System Optimization Method

(3 Credits)

Formulations of system optimization problems. Elements of functional analysis applied to system optimization. Local and global system optimization with and without constraints. Variational methods, calculus of variations, and linear, nonlinear and dynamic programming iterative methods. Examples and applications. Newton and Lagrange multiplier algorithms, convergence analysis. | Prerequisites: Graduate status and EL-GY 5253 or EL-GY 6253 or equivalent.