
Explore how inequality and equality constraints shape the feasible region, highlight active constraints, and show the greater severity of equality constraints on the optimal solution.
Explore how to solve nonlinear optimization problems with a graphical approach by plotting nonlinear constraints, identifying feasible regions, and locating the boundary where the objective is minimized.
Explain how linear optimization places the optimal solution on the feasible region's boundary and vertices, then compare to nonlinear optimization where the optimum may lie inside the region.
Explore bounding in optimization by sampling three points x1, x2, x3 and evaluating f(x1), f(x2), f(x3) to determine left, right, or bound the search with the Swans algorithm.
Explore the golden section method for one-variable optimization, derive the golden ratio, and see how interval reduction with X1 and X2 drives efficient convergence to the optimal point.
Explain Newton's method for unconstrained multi-variable optimization, deriving a search direction from gradient and Hessian via Taylor expansion, with step size one, and illustrate updates on a two-variable example.
Learn how to solve a constraint optimization problem with an augmented lagrangian, turning it into a four-variable unconstrained problem and iteratively enforcing an equality constraint on a line.
Explore how the augmented Lagrangian converts constrained optimization into unconstrained problems by handling equality and inequality constraints with slack variables or a max-based reformulation.
This course introduces students to optimization techniques. The course exposes students to basic concepts about the implementation of numerical optimization techniques, assuming that the student does or does not have any kind of idea on these topics. The approach used for teaching this optimization course is based on students having a basic understanding of optimization problem formulations, the important aspects of various optimization algorithms, also about the knowledge of how to use programming to solve optimization problems. The lectures in this course cover Graphical Approaches for Optimization Problems, Notations and Classification of Optimization, Unconstrained Optimization, and Constrained Optimization. Various algorithms such as Golden Section, Gradient Descent, Newton's Methods, Augmented Lagrangian, and Sequential Quadratic Programming (SQP). This course will be beneficial to students who are interested in learning about the basics of optimization methods. Operation researchers, engineers, and data science and machine learning students will find this course useful. This course is taught by professor Rahul Rai who joined the Department of Automotive Engineering in 2020 as Dean’s Distinguished Professor in the Clemson University International Centre for Automotive Research (CU-ICAR). Previously, he served on the Mechanical and Aerospace Engineering faculty at the University at Buffalo-SUNY (2012-2020) and has experience in industrial research center experiences at United Technology Research Centre (UTRC) and Palo Alto Research Centre called as (PARC).