Convex Optimization Techniques
This course discusses in detail different methods for the optimization of systems of engineering and economic interest using the techniques of linear and nonlinear programming. The focus is on convex optimization, which is the solution of problems with only one best cost, design, size etc. We will consider problems such as least squares, supply chain management, batch process networks, network flow, dynamic programming, portfolio optimization and other examples across all engineering disciplines. Students will learn about optimization theory and problem formulation, with some computational component. By the end of the course, students should be able to: create optimization problems from a physical situation, identify whether the problem can be solved or not, transform problems into equivalent forms, list optimality conditions for problems, find the dual of a problem and identify its relation to the primal,and use at least one method to solve a convex programming problem using a computer.
Same as EID 488
3 credits. Prerequisites: ChE 352 or ME 251, Ma 326 (co-enrollment is fine)
Course Code: ChE 488