ECSE 507 Optimization and Optimal Control (3 credits)

Offered by: Electrical & Computer Engr (Faculty of Engineering)

Overview

Electrical Engineering : 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.

Terms: Winter 2020

Instructors: Hannah Michalska (Winter)