EE 457

Introduction to Optimization Theory

Boazii University
Mehmet Akar
1. The syllabus available via the schedule of classes
and CIMS
2. Lecture notes, homework announcements, course
material on will be available on CIMS
3. The best way to reach me is by email at mehmet
(dot) akar (at) boun (dot) edu (dot) tr
4. Office: Department of Electrical & Electronic
Engineering, Kare Blok, Kuzey Kamps
5. Office hours/TA: TBA
Course Overview
BU EE 457 Mehmet Akar
Catalog Description: Unimodal search, unconstrained
optimization with respect to a single variable, optimization
with respect to a multiple variables, constrained optimization,
calculus of variations, principles of optimality and dynamic
programming, maximum principle, Kuhn-Tucker conditions of
optimality
Prerequisites: MATH202
Linear algebra including eigen-values/vectors, matrix theory
Grading Policy (Tentative): Midterm 1-2: 20% (each), Final
Exam: 40%, Homework 15% : Attendance: 5% (Minimum
60% attendance is required to be able to take the final exam)
Textbook:
Edwin K. P. Chong and Stanislaw H. Zak; An Introduction to
Optimization, Third Edition, Wiley, 2001
Course Overview
Introduction to Optimization Problems and Review of
Mathematical Preliminaries (2 weeks)
Basics of Unconstrained Optimization (2 class hrs)
One-dimensional Search Methods (2 class hrs)
Gradient Methods (1 week)
Newton's Method (2 class hrs)
Conjugate Direction Methods, Quasi-Newton Methods
(1 week)
Linear Least Squares and Recursive Least Squares
Techniques (1 week)
Constrained optimization, Linear Programming (LP)
Problems (1 week)
Course Topics
BU EE 457 Mehmet Akar
Simplex Algorithm, Duality (2 weeks)
Problems with Equality Constraints (1 week)
Problems with Inequality Constraints KKT Condition
(1 week)
Convex Optimization Problems (2 class hrs)
Course Topics
BU EE 457 Mehmet Akar