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Overview
Electrical Engineering : General introduction to optimization methods including steepest descent, conjugate gradient, Newton algorithms. Generalized matrix inverses and the least squared error problem. Introduction to constrained optimality; convexity and duality; interior point methods. Introduction to dynamic optimization; existence theory, relaxed controls, the Pontryagin Maximum Principle. Sufficiency of the Maximum Principle.
Terms: Winter 2011
Instructors: Castanos Luna, Fernando (Winter)
- (3-0-6)
- Prerequisites: MATH 264 or MATH 248, MATH 270 or MATH 271 or MATH 247.