Academic Catalog

EE443 NUMERICAL METHODS AND INTRODUCTION TO OPTIMIZATION

Course Code: 5670443
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 5.0
Department: Electrical And Electronics Engineering
Language of Instruction: English
Level of Study: Undergraduate
Course Coordinator:
Offered Semester: Fall Semesters.
Prerequisite: Set 1: 2360120 | 2360260 | 5710240
Set 2: 2360120 | 2360260 | 5710229
Set 3: 2360120 | 2360260 | 5710230
One of the sets above should be completed before taking EE443 NUMERICAL METHODS AND INTRODUCTION TO OPTIMIZATION .

Course Content

Finite precision arithmetic and numerical errors. Solution of linear system of equations. Numerical solution of nonlinear equations, interpolation, numerical differentiation and integration. Basic concepts of optimization, local and global optimality, convexity. Optimality conditions for unconstrained optimization; method of steepest descent, Newton s method, conjugate direction methods; least-squares solutions. Optimality conditions for problems with equality and inequality constraints; method of Lagrange multipliers and penalty function method.