Modern Methods of Optimization

Lecturer:

Matěj Lepš (gar.), Jan Zeman

Tutor:

Matěj Lepš (gar.), Jan Zeman

Supervisor:

Department of Mechanics

Synopsis:

General introduction to numerical optimization. Principles of mathematical programming - unconstrained and constrained optimization. Direct search methods - Monte Carlo, Hill climbing, Tabu search. Simulated Annealing. Genetic algorithms: binary, real- and integer-encoded, Differential evolution and evolutionary strategies. Multi-modal optimization. Multi-objective optimization. Introduction to genetic programming. Examples of engineering applications.

Requirements:

no prerequisities

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Goal of the course is to obtain understanding of basic principles and terminology of mathematical optimization as well as approaches of global stochastic method. The theoretical exposition will be complemented with practical solution of selected optimization problems using publicly available toolboxes in MATLAB environment.

Study materials:

[1] Mařík, V. a kol: Umělá inteligence IV, Academia, 2003.

[2] Kvasnička, V., Pospíchal, J., Tiňo, P.: Evolučné algoritmy. STU Bratislava, 2000.

[3] course web page: http://klobouk.fsv.cvut.cz/~leps/teaching/mom

Note:

Time-table for winter semester 2011/2012:

Time-table is not available yet

Time-table for summer semester 2011/2012:

Time-table is not available yet

The course is a part of the following study plans: