Syllabus
The Ohio State University
Dept. Electrical and Computer Engineering

ECE 759: Numerical Optimization for Electrical Engineers

Office Hours: Talk to me after class or email me and set up an appointment

Textbook: Dimitri P. Bertsekas, Nonlinear Programming, Second Edition, Athena Scientific Press, 1999.

Course Objectives: The course will involve understanding the basic methods and theory of optimization and gaining experience in solving practical engineering optimization problems.

Topical Outline:

1. Gradient methods
2. Gauss-Newton/Levenberg Marquardt methods, quasi-Newton methods conjugate direction methods
3. Constrained optimization, and Lagrange methods
4. Nongradient optimization (pattern/direct search, stochastic methods)
5. Fundamental theory (e.g., convergence properties/conditions)
6. Strategies for optimization problem formulations (modeling)
7. Examples: Solutions to optimization problems arising in science and engineering
8. Extensive use of Matlab optimization toolbox

Grading (tentative):

• Homeworks, 25%
• Projects, 45%
• Final examination, 30%

Policy: Work entirely on your own for all assignments. Turn in your code for programming assignments.

ECE352
Linear algebra
Comfort with a level of mathematical sophistication
Matlab programming experience