ChE / EID 488: Convex Optimization Techniques
For more information on this course, see my faculty website.
Course description from the current catalog:
ChE 488 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.
3 credits. Prerequisites: ChE 151 or ESC 161, Ma 326 (co-enrollment is fine)