CEE 498-OS: Optimization Methods for Solving Computationally-Intensive Engineering Design Problems
CEE 498-OS:
Optimization Methods for Solving Computationally-Intensive Engineering Design Problems
Instructor:
Prof. Barbara Minsker
(minsker@uiuc.edu)
Guest Lecturer:
Mohit Tawarmalani (tawarmal@uiuc.edu): Introduction to global optimization
The purpose of the three guest lectures is to provide the students with an
introduction to global optimization literature emphasizing on the
algorithmic techniques and available software for global optimization
problems. Considerable effort will be spent on how to
recognize nonconvexities in nonlinear programming problems,
especially those posed in the areas of
engineering design. The students will be expected to
use the web-based parser interface to the global optimization
system,
BARON, to solve a few problems from research articles in
their area of interest.
Information Resources
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Reading Material
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Resource Pointers
Topics covered: (each lecture: 80 minutes)
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Introduction (1 lecture):(lect1.ps.gz)
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The need for global optimization
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Convex Sets and Functions
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Properties of convex sets and functions
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Nonconvex functional forms used in modeling
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Application areas for global optimization (applications.ps.gz)
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Illustrations of Global Optimization Functions (gopics.ps.gz)
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Algorithms (1 lecture): (lect2.ps.gz)
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Deterministic versus Stochastic Approaches
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Branch and Bound
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Relaxation Techniques
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Branching Techniques
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Branch and Reduce (br.ps.gz)
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Software (1 lecture): (lect3.ps.gz)
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Branch and Reduce Optimization Navigator
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Recent Advances in Global Optimization
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Current State of Technology
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Other Softwares