UUM 526 Optimization Techniques in Engineering

Lecture 0: Class Logistics

Asst. Prof. N. Kemal Ure

Istanbul Technical University

ure@itu.edu.tr

February 5, 2019

Asst. Prof. N. Kemal Ure (ITU) Lecture 0 February 5, 2019 1/9

▶ Lecturer: Assistant Prof. Nazim Kemal Ure
∎ Office: FAA, Entrance Floor, Room 02
∎ Contact: ure@itu.edu.tr
∎ Website: kemalure.com

▶ TA: Ali Alizadeh

∎ Office: FAA, Room 312
∎ Office hours: TBA
∎ Contact: alizadeha@itu.edu.tr

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Objectives

▶ To provide students a solid understanding of fundamentals of

optimization theory.
∎ We will be ”masters” of optimization, not ”consumers”

▶ To present core theorems and applications regarding most common

optimization problems and algorithms.

∎ Math in this class will be rigorous

▶ To provide students the mathematical and computational tools

required to perform research at the MSc and PhD level.

∎ You will practice a lot of optimization algorithm implementation

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Prerequisites

▶ Math: Strong background in graduate level Linear Algebra,

Geometry and Multivariable Calculus

∎ You should be comfortable with rigorous math (i.e. writing proper proofs)
∎ It is recommended that you take UUM 535 Engineering Mathematics
prior to this course
∎ We will review everything we need, but it is going to be a short review

▶ Coding: Beginner level MATLAB is fine, any other language

(Python, C++ etc.) is also welcome

∎ If need be, Ali will do a tutorial on MATLAB and Optimization toolbox.

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Course Outline

▶ Introduction (2 Weeks)
∎ Introduction to Optimization, Mathematical Preliminaries, Basics of
Optimization

▶ Unconstrained Optimization (4 Weeks)

∎ 1D Search Methods, Gradient Methods, Newton’s Method, Conjugate
Direction Methods, Global Search Methods

▶ Linear Programming (3 Weeks)

∎ Linear Formulations, Simplex Method, Duality, Integer Programming

▶ Constrained Nonlinear Programming (5 Weeks)

∎ Equality and Inequality Constraints, Convex Problems, Algorithms,
Multiobjective Optimization

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Textbooks

▶ Main Textbook: Chong, E. and Zak, S., 2013.

An Introduction to Optimization, Wiley , NY.
∎ Strongly recommended. We will follow the book
closely
∎ Available as an e-book from the ITU library!

▶ Additional textbook: Boyd, Stephen, and

Lieven Vandenberghe. Convex optimization.
Cambridge university press, 2004.
∎ One of the most influential books in the history of
optimization
∎ Will be used in the last part of the course

∎ pdf and lecture videos available at

https://web.stanford.edu/ boyd/cvxbook/
▶ We will also use Arora, J.S., 2004. Introduction
to Optimum Design, Elsevier Academic Press,
San Diego. for additional exercises
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Evaluation

▶ Homeworks (30%)
∎ Will involve theory, applications and coding (worth of total 110 points)
∎ -30 points per every day after the submission date
∎ Must be typed in MS Word or Latex, +10 points for Latex
∎ There will be 5-6 problem sets

▶ 1 Midterm (20%) and 1 Final Exam (30%)

∎ 1 day take-home exams

▶ Term Project (20%)

∎ Can be done in groups, but more people = more work
∎ Final report and presentation is due by the end of the term

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Policies

▶ Attendance:
∎ No restrictions. No effect on grade
∎ You are free to enter and leave the class at anytime as long as you don’t
interrupt the flow

▶ Cheating:
∎ Will be monitored very strictly. Zero tolerance

▶ Make-up Lectures and Recitations:

∎ Due to my heavy project and meeting schedule we are bound to miss
some lectures. I will schedule a make-up lecture in that case.
∎ Ali might hold recitation sessions (date and place TBA) where he will
solve problems from Chong’s book.

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Policies

▶ Teaching:
∎ Only definitions, theorem statements and figures will be displayed on slides
∎ Proofs and analysis will be done on the blackboard

▶ Listeners:
∎ Are welcome! More the merrier!
∎ But do not expect to learn much if you do not solve the problem sets

▶ Interaction:
∎ Asking questions and opening up discussions is STRONGLY encouraged

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