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Learn the mathematical and computational basics for applying optimization successfully. Master the different formulations and the important concepts behind their solution methods. Learn to implement and solve optimization problems in Python through the practical exercises.
7,099 already enrolled!
Today, for almost every product on the market and almost every service offered, some form of optimization has played a role in their design.
However, optimization is not a button-press technology. To apply it successfully, one needs expertise in formulating the problem, selecting and tuning the solution algorithm and finally, checking the results. We have designed this course to make you such an expert.
This course is useful to students of all engineering fields. The mathematical and computational concepts that you will learn here have application in machine learning, operations research, signal and image processing, control, robotics and design to name a few.
We will start with the standard unconstrained problems, linear problems and general nonlinear constrained problems. We will then move to more specialized topics including mixed-integer problems; global optimization for non-convex problems; optimal control problems; machine learning for optimization and optimization under uncertainty. Students will learn to implement and solve optimization problems in Python through the practical exercises.
You should have basic knowledge of linear algebra, vector calculus and ordinary differential equations. Familiarity with numerical computing is helpful but not required; programming tasks will be kept basic and simple. You will write simple Python scripts in Jupyter notebooks. We will provide some basic Python tutorials.
Week 1: Introduction and math review
Week 2: Unconstrained optimization
Week 3: Linear optimization
Week 4: Nonlinear optimization
Mixed-integer optimization
Week 5: Global optimization
Week 6: Dynamic optimization
Week 7: Machine learning for optimization
Week 8: Optimization under uncertainty
Who can take this course?
Unfortunately, learners residing in one or more of the following countries or regions will not be able to register for this course: Iran, Cuba and the Crimea region of Ukraine. While edX has sought licenses from the U.S. Office of Foreign Assets Control (OFAC) to offer our courses to learners in these countries and regions, the licenses we have received are not broad enough to allow us to offer this course in all locations. edX truly regrets that U.S. sanctions prevent us from offering all of our courses to everyone, no matter where they live.
Who can take this course?
Unfortunately, learners residing in one or more of the following countries or regions will not be able to register for this course: Iran, Cuba and the Crimea region of Ukraine. While edX has sought licenses from the U.S. Office of Foreign Assets Control (OFAC) to offer our courses to learners in these countries and regions, the licenses we have received are not broad enough to allow us to offer this course in all locations. edX truly regrets that U.S. sanctions prevent us from offering all of our courses to everyone, no matter where they live.
