MTL704 Numerical Optimization

Credits: 3 (3-0-0)

Prerequisites: MTL103/MTL508

Description

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.

Prerequisite Tree

flowchart TD
MTL704-988[MTL704]
MTL704-988 --- Or989[Any one of]:::empty
Or989 -.-> MTL103-990[MTL103]
Or989 -.-> MTL508-991[MTL508]

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