Advanced Optimization Theory and Methods

ENG EC 724

Introduces advanced optimization techniques. Emphasis on nonlinear optimization and recent developments in the field. Topics include: unconstrained optimization methods such as gradient, conjugate direction, Newton and quasi-Newton methods; constrained optimization methods such as gradient projection, feasible directions, barrier and interior point methods; duality theory and methods; convex duality; and introduction to other advanced topics such as semi-definite programming, incremental gradient methods and stochastic approximation algorithms. Applications drawn from control, production and capacity planning, resource allocation, communication and neural network problems. Meets with ENGME724 and ENGSE724. Students may not receive credit for both.

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A1 Paschalidis CAS 424 MW 12:20 pm-2:05 pm Mts w/ENG SE724
Mts w/ENG ME724

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