EE5203 - Recent Trends in Optimization Techniques

Instructor: S. Sivasubramani , Block 3, IIT P Bihta Campus,

Lectures: Wednesday: 10-11 (R304) , Thursday: 2-3 (R304) and Friday: 10-11 (R304)

Syllabus:

  • Motivation. mathematical review , matrix factorizations, sets and sequences, convex sets and functions.
  • Linear programming and simplex method, Weierstrass' theorem.
  • Karush Kuhn Tucker optimality conditions, algorithms, convergence, unconstrained optimization.
  • Line search methods, method of multidimensional search, steepest descent methods, Newton's method, modifications to Newton's method , trust region methods, conjugate gradient methods, quasi-Newton's methods.
  • Constrained optimization, penalty and barrier function methods, augmented Lagrangian methods, polynomial time algorithm for linear programming, successive linear programming, successive quadratic programming.

    • Prerequisite:

    1. Linear Algebra

    References:

    1. R. Fletcher Practical Optimization (2nd Edition) John Wiley & Sons, New York, 1987.
    2. M.S.Bazaraa , H.D.Sherali and C.Shetty , Nonlinear Programming, Theory and Algorithms, John Wiley and Sons, New York, 1993.

    Exams:

    Past Exams:

    Useful links:

    1. Optimization Methods: NPTEL (Web)