OPTIMIZATION WITH SIMULATION CONSTRAINTS

Credit Hours: 3 · Graduate

Optimization problems in which evaluations of objective or constraint functions require computationally complex simulations arise in many engineering and science applications in the form of optimal design, optimal control, or parameter identification problems. This course introduces optimization approaches to solve these complex problems, and their application to engineering and science problems. Topics include derivative based optimization methods for problems with inexact function and derivative information, derivative approximations for functions involving computationally complex simulations, generation and use of surrogate models in optimization, derivative free optimization methods. Recommended Prerequisite(s): (CAAM 554 or CMOR 530 or CAAM 564 or CMOR 533 )