ECE 733

Nonlinear Optimization for Electrical Engineers

Course Outline: 2011/2012, January 2012

Instructor: Dr. Mohamed Bakr, B.Sc., M.Sc., Ph.D., P.Eng., mbakr@mail.ece.mcmaster.ca

Lectures: Classes on Thursdays 9:30 am -12:30 pm in TSH/B129 starting January 19^th.

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

Detailed Lectures

First Assignment

Second Assignment

Chapter 2 Questions

Format: One 3-hour lecture is offered per week. One office hour after each lecture.

Assessment:

· 4 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.