MTL704
| MTL704 | |
|---|---|
| Numerical Optimization | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | MTL103/MTL508 |
| Overlaps | |
MTL704 : Numerical Optimization
[edit]Unconstrained optimization techniques - one dimensional methods like Fibonacci method, Golden section method; higher dimension methods: pattern search method, Nelder and Meed method; gradient based methods: Steepest descent method, Newton method, Conjugate direction and gradient method, Quasi-Newton methods. Constrained optimization techniques - penalty method, barrier method, cutting plane method, projection gradient method. Heuristic technique: like Genetic programming method to solve non-convex programs.