Book: Engineering Design Optimization by Joaquim R. R. A. Martins and Andrew Ning
Videos: YouTube
Homework: two week assignments (start early!)
Quizzes: on Mondays via Learning Suite
| Date | Lecture | Handout | Reading | Assignments |
|---|---|---|---|---|
| M Jan 11 | Introduction | Ch 1 | ||
| W Jan 13 | Using an Optimizer | Optimization Usage | HW 1 starts | |
| F Jan 15 | Numerical Models | Ch 3 | ||
| M Jan 18 | MLK Jr. Day | |||
| W Jan 20 | Line Search 1 | 4.1-4.3 | Quiz 1 | |
| F Jan 22 | Line Search 2 | |||
| M Jan 25 | Search Dir | Next Steps | 4.4 | Quiz 2 |
| W Jan 27 | Search Dir 2 | HW 1: Intro | ||
| F Jan 29 | Trust Region | 4.5-4.6 | ||
| M Feb 1 | Finite Differencing | Quiz 3 | ||
| W Feb 3 | Complex Step | 6.1-6.4 | Abstract | |
| F Feb 5 | Algorithmic Differentiation | 6.5 | ||
| M Feb 8 | AD (con’t) | AD example | 6.6 | Quiz 4 |
| W Feb 10 | Implicit | HW 2: Uncon, template | ||
| F Feb 12 | Sparse Jacobians | 6.7 | ||
| T Feb 16 | No Class | fmincon template with deriv | 6.8 | Quiz 5 |
| W Feb 17 | KKT Conditions | 5.1-5.2 | ||
| F Feb 19 | KKT 2 | |||
| M Feb 22 | Demo | Quiz 6 | ||
| W Feb 24 | Penalty Methods | 5.3 | HW 3: Computing Derivatives | |
| F Feb 26 | SQP 1 | 5.4, 11.3 | ||
| M Mar 1 | SQP 2 | Quiz 7 | ||
| W Mar 3 | Interior Point Methods | Engine Example | 5.5-5.7 | |
| F Mar 5 | Nelder-Mead Simplex | 7.1-7.3 | ||
| M Mar 8 | Binary Encoded Genetic Algorithm | Mixed Integer GA Example | 7.5 | Quiz 8 |
| W Mar 10 | Real Encoded Genetic Algorithm | HW 4: Constrained Optimization | ||
| F Mar 12 | Particle Swarm | 7.6 | ||
| M Mar 15 | Discrete | exercise | 8.1-8.3 | Quiz 9 |
| W Mar 17 | Branch and Bound | Executive Summary | ||
| F Mar 19 | Spring Holiday | |||
| M Mar 22 | Dynamic | 8.4, 8.5 | Quiz 10 | |
| W Mar 24 | Simulated Annealing | 8.6-8.9 | HW 5: Gradient-Free Optimization | |
| F Mar 26 | Multiobjective | Ch 9 | ||
| M Mar 29 | Sampling | 10.1-10.2 | Quiz 11 | |
| W Mar 31 | Constructing a Surrogate | data.txt | 10.3 | |
| F Apr 2 | Infill and Deep Neural Networks | 10.4-10.6 | ||
| M Apr 5 | Reliability | script, solution | Quiz 12 | |
| W Apr 7 | Robust Optimization | HW 6: OUU and SBO | ||
| F Apr 9 | Forward Propagation | |||
| M Apr 12 | Presentations | |||
| W Apr 14 | Presentations |