For this assignment:
- You should select a technique from the following areas of optimization.
- Study the selected technique by reviewing related reference materials and understand its theory, working principles, and advantages/disadvantages.
- Create your own computer program to implement the selected technique.
- Solve few examples by your choice using the devised code.
- Compare the numerical results for your examples with another (rival) technique by your choice implemented in a computer program or software package.
- Finally, a report along with the devised code should be submitted.
Areas of Optimization:
- Numerical Methods for Constrained Optimization (including but not limited to Sequential Quadratic Programming, Interior-point Method, Generalized Reduced Gradient Method, Gradient Projection Method, Active Set Methods)
- Multi-Objective Optimization (including but not limited to Weighted Sum Approach, Lexicographic Method)
- Modern Optimization Methods (including but not limited to Genetic Algorithm, Simulated Annealing)
- Dynamic Programming
- Integer Programming (including but not limited to Branch-and-Bound Method)
- Stochastic Programming (including but not limited to Chance-Constrained Programming)
- Linear Programing (Interior-point Methods)
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Important Notes:
- The selected technique should be different from those optimization methods used in your group project.
- It is essential that all of the sections of the submitted report and code are your own individual and original work. You should also cite any reference materials that you have used.
