01 | Module
Formulating an Optimization Problem
Design variables, objective functions, constraints, and the feasible region.
Start module →Course 24 | Advanced Engineering Methods
Use design variables, constraints, objective functions, sensitivity, trade-offs, and optimization methods to improve engineering designs.
Half of optimization is stating the problem: naming the design variables, the objective, and the constraints. A clean formulation makes the method almost mechanical; a sloppy one cannot be rescued by any solver.
The first five modules master the unconstrained core: optimality conditions and the descent methods that find a minimum. The last five add constraints, the KKT conditions, programming, and the trade-offs of real design.
Every module includes two fully worked examples with verified arithmetic, each ending in an answer you can certify with an optimality condition, not just a number a solver returned.
01 | Module
Design variables, objective functions, constraints, and the feasible region.
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The gradient, the Hessian, and the first and second-order conditions.
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Descent directions, step length, and the sufficient-decrease condition.
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The Newton step, quadratic convergence, and the BFGS idea.
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The least-squares objective, Gauss-Newton, and Levenberg-Marquardt.
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Lagrange multipliers, the KKT conditions, and active constraints.
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The feasible polygon, vertices, and the simplex idea.
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The KKT system for a QP and penalty and barrier reformulations.
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Golden-section search, the Nelder-Mead simplex, and global methods.
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Weighted sums, Pareto fronts, and engineering trade-offs.
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