Standard Course Syllabus Course Supervisor Date of Approval

Dept. of Electrical and Computer Engineering Ozguner, U 2/03

759 Numerical Optimization for Electrical Engineers

2. CATALOG DESCRIPTION

Numerical optimization techniques as applied to selected electrical engineering application areas.

Quarters of Offering Credits
Level Class Meeting

Au Qtr. 3 U G 3 cl.

Course Prerequisites

Prereq: 352. Not open to students with credit for 694U.

3. PREREQUISITES BY TOPIC

Vectors, matrices, and related calculations; introductory signals and systems; a high-level language preferably MATLAB

programming.

Courses that require this as a direct prerequisite

none

4. Text(s) and Other Course Materials Author(s) Publisher

Nonlinear Programming, 2nd Ed. Dimitri P. Bertsekas Athena Scientifica

ISBN: 1-886529-00-0

References (supplemental reading)

5. COURSE OBJECTIVES

1. This course provides the advanced undergraduate or beginning graduate student with computational techniques to pose

and solve electrical optimization problems numerically. The student is exposed to standard techniques, their mathematical

background and associated software. (Criteria 3 (a),(b),(c ), (k),(e))

6. TOPICS AND (# OF LECTURES)

Mathematical Review - Concepts from geometry and calculus (3)

Basic Unconstrained Optimization - One Dimensional Search - EE examples (3)

Gradient Methods, Conjugate Direction Methods (5)

Newton's Method and Quasi-Newton Methods (3)

Circuit design problems, estimation problems (2)

Problems with Equality Constraints-Lagrange Conditions (3)

Control, communication, and/or electromagnetic problems (2)

Problems with Inequality Constraints (3)

Algorithms for Constrained Optimization (3)

Review, additional examples (3)

7. CLASS MEETING PATTERN (For example, "3cl." means 3 48-min classes per week.)

3 cl.

Thursday, August 14, 2008 09:21 AM

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