Topics include interior-point methods, relaxation methods for nonlinear discrete optimization, sequential quadratic programming methods, optimal control and decomposition methods. Topic chosen in first class; different topics for individuals or groups possible. Individual or team projects. The course may be repeated for credit.
See the Stanford Bulletin entry for information on time and location.
Y.-L. Chow. Convex Analytic Approach for Constrained Stochastic Optimal Control. (slides)
K. Bergen. Spacetime optimization for predictive simulation of motion in OpenSim. (slides)
W. Murray, T. T. De Rubira, & A. Wigington. Improving the robustness of Newton-based power flow methods to cope with poor initial points. (paper) (slides by T. T. De Rubira)
T. T. De Rubira. Alternative methods for solving power flow problems. (slides)
K. Washabaugh. Enforcing boundary conditions for reduced-order CFD simulations. (slides)
J. Qin. Optimal power flow. (slides)
J. Park & K. H. Law. Modeling, optimization and control of a wind farm to maximize the efficiency of power generation. (paper)
C. A. Sing-Long. Analysis of derivative-free trust-region methods based on probabilistic models. (slides)
M. Zahr, D. Amsallem, & C. Farhat. Construction of Parametrically-Robust Reduced-Order Models via Nonlinear Programming. (slides)
S. Akle & M. Saunders. Preconditioning for iterative computation of search directions within interior methods for constrained optimization. (slides)
F. Ibrahima. Surviving from the Raptors II. (slides)
Z. Mahboubi. Model Predictive Control. (slides)
H. Menon. Adjoint-Based Aerodynamic Shape Optimization Using a Spline-Based Parametric Geometry Framework. (slides)
U. Ponsukcharoen. Solar Irradiance Forecast from Satellite Images. (slides)
Y. Sun, J. Lee, & M. Saunders. Proximal Newton-type methods for convex optimization. (slides) (paper) (proofs)
H. X. Vo. Parameterization and Order Reduction of Geological Models for History Matching. (slides)
H. Kabaria. Optimized Stencils for Acute Triangulations. (pdf)
X. Cheng. Inverse Finite Element Problems in Modeling the Corneal Swelling. (pdf)
G. Hogan. Particle Swarm Optimization. (pdf)
O. Firouz. The Traveling Salesman Problem. (pdf)
W. Murray and K. M. Ng. An algorithm for nonlinear optimization problems with binary variables. Comput Optim Appl (2010) 47: 257–288 (pdf)
W. Murray and H Shek. A local relaxation method for the cardinality constrained portfolio optimization problem. (pdf)
A. Mochon, D. Quintana, P Isasi, and Y. Saez. Genetic Algorithms versus Human Bidding Strategies for Auctions. (pdf)
S. Garcia, D. Quintana, I. Galvan, P. Isasi. Time-stamped Resampling for Robust Evolutionary Portfolio Optimization. Expert Systems with Applications 00 (2012) 1–13. (pdf)
S. Garcia, D. Quintana, I. Galvan, P. Isasi. Portfolio Optimization Using SPEA2 with Resampling. (pdf)
A. Bradley. The Adjoint Method. (adjoint.pdf) (adjoint_tutorial.pdf)
S. Hong. SortingHat: Holisitic Resource Optimization for Heterogeneous Cellular Networks. (paper)
T. Rubira. Norm Maximization Algorithm. (slides)
M. Bellout, et al. Joint Optimization of Oil Well Placement and Controls. In publication. (draft)
V. Ejov. Perturbed Determinants, Spectral Theory and Longest Cycles on Graphs (slides). University of South Australia.
N. Henderson. Arc Search Algorithms.
D. Kirschen. New Formulations of the Optimal Power Flow Problem. 2011. Presentation slides (pdf) (pptx).
N. Henderson. Optimal Control for the XKCD Raptor Problem. Problem source: XKCD. Movie of univariate solution: raptor_line.mp4. Movie of optimal control solution: raptor_arc.mp4.
H. Shek, Statistical and Algorithm Aspects of Optimal Portfolios, PhD defense, 2010.
W. Murray and U. V. Shanbhag, A Local Relaxation Approach for the Siting of Electrical Substations, Comp. Opt. and App., 2006.
D. Korenblum, Global Optimization of Equilibrium-Dynamic Models to Fit Time Process Data.
W. Murray, Newton-type Methods, Wiley Encyclopedia of Operations Research and Management Science.
Direct machine parameter optimization, Philips Medical Systems.
Inverse planning optimization, Philips Medical Systems.
P. E. Gill, W. Murray, and M. H. Wright, Practical Optimization, Academic Press.
J. Nocedal, S. J. Wright, Numerical Optimization, Springer Verlag.
D. Bertsekas, Nonlinear Programming, Athena Scientific.
P. E. Gill, W. Murray and M. H. Wright, Numerical Methods for Linear Algebra and Optimization: Volume 1, Addison-Wesley.
P. E. Gill and W. Murray, Numerical Methods for Constrained Optimization, Academic Press.
R. Fletcher, Practical Methods for Optimization, Wiley.
A. V. Fiacco and G. P. McCormick, Nonlinear Programming: Sequential Unconstrained Minimization Techniques, SIAM.
O. L. Mangasarian, Nonlinear Programming, SIAM.