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Optimization_Syllabus

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Optimization_Syllabus

Uploaded by

Ulyah
Copyright
© © All Rights Reserved
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PhD Written Qualifying Examination

PhD Qualifying Exam Topic Department


Optimization Mathematics

All questions should be answered. The exam is closed book and closed notes. Basic scientific calculator is
allowed.

Relevant Undergraduate Course(s) at Khalifa University:

MATH 412 Optimization

Topics:

Unconstrained optimization
o Feasible directions
o First order and second order necessary conditions
o Second order sufficient conditions
o One dimensional search methods
Bisection method
Newton’s method
o Gradient descent method
Method of steepest descent
Convergence analysis and convergence rate
o Newton’s method
Analysis of Newton’s method
Convergence analysis and convergence rate
o Conjugate gradient algorithm for quadratic function minimization
Unconstrained optimization and neural networks
Linear programming:
o Convex polyhedral and linear programming
o Fundamental theorem of LP
o Simplex algorithm
o Two phase simplex method
o Dual linear programs, weak and strong duality theorem
o Complementary slackness
o Karmakar’s method: basic idea
Nonlinear constrained optimization:
o Problems with equality constraints
Lagrange condition
Second order conditions
o Problems with inequality constraints
Karush-Kuhn-Tucker conditions
Second order conditions
Convex optimization
o Convex functions and optimality conditions
Suggested Textbook:

An Introduction to Optimization by Edwin K.P. Chong and Stanislaw H. Zak, Publisher: Wiley, 4th
Edition (e-book), 2013, ISBN: 9781118515150.

Reference Material:

Optimization Models by Giuseppe G. Calafiore and Laurent El Ghaoui, Publisher: Cambridge


University Press, 1st Edition (e-book), 2014, ISBN: 9781107050877

Nonlinear Programming: Theory and Algorithms by M. Bazaraa, H. Sherali and C. M.


Shetty, Publisher: Wiley, 3rd Edition, 2006, ISBN: 9780471486008.

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