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    Jiang Optimization

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    Ougni Chakraborty
    This document provides information about the course EL6233: System Optimization Methods, which teaches practical optimization methods for solving real-world applications through topics like linear programming, nonlinear programming, and dynamic programming; the course is intended for upper-level undergraduates and graduate students and requires knowledge of matrix theory and calculus; grading is based on homework, a project, a midterm, and a final exam.

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    Jiang Optimization

    Uploaded by

    Ougni Chakraborty
    143 views2 pages
    This document provides information about the course EL6233: System Optimization Methods, which teaches practical optimization methods for solving real-world applications through topics like linear programming, nonlinear programming, and dynamic programming; the course is intended for upper-level undergraduates and graduate students and requires knowledge of matrix theory and calculus; grading is based on homework, a project, a midterm, and a final exam.

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    This document provides information about the course EL6233: System Optimization Methods, which teaches practical optimization methods for solving real-world applications through topics like linear programming, nonlinear programming, and dynamic programming; the course is intended for upper-level undergraduates and graduate students and requires knowledge of matrix theory and calculus; grading is based on homework, a project, a midterm, and a final exam.

    Copyright:

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

    Jiang Optimization

    Uploaded by

    Ougni Chakraborty
    This document provides information about the course EL6233: System Optimization Methods, which teaches practical optimization methods for solving real-world applications through topics like linear programming, nonlinear programming, and dynamic programming; the course is intended for upper-level undergraduates and graduate students and requires knowledge of matrix theory and calculus; grading is based on homework, a project, a midterm, and a final exam.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Polytechnic Institute of New York University

    Department of Electrical and Computer Engineering

    EL6233: System Optimization Methods


    Instructor: Prof. Zhong-Ping Jiang e-mail: [email protected]
    ECE Dept. Web: eeweb.poly.edu/faculty/jiang

    Course Objective
    This course is appropriate for both upper-level undergraduates and graduate
    students with basic knowledge in matrix theory (linear algebra) and calculus.
    Optimization is a very important subject which finds applications in many
    branches of science and engineering, to name a few, economics, computer
    science, financial engineering, systems engineering, electrical and computer
    engineering, mechanical engineering. The course aims to equip students with
    practical optimization methods for solving real-world applications and prepare
    them for a career in academia and industry. Topics to be covered include linear
    programming, nonlinear programming, calculus of variations and dynamic
    programming.

    Course Outline
    1. Introductory Examples and Basics in Optimization
    2. What Is Linear Programming?
    3. The Simplex Technique
    4. Duality and Sensitivity
    5. Unconstrained Nonlinear Programming
    6. Constrained Nonlinear Programming
    7. Numerical methods, Duality and Applications
    8. Midterm Examination
    9. Basics of the Calculus of Variations
    10. More theory of the Calculus of Variations
    11. Applications of the Calculus of Variations
    12. Dynamic Programming: Theory
    13. Dynamic Programming: Applications
    14. Project Presentation
    15. Final Examination

    Required Text: D. A. Pierre, Optimization Theory with Applications. Dover, 1986.


    Additional References:
     R. Fletcher, Practical Methods of Optimization. 2nd ed., John-Wiley &
    Sons, 1987.
     D. G. Luenberger, Linear and Nonlinear Programming. 2nd ed., Addison-
    Wesley, 1989.
     J. Nocedal and S.J. Wright, Numerical Optimization. Springer, 2000.

    Grading: Homework: 10% , Project: 20% , Midterm: 30% , Final: 40%


    Notes for Students:

    1. Follow the homework schedule to handle in your weekly homework. You may
    email me your homework or send it to me by fax (718-260-3906), if you wish. In
    principle, all students should handle in their HWs in class and inform me if any
    special circumstance prevents them from doing so on time. The homework
    solution will be posted online a week after.
    2. There is a term project for this class. Each student is encouraged to address a
    practical problem using optimization theory learnt from this class. A written
    report is due in the last week of the semester, and an oral presentation (20 minutes
    per group, 10 minutes for an individual project) using powerpoint will take place
    on Brooklyn campus.
    3. The midterm is to be held in the 8th week, and the final is to be held based on the
    university’s calendar. Both exams will take place at Brooklyn campus. According
    to the rules of NYU Poly, an “I” grade could only be issued upon showing the
    hard evidence for not being able to complete the course on time. No make-up
    exam will be arranged if a student fails to attend either the midterm or the final or
    both with no prior approval from the instructor.

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