AIL711
| AIL711 | |
|---|---|
| Numerical Optimization | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | AIL701 |
| Overlaps | MTL704, CLL782 |
AIL711 : Numerical Optimization
[edit]General properties of algorithm, global convergence, rate of convergence, unconstrained optimization techniques - one dimensional methods: Fibonacci method, Golden section method, interpolation. Multi-dimensional methods: pattern search method, Nelder and Meed method, gradient based methods: steepest descent method and its variants recall, conjugate direction and gradient method, quasi-Newton method. Constrained optimization techniques - penalty method, barrier method, projection gradient method, sequential quadratic programming approach. Semidefinite and cone programmingYardi School of Artificial Intelligence