Wednesday, April 21, 2010

Fundamentals of Optimization (Prozessoptimierung)

The English Lecture (isn't necessarily valid for the German lecture)

English Lecture conductor:  Dr. Harvey Arellano-Garcia  (updated March 7, 2011)

This lecture is typically taught by Dr. Harvey Arellano-Garcia.  The Übung of the course is optimizing using a MatLab toolbox called TOMLAB.  The problem of the Übung is that the computer lab in KWT (the 3rd floor) is way too small and probably lack of funding to have more computers.  So a lot of times, the Übung would be too crowded and you can't do much.  I recommend you to get the gist of the idea and understand the idea behind the problems, then do the optimization on your own.

Handy resources:
Massachusetts Institute of Technology, MIT, offers MITOpenCourseWare, which offers a couple of courses with materials online and even textbooks available online for public to access.  I found the materials from these selection of courses very aligned with the materials offered in this particular course:
Introduction to Convex Optimization (Fall 2009, course number 6.079)
Principles of Optimal Control (Spring 2008, course number 16.323)
Network Optimization (Fall 2010, course number 15.082J)
Integer Programming and Combinatorial Optimization (Fall 2009, course number 15.083J)
Topics in Combinatorial Optimization (Spring 2004, course number 18.997)

MATLAB tools:  CVX MATLAB Software for Disciplined Convex Programing with Examples

They seem to all refer to this textbook by a Stanford professors Stephen Boyd and Lieven Vandenberghe on this link (scroll down to find "Book").

A Stanford University course by the same professor (Stephen Boyd) even has online lecture videos!
Convex Optimization I (Winter 2013, course code EE364a)

If you didn't get enough hands-on time and want to solve the problems on your own after the Übung, you can download TOMLAB as a toolbox for MatLab on the website for 21 days of trial period.  (I know that 21 days might be too short for the semester, but if you want, maybe two people can get together so it'll combine to have 42 days in total OR download it in the middle of the semester when the Übung gets harder to understand and you need some more alone-time to full grasp the ideas.)

http://tomopt.com/

Where you'd see various services that they provide.  Click on "Continue to TOMLAB » »"
Click on "Register (TOMLAB)" so that you could use the trial.

Then click on "If you register you can test TOMLAB for free for 21 days."

And now it should be easy to download the trial by following their steps.

Studying for the exam:
I recommend at least a solid 2-week period where you read through all the lecture slides and make sense of it.  Then make sure you give yourself time to memorize certain important materials.  Such as process steps, the methods, what methods are to what processes and etc.

As far as what to expect on the exam, you should focus on the definitions, categorization of the methods and processes, conditions for certain methods and terms.  Know the differences, advantages and disadvantages between methods under one programming, list out methods for a programming, etc.  Know how to calculate the degree of freedom of an equation and a problem, and what that means to their dimensions.

Here's a exam study guide that I came up with after taking the exam.

Despite what was told in the lecture, the exam will ask you to do some application problems (calculation may be required, but very algebraic).  Such as a simple linear optimization problem, nonlinear optimization (sequential and simultaneous).

If you have any comments about the course and materials you are not sure about when studying, leave a comment (please leave your contacting e-mail, which would be only available for me to see, so I can reply you directly via e-mail).

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