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This document provides an overview of the UUM 526 Optimization Techniques in Engineering course. It introduces the lecturer, teaching assistant, course objectives, prerequisites, outline, textbooks, evaluation criteria, policies, and encourages student interaction. The course aims to provide students a solid understanding of optimization fundamentals and techniques to prepare them for research. It will cover unconstrained, linear, and constrained nonlinear optimization over 14 weeks. Students will be evaluated based on homework, exams, and a term project.

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79 views

Lecture0 PDF

This document provides an overview of the UUM 526 Optimization Techniques in Engineering course. It introduces the lecturer, teaching assistant, course objectives, prerequisites, outline, textbooks, evaluation criteria, policies, and encourages student interaction. The course aims to provide students a solid understanding of optimization fundamentals and techniques to prepare them for research. It will cover unconstrained, linear, and constrained nonlinear optimization over 14 weeks. Students will be evaluated based on homework, exams, and a term project.

Uploaded by

_MerKeZ_
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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UUM 526 Optimization Techniques in Engineering

Lecture 0: Class Logistics

Asst. Prof. N. Kemal Ure

Istanbul Technical University


[email protected]

February 5, 2019

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 1/9


▶ Lecturer: Assistant Prof. Nazim Kemal Ure
∎ Office: FAA, Entrance Floor, Room 02
∎ Contact: [email protected]
∎ Website: kemalure.com

▶ TA: Ali Alizadeh


∎ Office: FAA, Room 312
∎ Office hours: TBA
∎ Contact: [email protected]

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 2/9


Objectives

▶ To provide students a solid understanding of fundamentals of


optimization theory.
∎ We will be ”masters” of optimization, not ”consumers”

▶ To present core theorems and applications regarding most common


optimization problems and algorithms.

∎ Math in this class will be rigorous

▶ To provide students the mathematical and computational tools


required to perform research at the MSc and PhD level.

∎ You will practice a lot of optimization algorithm implementation

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 3/9


Prerequisites

▶ Math: Strong background in graduate level Linear Algebra,


Geometry and Multivariable Calculus

∎ You should be comfortable with rigorous math (i.e. writing proper proofs)
∎ It is recommended that you take UUM 535 Engineering Mathematics
prior to this course
∎ We will review everything we need, but it is going to be a short review

▶ Coding: Beginner level MATLAB is fine, any other language


(Python, C++ etc.) is also welcome

∎ If need be, Ali will do a tutorial on MATLAB and Optimization toolbox.

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 4/9


Course Outline

▶ Introduction (2 Weeks)
∎ Introduction to Optimization, Mathematical Preliminaries, Basics of
Optimization

▶ Unconstrained Optimization (4 Weeks)


∎ 1D Search Methods, Gradient Methods, Newton’s Method, Conjugate
Direction Methods, Global Search Methods

▶ Linear Programming (3 Weeks)


∎ Linear Formulations, Simplex Method, Duality, Integer Programming

▶ Constrained Nonlinear Programming (5 Weeks)


∎ Equality and Inequality Constraints, Convex Problems, Algorithms,
Multiobjective Optimization

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 5/9


Textbooks

▶ Main Textbook: Chong, E. and Zak, S., 2013.


An Introduction to Optimization, Wiley , NY.
∎ Strongly recommended. We will follow the book
closely
∎ Available as an e-book from the ITU library!

▶ Additional textbook: Boyd, Stephen, and


Lieven Vandenberghe. Convex optimization.
Cambridge university press, 2004.
∎ One of the most influential books in the history of
optimization
∎ Will be used in the last part of the course

∎ pdf and lecture videos available at

https://web.stanford.edu/ boyd/cvxbook/
▶ We will also use Arora, J.S., 2004. Introduction
to Optimum Design, Elsevier Academic Press,
San Diego. for additional exercises
Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 6/9
Evaluation

▶ Homeworks (30%)
∎ Will involve theory, applications and coding (worth of total 110 points)
∎ -30 points per every day after the submission date
∎ Must be typed in MS Word or Latex, +10 points for Latex
∎ There will be 5-6 problem sets

▶ 1 Midterm (20%) and 1 Final Exam (30%)


∎ 1 day take-home exams

▶ Term Project (20%)


∎ Can be done in groups, but more people = more work
∎ Final report and presentation is due by the end of the term

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 7/9


Policies

▶ Attendance:
∎ No restrictions. No effect on grade
∎ You are free to enter and leave the class at anytime as long as you don’t
interrupt the flow

▶ Cheating:
∎ Will be monitored very strictly. Zero tolerance

▶ Make-up Lectures and Recitations:


∎ Due to my heavy project and meeting schedule we are bound to miss
some lectures. I will schedule a make-up lecture in that case.
∎ Ali might hold recitation sessions (date and place TBA) where he will
solve problems from Chong’s book.

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 8/9


Policies

▶ Teaching:
∎ Only definitions, theorem statements and figures will be displayed on slides
∎ Proofs and analysis will be done on the blackboard

▶ Listeners:
∎ Are welcome! More the merrier!
∎ But do not expect to learn much if you do not solve the problem sets

▶ Interaction:
∎ Asking questions and opening up discussions is STRONGLY encouraged

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 9/9

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