ECE 718 Special Topics
Nonlinear
Optimization for Engineers
Course Outline: 2009/2010, January 2010
Instructor: Dr. Mohamed Bakr,
B.Sc., M.Sc., Ph.D., P.Eng.,
mbakr@mail.ece.mcmaster.ca
Lectures: Organizational meeting on Friday January 15th,
10:00 am in ITB A311.
Classes on Mondays 9:00 am -12:00 pm in ETB/533
starting January 18th.
Office Hours: One hour after
each lecture.
Course Objective: This course addresses different concepts in nonlinear
optimization with a special focus on electrical applications. Starting with classical optimization
approaches and single dimensional methods, we move to cover unconstrained and
constrained multidimensional optimization.
Both gradient-based and value-based optimization approaches are covered. The course also addresses areas of research
relevant to electrical engineering. These include Space Mapping (SM)
optimization, global optimization approaches such as particle swarm
optimization (PSO), and Adjoint Variable Methods (AVM). The examples and projects mainly focus on
applications relevant to electrical engineering.
Outline of
Topics: 1. Introduction
2. Classical Optimization Approaches
3. One dimensional search
4. Unconstrained Optimization
5. Constrained optimization
6. Global Optimization Approaches
7. Space Mapping Optimization
8. Adjoint Variable Methods
9. Discussion of
Advanced Topics
Results of Assignments 1 and 2
Results of Assignments 3 and 4
Format: One 3-hour lecture
is offered per week. One office hour
after each lecture.
Assessment:
· 6 matlab assignments (60%)
· Final Project (40%).
Resources:
Recommended Text: 1- Singiresu S. Rao, Engineering Optimization
Theory and Practice, Third Edition, John Wiley & Sons Inc.
2- Collection of research papers.