Optimization Methods

2018/2019

Content, progress and pedagogy of the module

Learning objectives

Knowledge

  • Must have knowledge about different classes of optimization problems.
  • Must have knowledge about objective function, global/local minima, constrained/unconstrained, convex/non-convex functions and sets.
  • Must have knowledge about the consequences of dimensionality.
  • Must have knowledge about gradient and optimal gradient methods.
  • Must have knowledge about Newton and interior-point methods for constrained optimization.
  • Must have knowledge about line search methods and stop criteria.
  • Must have knowledge about tools for non-linear optimization.
  • Must have knowledge about methods for solving combinatorial optimization problems, such as Simulated Annealing (SA), Genetic Algorithms (GA), ant colony optimization, and Integer Linear Programming (ILP).

Skills

  • Must be able to identify problem classes.
  • Must be able to apply optimization methods in order to design and implement algorithms for continuous and discrete optimization.
  • Must be able to evaluate the performance of optimization algorithms.
  • Must be able to transform optimization problems to standard form and use off-the-shell optimization software.
  • Must be able to evaluate and understand numerical aspects of optimization algorithms.

Competences

  • Must have an understanding of how to formulate optimization problems in signal processing.
  • Must have competencies in applying optimization in signal processing applications.

Type of instruction

As described in the introduction to Chapter 3.



Exam

Exams

Name of examOptimization Methods
Type of exam
Written or oral exam
ECTS5
AssessmentPassed/Not Passed
Type of gradingInternal examination
Criteria of assessmentAs stated in Joint Programme Regulations
http:/​/​www.en.tech.aau.dk/​education-programmes/​Education+and+Programmes/​

Facts about the module

Danish titleOptimeringsmetoder
Module codeESNSPAK1K2
Module typeCourse
Duration1 semester
SemesterAutumn
ECTS5
Location of the lectureCampus Aalborg
Responsible for the module

Organisation

Study BoardStudy Board of Electronics and IT
FacultyTechnical Faculty of IT and Design
SchoolSchool of Information and Communication Technology