Advanced Optimization Theory and Methods
ENG ME 724
Complements ENGEC524 by introducing advanced optimization techniques. Emphasis on nonlinear optimization and recent developments in the field. Topics include: unconstrained optimization methods such as gradient and incremental gradient, conjugate direction, Newton and quasi-Newton methods; constrained optimization methods such as projection, feasible directions, barrier and interior point methods; duality; and stochastic approximation algorithms. Introduction to modern convex optimization including semi-definite programming, conic programming, and robust optimization. Applications drawn from control, production and capacity planning, resource allocation, communication and sensor networks, and bioinformatics. Meets with ENGEC724 and ENGSE724. Students may not receive credit for both.