Unit 1
Introduction
Optimization – optimal problem formulation, engineering optimization problems, optimization algorithms, numerical search for optimal solution.
Course Name | Optimization Techniques |
Course Code | 15MAT303 |
Program | B. Tech. in Electronics and Communication Engineering |
Semester | Six |
Year Taught | 2019 |
Introduction
Optimization – optimal problem formulation, engineering optimization problems, optimization algorithms, numerical search for optimal solution.
Single Variable optimization
Optimality criteria, bracketing methods – exhaustive search method, bounding phase method – region elimination methods – interval halving, Fibonacci search, golden section search, point estimation method – successive quadratic search, gradient based methods.
Multivariable Optimization
Optimality criteria, unconstrained optimization – solution by direct substitution, unidirectional search – direct search methods evolutionary search method, simplex search method, Hook-Jeeves pattern search method, gradient based methods – steepest descent, Cauchy’s steepest descent method, Newton’s method, conjugate gradient method – constrained optimization. Kuhn-Tucker conditions.
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