**ELE
604/704 OPTIMIZATION**

**Instructor:** Dr Cenk Toker

**Schedule:** Monday 09:00-12:00

**Course Homepage:** http://www.ee.hacettepe.edu.tr/~toker/ELE704/

**Course Objective:** Optimization is an interdisciplinary
mathematical tool which helps you to find an optimum solution to a
mathematically modeled problem. During the course you will be given the
necessary tools to model and solve an engineering problem as an optimization
problem.

**Topics to be covered:**

Theory:

Convex Sets, Convex Functions, Convex Optimization Problems, Duality

Applications:

Approximation and Fitting, Statistical Estimation, Geometric Problems

Algorithms:

Unconstraint Optimization, Equality Constrained Optimization, Interior-Point
Methods

**Prerequisite:** Very good knowledge of linear algebra and
ability to write a program with moderate complexity in MATLAB.

You must be very good at geometric thinking, and you must also be willing to
think and study on the subject given during the lecture at home, possibly
spending at least 5-6 hours per lecture apart from the time spend at school.

**Textbook: **There is no specific textbook.
Lecture notes will be a composition of the references below:

1. Luenberger, Linear and Nonlinear Programming,
Kluwer, 2002,

2. Boyd and Vandenberghe, Convex Optimization,
Cambridge, 2004,

3. Baldick, Applied Optimization, Cambridge, 2006,

4. Freund, Lecture Notes, MIT,

5. Bertsekas, Lecture Notes, MIT,

6. Bertsekas, Nonlinear Programming, Athena
Scientific, 1999.

**Grading:** Midterm exam: 25%, Quiz (5 out of 6) 25%, Final
exam: 50%

**Lecture Notes:** click