Advanced Engineering Design by Optimization
Formerly: ELEC 573, ELEC 603
Fundamentals of constrained optimization theory. Simplex methods for linear programming. Modem interior-point methods such as primal-dual path-following methods and Mehrotra's predictor-corrector algorithm for linear programming. Active-set methods and primal-dual interior-point methods for quadratic and convex programming. Semidefinite programming algorithms. Sequential quadratic programming and interior-point methods for nonconvex optimization. Implementation issues and current software packages for constrained optimization. Applications in digital signal processing, control, robotics and communications.
- Credit will be granted for only one of ECE 573, ELEC 573, ELEC 603.
Graduate course in the Electrical and Computer Engineering program offered by the Faculty of Graduate Studies.