EGR704 Design
Optimization
Time & Place: M, W 4:10-5:50pm, 406 RC
Instructor: R.Grandhi, 210 RC, 775-5090
Office Hours: M, W 2:00-4:00pm
Textbook:
Introduction to Optimum Design, J. S. Arora, McGraw Hill, 1989
Prerequisites: Graduate standing
Description: Concepts of mimima and maxima; linear and nonlinear programming; variational methods. Interdisciplinary engineering application are emphasized.
Homework: Homework problems are assigned in each class and all problems assigned during the week are due on the following Monday.
Exams: Two midterm tests will be conducted.
Course Outline:
1. Introduction to Design Optimization
2. Optimum Design Problem Formulation
- Examples
- Graphical Solutions
- Classification of Optimization Problem
3. Optimum Design Concepts
- Solution of Equations
- Necessary and Sufficient Conditions
4. Linear Programming
- Standard LP Problem
- System of Equations
- Two Phase Simplex Algorithm
- Simplex Method
TEST 1 Jan. 31, 2000
5. Unconstrained Optimization
- One-Dimensional Minimization
- Equal Interval Search
- Golden Section Algorithm
- Steepest Descent Method
- Conjugate Gradient Method
- Newton's Method
- Quasi-Newton Methods
6. Constrained Optimization
- Sequential Linear Programming
- Quadratic Programming
- Penalty Function Methods
- Feasible Directions Algorithm
TEST 2 Feb. 28, 2000
Grading Procedure:
Homework (25%)
Midterm Exam (50%)
Final Exam(25%)
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