The main problem of engineering is: how to increase the efficiency of a process, of a construction, etc. To achieve this goal the designer can choose several parameters (controls), assuming that certain constrains are satisfied. Mathematical formulation of the optimization problem deals with those three objects: the goal function, the controls, the constrains. Methods to effective search for an optimal values of controls are formed the Optimization Theory. The modern branches of Optimization Theory include Optimal Control, Structural Optimization, etc. We discuss and compare methods and algorithms of optimization. The most suitable method depends on the type of the problem considered: of the number of controls, smoothness of constrains/goal function, etc. We try different methods in different situations to experience in optimization techniques.
The ten weeks of classes will be roughly divided as following:
M 251, M 252, M 353 or equivalents.
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Prerequisites
The problems for homework