Global Optimization and Computational Intelligence. 3 credits

Catalog description

Introduction to global optimization of nonconvex mathematical programs and numerical methods for the solution of such problems. Topics covered include high-level survey of traditional mathematical programming algorithms; critical comparison of metaheuristics and artificial intelligence (AI) algorithms to traditional mathematical programming algorithms; probabilistic search, multistart methods, statistical tests of performance and confidence, simulated annealing, genetic algorithms, neural networks, Tabu search, homotopies and tunneling; the traveling salesman problem, the Steiner problem, Stackelberg-Cournot-Nash mathematical games and other classical nonconvex optimization problems. Offered by Systems Engr & Operations Rsch . May not be repeated for credit.