Advanced Engineering Design by Optimization

1.5 credits · Graduate

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.