MITESD_77S10_lec07

MITESD_77S10_lec07 - Multidisciplinary System Design...

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1 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Multidisciplinary System Design Optimization (MSDO) Numerical Optimization I Lecture 7 Karen Willcox
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2 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Today’s Topics Existence & Uniqueness of an Optimum Solution Karush-Kuhn-Tucker Conditions Convex Spaces Unconstrained Problems
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3 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Disclaimer! This is not a classic optimization class . .. The aim is not to teach you the details of optimization algorithms, but rather to expose you to different methods. We will utilize optimization techniques the goal is to understand enough to be able to utilize them wisely. If you plan to use optimization extensively in your research, you should take an optimization class, e.g. 15.093
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4 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Learning Objectives After the next two lectures, you should: be familiar with what gradient-based (and some gradient-free) optimization techniques are available understand the basics of how each technique works be able to choose which optimization technique is appropriate for your problem understand what to look for when the algorithm terminates understand why the algorithm might fail
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