04-801-G1   Engineering Optimization

The first third of this course will introduce basic concepts of optimization with continuous variables. The course will cover the mathematical formulation of both constrained and unconstrained optimization problems and introduce solution methods. The second third will introduce special topics in preparation for several examples of optimization problems applied to different fields. The final third of the course will focus on these applications.

Students will learn how to formulate and solve constrained and unconstrained optimization problems with continuous variables. They will be introduced to several practical applications of optimization theory in various fields.

After completing this course, students will be able to translate optimization problems into a mathematical objective function and constraints. They will learn several solution methods applied to practical optimization problems.

• Mathematical formulation of objective and constraints
• Unconstrained optimization with continous variables
• Constained optimization with continous variables
• Solution methods
• Applications of optimization

Prerequisites

Students should be comfortable with differential calculus and linear algebra.

Faculty 

Nathan Williams