Learn the mathematical and computational basics for applying optimization successfully. Master the different formulations and the important concepts behind their solution methods. Learn to implement and solve optimization problems in Python through the practical exercises.
This course is useful to students of all engineering fields. The mathematical and computational concepts that you will learn here have application in machine learning, operations research, signal and image processing, control, robotics and design to name a few.
We will start with the standard unconstrained problems, linear problems and general nonlinear constrained problems. We will then move to more specialized topics including mixed-integer problems; global optimization for non-convex problems; optimal control problems; machine learning for optimization and optimization under uncertainty. Students will learn to implement and solve optimization problems in Python through the practical exercises.