Credits: 3 (3-0-0)
Prerequisites: AIL701
Overlaps with: MTL704, CLL782
Description
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 programming
Prerequisite Tree
flowchart TD
AIL711-2[AIL711]
AIL711-2 --> AIL701-2[AIL701]
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