CS4601: Introduction to Intelligent Computing
Optimization
Optimization:
to achieve a certain preset goal with minimal effort.
Mathematical examples:
- (Unconstrained optimization)
Find the min. or max. of
y = a*x^2 + b*x + c.
- (Unconstrained optimization)
Find the max. of
z = 3*(1-x)^2*exp(-(x^2) - (y+1)^2)
- 10*(x/5 - x^3 - y^5)*exp(-x^2-y^2) - 1/3*exp(-(x+1)^2 - y^2).
Real-world examples:
- To design the most efficient vehicle
- To maximize profit on a give amount of investment.
- To come to the class in time.
- To pass the class with minimum effort.
Motivation behind optimization: resources are limited.
Method of Optimization:
- Derivative-based (for continuous problems):
- Steepest descent
- Conjugate method
- Newton method
- Gauss-Newton method
- Levenberg-Marquardt method
- Derivative-free
This page is maintained by
Jyh-Shing Roger Jang.
Comments and suggestions are welcome:
jang@cs.nthu.edu.tw.