Syllabus
Unit 1
Single Variable Optimization: Introduction to Optimization, Optimality Criteria – Bracketing Methods: Exhaustive Search Method, Bounding Phase Method, Region Elimination Methods, Golden Section Search Method, Gradient Based Methods: Newton-Raphson Method, Bisection Method, Secant Method, Cubic Search Method.
Unit 2
Multivariable Optimization: Optimality Criteria – Gradient Based Methods: Steepest Descent Method, Conjugate Direction Method, Conjugate Gradient Method and Newton’s Method – Constrained Optimization: Karush-Kuhn-Tucker Optimality Criteria, Direct Methods, Indirect Methods, Penalty Function Methods.
Unit 3
Global Optimization: Simulated Annealing, Genetic Algorithm, Particle Swarm Optimization, Multi-Objective Optimization – Pareto Optimality – Global Function /Weighted Sum.