Code: 132MMO |
Modern Methods of Optimization |
Lecturer: doc. Ing. Matìj Lep¹ Ph.D. |
Weekly load: 1P+1C |
Completion: A |
Department: 11132 |
Credits: 2 |
Semester: W |
- Description:
-
The course is aimed at an overview of numerical optimization methods applicable not only in the Civil Engineering area. The emphasis is put more on the introduction of driving principles, however, practical applications in MATLAB environment are also conducted during exercises.
- Contents:
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Introduction to Global optimization
Mathematical Programming I
Mathematical Programming II
Mathematical Programming III
Direct Search methods, Simulated Annealing, Threshold Acceptance
Genetic Algorithms
Evolution Strategies, Differential Evolution, PSO and ACO
Parallel Evolutionary Algorithms and No free lunch theorem
Multi-modal optimization, comparison of optimization algorithms
Multi-objective optimization, constrained optimization
Meta-modeling
Genetic Programming
Examples of engineering applications
- Seminar contents:
-
Example of portfolio management
Mathematical Programming
Traveling Salesman Problem and Simulated Annealing
Genetic Algorithms
Genetic Programming
- Recommended literature:
-
!Search Methodologies: Introductory Tutorials in Optimization and Decision Support Techniques, E. K. Burke, G. Kendall (Editors), Springer, 2014, ISBN 978-1-4614-6940-7.
!A. E. Eiben, J. E. Smith. Introduction to Evolutionary Computing. Springer, 2003, ISBN 978-3-662-05094-1.
!J. Dréo, A. Pétrowski, P. Siarry, E. Taillard, A. Chatterjee. Metaheuristics for Hard Optimization: Methods and Case Studies. Springer, 2005, ISBN 978-3-540-30966-6.
!Weise, Thomas, et al. "Why is optimization difficult?" Nature-Inspired Algorithms for Optimisation. Springer Berlin Heidelberg, 1-50, 2009, ISBN 978-3-642-00267-0.
- Keywords:
- mathematical programming, gradient based methods, direct search methods, evolutionary algorithms, genetic algorithms, design of experiments, meta-models, genetic programming
Abbreviations used:
Semester:
- W ... winter semester (usually October - February)
- S ... spring semester (usually March - June)
- W,S ... both semesters
Mode of completion of the course:
- A ... Assessment (no grade is given to this course but credits are awarded. You will receive only P (Passed) of F (Failed) and number of credits)
- GA ... Graded Assessment (a grade is awarded for this course)
- EX ... Examination (a grade is awarded for this course)
- A, EX ... Examination (the award of Assessment is a precondition for taking the Examination in the given subject, a grade is awarded for this course)
Weekly load (hours per week):
- P ... lecture
- C ... seminar
- L ... laboratory
- R ... proseminar
- S ... seminar