Course Information

Course Name	Turkish	Numerical Methods in Optimization
	English	Numerical Methods in Optimiz.
Course Code	KOM 507E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	1	3	3	-	-
Course Language		English
Course Coordinator		İbrahim Eksin
Course Objectives		To provide the definitions and the basic concepts related to optimization problem To teach the unconstrained optimization methods ( line search and curve fitting methods). To teach the constrained optimization methods(primal methods, penalty and barrier methods). To gain experience about application of the optimization methods in optimal control.
Course Description		Definitions and basic concepts related to optimization problem (classification, algorithms, convergence, necessary and sufficient conditions for extremum, convexity etc.).Unconstrained optimization methods: line search methods (such as Fibonacci, golden section, Hooke and Jeeves, etc). Curve fitting methods (such as Davidon-Fletcher-Powell, Fletcher-Reeves, Newton, etc). Constrained Optimization methods: primal methods, penalty and barrier methods. Numerical application methods in optimal control theory (two-point boundary value problem and Riccati equation)
Course Outcomes		The basic concepts related to optimization problem The unconstrained optimization methods The line search methods The curve fitting methods The constrained optimization methods Application of the optimization methods to the optimal control problems. To be able to present the results of his/her scientific research in the written form and orally.
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Textbook
Other References		J. Nocedal, S. J. Wright, Numerical Optimization, Springer Verlag, 1999 A. D. Belegundu, T. R. Chandrupatla, Optimization concepts and Applications in Engineering, Prentice Hall, 1999. S. S. Rao, Engineering Optimization: Theory and Practice, 3rd ed., John Wiley, 1996. M. S. Bazara, H. N. Sherali, C. M. Shetty, Nonlinear Programming: Theory and Algorithms, 2nd ed., John Wiley, 1993. D.G. Luenberger, Linear and Nonlinear Programming, 2nd ed., Addison-Wesley, 1984.

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