Optimization.ppt

Introduction Optimization Assoc. Prof. Dr. Pelin Günde? gundesbakir@ Optimization Basic Information Instructor: Assoc. Professor Pelin Gundes (.tr/~gundes/) E-mail: gundesbakir@ Office Hours: TBD by email appointment Website: .tr/~gundes/teaching/Optimization.htm Lecture Time: Wednesday 13:00 - 16:00 Lecture Venue: M 2180 Optimization literature Textbooks: Nocedal J. and Wright S.J., Numerical Optimization, Springer Series in Operations Research, Springer, 636 pp, 1999. Spall J.C., Introduction to Stochastic Search and Optimization, Estimation, Simulation and Control, Wiley, 595 pp, 2003. Chong E.K.P. and Zak S.H., An Introduction to Optimization, Second Edition, John Wiley Sons, New York, 476 pp, 2001. Rao S.S., Engineering Optimization - Theory and Practice, John Wiley Sons, New York, 903 pp, 1996. Gill P.E., Murray W. and Wright M.H., Practical Optimization, Elsevier, 401 pp., 2004. Goldberg D.E., Genetic Algorithms in Search, Optimization and Machine Learning, Addison Wesley, Reading, Mass., 1989. S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.(available at /~boyd/cvxbook/) Optimization literature Journals: Engineering Optimization ASME Journal of Mechnical Design AIAA Journal ASCE Journal of Structural Engineering Computers and Structures International Journal for Numerical Methods in Engineering Structural Optimization Journal of Optimization Theory and Applications Computers and Operations Research Operations Research and Management Science Optimization Course Schedule: Introduction to Optimization Classical Optimization Techniques Linear programming and the Simplex method Nonlinear programming-One Dimensional Minimization Methods Nonlinear programming-Unconstrained Optimization Techniques Nonlinear programming-Constrained Optimization Techniques Global Optimization Methods-Genetic algorithms Global Optimization Methods-Simulated Annealing Global Optimization Methods- Coupled Local Minimizers Optimization Cours