Note: This is the 2018鈥�2019 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
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 2019
Instructors: Michalska, Hannah (Winter)
