Course Discription |
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The course introduces the fundamentals of optimization problem techniques, including the formulations of the optimization problems and their applications in engineering, and the potential methods to solve the optimization problems. Specifically, this course will cover the following topics: convex and nonconvex optimization problems (including both linear and nonlinear formulations), Stochastic optimization, Numerical algorithms for both unconstrained and constrained optimization problems, forecasting and optimization (Receding horizon optimization methods), Selected applications of the optimization techniques in electrical engineering filed, such as resource allocation techniques. This course will include simulation projects. |