Optimization of Engineering Systems
Optimization is a fascinating topic that finds applications across a wide array of disciplines, including finance, energy, data science, physical sciences, public policy, social science, and more. After completing the course, students will have an entirely new perspective on designing systems using mathematical optimization. Specifically, this course provides students with an introduction to mathematical optimization from the point-of-view of data science applications, e.g. mobility, energy, finance. Foundational concepts include optimization formulations, linear programming, quadratic programming, convex optimization, and machine learning.
Topics
- This course is designed to provide students with an introduction to mathematical optimization from the point-of-view of data science applications, e.g. mobility, energy, finance.
- After completing this course, students will have an entirely new perspective on designing systems using mathematical optimization. Learn to abstract practical engineering design problems into mathematical optimization programs Interpret machine learning models as optimization problems Construct a foundation for the fundamental principles of optimization, including objective functions vs. constraints, linear, nonlinear, and convex formulations, gradient-based methods vs. non-gradient based methods, and solution properties Increase programming skills and familiarity with modern optimization packages, such as CVX/CVXPY, IPOPT, and more.
Official catalogue course objectives and student learning outcomes
Prerequisites & course information
{'preRequisiteCourse': '1144961', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1245673', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1145002', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1066961', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1147021', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1044241', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1245671', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1147051', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1144962', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1145001', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1245674', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1245672', 'concurrentPrerequisit': False}
Sources
- Course catalogue ↗2026-2027