Convex Optimization Techniques

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This course discusses in detail different methods for the optimization of systems of engineering and economic interest using the techniques of linear and nonlinear programming. The focus is on convex optimization, which is the solution of problems with only one best cost, design, size etc. We will consider problems such as least squares, supply chain management, batch process networks, network flow, dynamic programming, portfolio optimization and other examples across all engineering disciplines. Students will learn about optimization theory and problem formulation, with some computational component. By the end of the course, students should be able to: create optimization problems from a physical situation, identify whether the problem can be solved or not, transform problems into equivalent forms, list optimality conditions for problems, find the dual of a problem and identify its relation to the primal,and use at least one method to solve a convex programming problem using a computer.

Same as EID 488

3 credits. Prerequisites: ChE 352 or ME 251, Ma 326 (co-enrollment is fine)

Course Code: ChE 488

  • Founded by inventor, industrialist and philanthropist Peter Cooper in 1859, The Cooper Union for the Advancement of Science and Art offers education in art, architecture and engineering, as well as courses in the humanities and social sciences.

  • “My feelings, my desires, my hopes, embrace humanity throughout the world,” Peter Cooper proclaimed in a speech in 1853. He looked forward to a time when, “knowledge shall cover the earth as waters cover the great deep.”

  • From its beginnings, Cooper Union was a unique institution, dedicated to founder Peter Cooper's proposition that education is the key not only to personal prosperity but to civic virtue and harmony.

  • Peter Cooper wanted his graduates to acquire the technical mastery and entrepreneurial skills, enrich their intellects and spark their creativity, and develop a sense of social justice that would translate into action.