Modern Methods of Optimization

Kód předmětu: 132MMO
Garant předmětu: doc. Ing. Matěj Lepš, Ph.D.
Zakončení předmětu: Z
Počet kreditů: 2 kred.
Rozsah výuky: 1+1
Web předmětu: https://moodle-ostatni.cvut.cz/course/view.php?id=379

Anotace(semestr )
The course is aimed at an overview of numerical optimization methods applicable not only in the Civil Engineering area. The emphasis is put more on the introduction of driving principles, however, practical applications in MATLAB environment are also conducted during exercises.
Obsah 
Introduction to Global Optimization.
Principles of Mathematical Programming - one-dimensional case
Principles of Mathematical Programming - multi-dimensional case
Principles of Mathematical Programming - constrained optimization
Direct Search methods, Simulated Annealing, Threshold Acceptance
Genetic Algorithms
Evolution Strategies, Differential Evolution, PSO and ACO
Parallel Evolutionary Algorithms and No free lunch theorem
Multi-modal optimization, comparison of optimization algorithms,
Multi-objective optimization, constrained optimization
Meta-modeling,
Introduction to Genetic Programming
Examples of engineering applications
Literatura 
Povinná literatura:
[1]  Search Methodologies: Introductory Tutorials in Optimization and Decision Support Techniques, E. K. Burke, G. Kendall (Editors), Springer, 2014, ISBN 978-1-4614-6940-7.
[3]  A. E. Eiben, J. E. Smith. Introduction to Evolutionary Computing. Springer, 2003, ISBN 978-3-662-05094-1.
[5]  J. Dréo, A. Pétrowski, P. Siarry, E. Taillard, A. Chatterjee. Metaheuristics for Hard Optimization: Methods and Case Studies. Springer, 2005, ISBN 978-3-540-30966-6.
[7]  Weise, Thomas, et al. "Why is optimization difficult?" Nature-Inspired Algorithms for Optimisation. Springer Berlin Heidelberg, 1-50, 2009, ISBN 978-3-642-00267-0.
Návaznosti 
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Studijní plány 
Předmět je zařazen do následujících studijních plánů:

- studijní plán Civil Engineering (BD2020), skupina Civil Engineering, Optional subjects, 7-8th semester (BD20200700_2), dop. semestr 7 (valid from 2020/21 to 2022/23 )
- studijní plán Civil Engineering (BD2023), skupina Civil Engineering, Optional subjects, 7-8th semester (BD20230700_2), dop. semestr 7 (valid from 2023/24 )
- studijní plán Civil Engineering (ND2023), skupina Civil Engineering, Optional subjects, 1st semester (ND20230100_2), dop. semestr 1 (valid starting in 2023/24 )
- studijní plán Civil Engineering (ND2024), skupina Civil Engineering, Optional subjects, 1st semester (ND20240100_2), dop. semestr 1 (valid from 2024/25 )