GRADUATE SCHOOL

M.SC. in Electrical and Electronics Engineering (Without Thesis)

EEE 514 | Course Introduction and Application Information

Course Name
Optimization Methods and Applications
Code
Semester
Theory
(hour/week)
Application/Lab
(hour/week)
Local Credits
ECTS
EEE 514
Fall/Spring
3
0
3
7.5

Prerequisites
None
Course Language
English
Course Type
Elective
Course Level
Second / Third Cycle
Mode of Delivery -
Teaching Methods and Techniques of the Course -
Course Coordinator
Course Lecturer(s)
Assistant(s) -
Course Objectives The aim of this course is to introduce iterative solutions to optimization problems encountered in engineering. Topics include vector spaces, projection theorem, orthogonal functions and least squares approach, unconstrained optimization, gradient methods, constrained optimization, linear and nonlinear optimization. All methods discussed in the course will be reinforced by homeworks and MATLAB applications.
Learning Outcomes The students who succeeded in this course;
  • explain the basic optimization problem,
  • apply iterative methods for unconstrained optimization,
  • define analytical and iterative solutions of equality constrained optimization,
  • explain linear programming methods,
  • analyze nonlinear optimization problems.
Course Description In this course, various analytic and iterative optimization methods will be introduced to determine the "best" or "most desired" solution to the problems encountered in Engineering. The most commonly used optimization methods will be presented with computer solutions to problems in electrical engineering. Programs will be developed for iterative solution of optimization methods using MATLAB platform.

 



Course Category

Core Courses
Major Area Courses
X
Supportive Courses
Media and Management Skills Courses
Transferable Skill Courses

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

Week Subjects Related Preparation
1 Linear spaces, normed linear spaces. Projection theorem. Orthogonal functions and least squares approximation. Chap 7. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
2 Differential geometry, directional derivatives, Necessary and sufficient conditions for local and global minima. Chap 7. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
3 Unconstrained optimization problem, Analytical and iterative solution. The steepest descent method. Chap 8. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
4 Step size parameter search methods for steepest descent algorithm: Constant, variable, polynomial fit, Fibonacci and Golden section searches. Chap 8. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
5 Newton-Raphson iterative method, Conjugate directions method Chap 9-10. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
6 Conjugate gradient (Fletcher-Reeves) and Variable metric (Fletcher-Powell-Davidon) methods Chap 9. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
7 Equality constrained optimization, analytical solution, Lagrange multiplier method. Chap 11. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
8 Midterm Exam
9 Iterative solutions to equality constrained optimization, steepest descent, Newton Raphson, and penalty methods. Chap 12-13. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
10 Inequality constrained optimization. Linear programming. Fundamental theorem of linear programming. Chap 2. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
11 Simplex method. Chap 3. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
12 Applied nonlinear programming Chap 14. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
13 Kuhn-Tucker theorem and its applications Chap 14. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
14 Quadratic programming. Rosen's gradient projection method. Bellman's Optimality Principle. Chap 15. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
15 Review of the course
16 Final Exam

 

Course Notes/Textbooks
  1. Luenberger, David.G., Ye, Yinyu, Linear and Nonlinear Programming, 4th Ed., Springer, 2016. ISBN: 9783319188423
Suggested Readings/Materials
  1. Nash, S.G., Sofer A., Linear and Nonlinear Programming, Mc Graw Hill, 1996. ISBN: 9780070460652

 

EVALUATION SYSTEM

Semester Activities Number Weigthing
Participation
Laboratory / Application
Field Work
Quizzes / Studio Critiques
Portfolio
Homework / Assignments
1
30
Presentation / Jury
Project
Seminar / Workshop
Oral Exams
Midterm
1
30
Final Exam
1
40
Total

Weighting of Semester Activities on the Final Grade
2
60
Weighting of End-of-Semester Activities on the Final Grade
1
40
Total

ECTS / WORKLOAD TABLE

Semester Activities Number Duration (Hours) Workload
Theoretical Course Hours
(Including exam week: 16 x total hours)
16
3
48
Laboratory / Application Hours
(Including exam week: '.16.' x total hours)
16
0
Study Hours Out of Class
14
3
42
Field Work
0
Quizzes / Studio Critiques
0
Portfolio
0
Homework / Assignments
7
10
70
Presentation / Jury
0
Project
0
Seminar / Workshop
0
Oral Exam
0
Midterms
1
20
20
Final Exam
1
30
30
    Total
210

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
Program Competencies/Outcomes
* Contribution Level
1
2
3
4
5
1

Accesses information in breadth and depth by conducting scientific research in Electrical and Electronics Engineering, evaluates, interprets and applies information.

X
2

Is well-informed about contemporary techniques and methods used in Electrical and Electronics Engineering and their limitations.

X
3

Uses scientific methods to complete and apply information from uncertain, limited or incomplete data, can combine and use information from different disciplines.

X
4

Is informed about new and upcoming applications in the field and learns them whenever necessary.

X
5

Defines and formulates problems related to Electrical and Electronics Engineering, develops methods to solve them and uses progressive methods in solutions.

X
6

Develops novel and/or original methods, designs complex systems or processes and develops progressive/alternative solutions in designs.

X
7

Designs and implements studies based on theory, experiments and modelling, analyses and resolves the complex problems that arise in this process.

8

Can work effectively in interdisciplinary teams as well as teams of the same discipline, can lead such teams and can develop approaches for resolving complex situations, can work independently and takes responsibility.

9 Engages in written and oral communication at least in Level B2 of the European Language Portfolio Global Scale.
10

Communicates the process and the results of his/her studies in national and international venues systematically, clearly and in written or oral form.

11

Is knowledgeable about the social, environmental, health, security and law implications of Electrical and Electronics engineering applications, knows their project management and business applications, and is aware of their limitations in Electrical and Electronics engineering applications.

12

Highly regards scientific and ethical values in data collection, interpretation, communication and in every professional activity.

*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest

 


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