on deriving optimality conditions and implementing important algorithms.

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    E1251_2

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    This document provides details about an optimization course including the instructor information, brief description, prerequisites, syllabus, course outcomes, grading policy, resources, and announcements. The course covers both theoretical and algorithmic aspects of linear and nonlinear optimization, with emphasis on deriving optimality conditions and implementing important algorithms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    61 views2 pages

    E1251 Aug 3:0 Linear and Nonlinear Optimization: Instructor

    Uploaded by

    Kurada Ravindra
    This document provides details about an optimization course including the instructor information, brief description, prerequisites, syllabus, course outcomes, grading policy, resources, and announcements. The course covers both theoretical and algorithmic aspects of linear and nonlinear optimization, with emphasis on deriving optimality conditions and implementing important algorithms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
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    E1251 Aug 3:0

    Linear and Nonlinear optimization

    Instructor
    Muthuvel Arigovindan
    Email: mvel@iisc.ac.in
    Teaching Assistant
    Mr. Madhavaraj
    Email: madhavarajaa@gmail.com

    Department: Electrical Engineering


    Course Time: WF 2:00 - 3:30 pm
    Lecture venue: EE 308
    Detailed Course Page: https://sites.google.com/site/lnoatiisc/

    Announcements

    Brief description of the course


    This is an introductory course to optimization covering both theoretical

    and algorithmic aspects. Considerable emphasis is given for the

    derivations of conditions of optimality for both constrained and

    unconstrained problems. While the course covers most essential

    algorithms for unconstrained problems, for the constrained problems,

    linear programming is covered thoroughly. For non-linear constrained

    optimization problems, an overview of important algorithms is provided.


    Prerequisites
    Linear algebra, basic calculus
    Syllabus
    Review of mathematical background: Background linear algebra;

    Background calculus.

    Characterization of maxima and minima: Conditions of maxima

    Page 1/2
    and minima for unconstrained optimization; Convex and quadratic

    functions; Conditions of maxima and minima for constrained

    optimization; Convex optimization problems and duality.

    Iterative methods for unconstrained optimization:

    Line search methods; Method of steepest descent and Newton’s

    method; Method of conjugate directions; Quasi-Newton method.

    Iterative methods for constrained optimization: Linear programming;

    Iterative methods for nonlinear constrained optimization


    Course outcomes
    Students will have understood the conditions of optimality and their meaning.

    The students will be able to implement important types of unconstrained

    optimization algorithms, and essential variants of linear programming methods.


    Grading policy
    Three monthly tests - 45 %

    Five revision tests - 15 %

    Final exam- 40 %
    Assignments

    Resources
    An introduction to optimization – Chong and Zak - Wiley
    Linear and nonlinear programming – Luenberger and Ye - Springer
    Numerical optimization – J. Nocedal, S. J. Wright – Springer

    Page 2/2

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