Lesson plan / OPTIMIZATION

Lesson Information

Course Credit 3.0
Course ECTS Credit 5.0
Teaching Language of Instruction Türkçe
Level of Course Bachelor's Degree, TYYÇ: Level 6, EQF-LLL: Level 6, QF-EHEA: First Cycle
Type of Course Programme Elective
Mode of Delivery Face-to-face
Does the course require compulsory or optional work experience? S
Course Coordinator
Instructor (s)
Course Assistant Assoc. Prof. (Ph.D.) SEVDZHAN HAKKAEV

Purpose and Content

The aim of the course The aim of this course is to give the modeling of optimization problems and necessary and sufficient conditions for local and global minimization and linear programming methods.
Course Content This course covers Unconstrained Optimization; conditions for local minima, structure and algorithmic properties of methods, descent methods, conjugate gradient method, Newton and quasi-Newton methods. Constrained Optimization; Linear programming: the simplex method, duality theory. Nonlinear programming; Lagrange multipliers, Kuhn-Tucker conditions. Nonlinear constrained optimization; quadratic programming, active set methods, multiplier and other penalty functions.

Weekly Course Subjects

1Unconstrained Optimization.
2Conditions for local minima,structure and algorithmic properties of methods.
3Descent methods, conjugate gradient method.
4Newton and quasi-Newton methods.
5Constrained Optimization.
6Linear programming.
7Simplex method.
8Duality theory .
9Nonlinear programming .Midterm Exam.
10Lagrange multipliers.
11Kuhn-Tucker conditions.
12Nonlinear constrained optimization .
13Quadratic programming, active set methods.
14Multiplier and other penalty functions.

Resources

1- Rangarajan K. Sundaram, a First Course in Optimization Theory, Cambridge University Press 1996.
2- S.S. Rao, Engineering Optimization: Theory and Practice, Third Edition, John Wiley & Son, New York, 1996.
3- J.S. Arora, Introduction to Optimum Design, McGraw-Hill, New York, 1989.