Lecture 16

Optimization

  1. What is Optimization
  2. Optimization Theory
  3. Objective function(s)
  4. Variables
  5. Constraints
  6. Classical problems
    1. Traveling Salesman Problem
    2. Find minimum or maximum of a function of a single variable
    3. Find min/max of a function of several variables
    4. Necessary conditions
  7. Control Theory
  8. Continuous Optimization Problems
  9. Discrete Optimization Problems (examples, DO'99 Conference)
  10. Integer Programming Problems
  11. Dynamic Programming Problems
  12. Geometric Methods
  13. Algebraic Methods
  14. Linear Programming Problems
  15. Simplex Method (derivation)
  16. Numerical Methods
    1. Genetic Algorithms
    2. Search Netlib
Decision Tree for Optimization Software.