Drexel University 3 credits ECES
Applications of mathematical programming and optimization methods in engineering design problems such as networks, control, communication, and power systems optimization. Optimization problem definition in terms of objective function, design variables, and design constraints. Single variable and multivariable search methods for unconstrained and constrained minimization using Fibonacci, gradient, conjugate gradient, Fletcher-Powell methods and penalty function approach. Classical optimization--Lagrange multiplier, Kuhn-Tucker conditions. Emphasis is on developing efficient digital computer algorithms for design.
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