ECSE 507 — Optimization and Optimal Control

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.

• Rating: 4.34 out of 5 from 58 student reviews
• Difficulty: 2.00 out of 5
• Credits: 3
• Faculty: Faculty of Engineering
• Department: Electrical & Computer Engr
• Prerequisite(s): ECSE 343 or ECSE 543 or ECSE501 or COMP 540 or MATH 247 or permission of the instructor.