Lecture 0: Introduction EEE6470: Optimization 서강대학교 전자공학과 2012학년도 1학기

Lecture Objectives Introduction to optimization theory and methods Analysis of optimization problems. Optimization algorithms and their analysis. Ability to make precise statements about optimization problems.

Introduction Brief course description Text Prerequisites Unconstrained and constrained optimization theory Algorithms and search methods for optimization, and their analysis (includes: quasi-Newton, recursive least squares, genetic algorithm) Examples from various engineering applications Text E. K. P. Chong and S. H. Zak, An Introduction to Optimization, Third Edition, New York, NY: John Wiley & Sons, Inc., 2008. Prerequisites Working knowledge of linear algebra (matrix manipulations, vector spaces, bases, eigenvalues, quadratic forms) Working knowledge of calculus of several variables (differentiating functions of n variables, chain rule, gradients, Taylor series, limits) Basic state-space systems in discrete time (desirable but not required)

Introduction Grading Homework due every two weeks: 20% Mid-term exam: 30% Final exam: 30% Attendance: 20% Contact information Email: ymyoo@sogang.ac.kr (preferred) Phone: 705-4731 (BI 409 or TE1108A) Course web page http