MSc in Electrical Engineering
Course Information Package
|Course Unit Title||OPTIMIZATION METHODS AND APPLICATIONS|
|Course Unit Code||AEEE556|
|Course Unit Details||MSc Electrical Engineering (Technical Electives) -|
|Number of ECTS credits allocated||7|
|Learning Outcomes of the course unit||By the end of the course, the students should be able to:|
|Mode of Delivery||Face-to-face|
|Recommended optional program components|
Linear Programming: The standard form of the linear programming problem, slack variables, the manufacturing problem, the transportation problem, the routing problem, the scheduling problem, revision on linear algebra, linear dependence, Gaussian elimination, existence and uniqueness of optimal solutions, extreme points, vertices, basic solutions, basic feasible solutions and degeneracy, the fundamental theorem of linear programming.
The Simplex Method: The full tableau implementation of the simplex method.
Duality: Transformation of primal linear programming problems into the dual problems. The duality theorem, simplex multipliers, sensitivity and complementary slackness. The dual simplex method.
Practical Optimization Problems: The assignment problem, the transportation problem, the minimum-cost flow problem and the maximal flow problem.
Unconstrained Non-Linear Programming: The standard form of the nonlinear programming problem, convexity, existence and uniqueness of optimal solutions, necessary and sufficient conditions for optimality, gradient methods, steepest descent method, Newton’s method, least squares problem, curve fitting, adaptive control, neural networks.
Constrained Non-Linear Programming: Existence and uniqueness of optimal solutions, necessary and sufficient conditions for optimality, Conditional gradient methods.
|Recommended and/or required reading:|
|Planned learning activities and teaching methods|
Teaching is based on lectures.The course delivery will be based on theoretical lecturing, assignments and exercises solved in class. Exercises will be handed to students and their solutions shall be analysed at lecture periods. Additional tutorial time at the end of each lecture will be provided to students. Students are expected to demonstrate the necessary effort to become confident with the different concepts and topics of the course.
|Assessment methods and criteria|
|Language of instruction||English|