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Note: This is the 2018–2019 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Note: This is the 2018–2019 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
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)