John L. Crassidis Professor University at Buffalo Dept of Mech & Aero Eng Amherst, NY 14260 Phone: (716) 645-1426 Fax: (716) 645-3668

TEXT: “Engineering Optimization-Theory and Practice,” Third Edition, by S.S. Rao, John Wiley & Sons, New York, NY, 1996.

Overview
Definitions
Optimization Problem
Objective Function
Examples
Classification of Optimization Problems

One-dimensional Searching

Range Finding
Quadratic and Cubic Interpolation Methods
Newton Methods
Fibonacci and Golden Section Searches

Multi-dimensional Optima

Definition
Lagrange Multipliers
Examples

Multi-dimensional Searching

Gradient Search Method
Conjugate Directions
Newton Methods
Indirect Search Strategies
Penalty Functions
Feasible Directions

Dynamic System Optimization