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Overview

Electrical Engineering : General introduction to optimization methods including steepest descent, conjugate gradient, Newton algorithms. Generalized matrix inverses and the least squared error problem. Introduction to constrained optimality; convexity and duality; interior point methods. Introduction to dynamic optimization; existence theory, relaxed controls, the Pontryagin Maximum Principle. Sufficiency of the Maximum Principle.

Terms: Winter 2022

Instructors: Michalska, Hannah (Winter)

• (3-0-6)

• Prerequisites: ECSE 443 or ECSE 543 or ECSE 501 or COMP 540 or permission of instructor