Weeks | Topics |
1 |
Introduction to Optimization
|
2 |
Classical Optimization Methods: Single Variable, Unconstrained Multivariate Optimization Methods
|
3 |
Multivariate Optimization Methods with Equality Costraints : Direct Replacement Methods, Lagrange Multipliers Methods
|
4 |
Multivariate Optimization Methods with Inequality Costraints: Lagrange Multipliers Methods, Kuhn-Tucker Conditions
|
5 |
Nonlinear Programming (Single Variable Optimization) : Unrestricted Search, Exhaustive Search
|
6 |
Dichotomous Search, Golden Section Methods, Fibonacci Methods, etc.
|
7 |
Nonlinear Programming (Unconstrained Multivariate Optimization) : Direct Search Methods, Univariate Method,
|
8 |
Midterm
|
9 |
Hook-Jeeves Method
|
10 |
Powel Method, Rosenbrock Methods
|
11 |
Gradient Methods: Steepest Ascent Methods, Steepest Descent Methods
|
12 |
Newton Method (Single Variable and Multivariable) , Fletcher-Reeves Method
|
13 |
Nonlinear Programming (Constrained Multivariate Optimization), Direct Methods, Zoutendijk Method
|
14 |
Indirect Methods: Penalty Function Methods
|