Optimization from fundamentals

By Prof. Ankur A. Kulkarni | IIT Bombay

Learners enrolled: 839

This course will cover the topic of Optimization from its fundamentals. It will start with an overview of real analysis and convexity. With this base it will cover linear programming, convex optimization and nonlinear programming, complementarity problems and algorithms for the same. We will end with dynamic optimization.

INTENDED AUDIENCE : Mathematics, any engineering and science discipline

PREREQUISITES : None

INDUSTRIES SUPPORT : None

Summary

Course Status :	Completed
Course Type :	Core
Language for course content :	English
Duration :	12 weeks
Category :	Mechanical Engineering Computational Engineering Computational Mechanics Computational Thermo Fluids
Credit Points :	3
Level :	Postgraduate
Start Date :	18 Jan 2021
End Date :	09 Apr 2021
Enrollment Ends :	01 Feb 2021
Exam Date :	24 Apr 2021 IST

Note: This exam date is subject to change based on seat availability. You can check final exam date on your hall ticket.

Page Visits

Course layout

Week 1: Introduction to optimization and overview of real analysis

Week 2: Optimization over open sets

Week 3: Optimization over surface

Week 4: Transformation of optimization problems and convex analysis

Week 5: Introduction to linear programming

Week 6: Linear programming and duality

Week 7: Linear programming and duality

Week 8: Nonlinear and convex optimization

Week 9: Nonlinear and convex optimization

Week 10: Algorithms

Week 11: Algorithms

Week 12: Dynamic optimization

Books and references

NIL

Instructor bio

Prof. Ankur A. Kulkarni

IIT Bombay

Ankur is an Associate Professor with the Systems and Control Engineering group at Indian Institute of Technology Bombay (IITB). He received his B.Tech. from IITB in 2006, M.S. in 2008 and Ph.D. in 2010, both from the University of Illinois at Urbana-Champaign (UIUC). From 2010-2012 he was a post-doctoral researcher at the Coordinated Science Laboratory at UIUC. His research interests include information theory, the role of information in stochastic control, game theory, combinatorial coding theory problems, optimization and variational inequalities, and operations research. He is an Associate (from 20152018) of the Indian Academy of Sciences, Bangalore, a recipient of the INSPIRE Faculty Award of the Department of Science and Technology, Government of India, 2013, Best paper awards at the National Conference on Communications, 2017, Indian Control Conference, 2018, International Conference on Signal Processing and Communications (SPCOM) 2018, Excellence in Teaching Award 2018 at IITB and the William A. Chittenden Award, 2008 at UIUC. He was a consultant to the Securities and Exchange Board of India on regulation of high frequency trading. He has been a visiting faculty at MIT, USA, University of Cambridge, UK, NUS, Singapore and IISc Bangalore.

Course certificate

The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.
The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).
Date and Time of Exams: 24 April 2021 Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.
Registration url: Announcements will be made when the registration form is open for registrations.
The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.
Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE

Average assignment score = 25% of average of best 8 assignments out of the total 12 assignments given in the course.
Exam score = 75% of the proctored certification exam score out of 100

Final score = Average assignment score + Exam score

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75. If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.

Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Bombay.It will be e-verifiable at nptel.ac.in/noc.

Only the e-certificate will be made available. Hard copies will not be dispatched.

Once again, thanks for your interest in our online courses and certification. Happy learning.

- NPTEL team

SWAYAM Helpline / Support