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

2. 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.

3. 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)

4. Introduction
Grading
Homework due every two weeks: 20%
Mid-term exam: 30%
Final exam: 30%
Attendance: 20%
Contact information
(preferred)
Phone: (BI 409 or TE1108A)
Course web page
http