Optimization Algorithms - Ph.D.
Level
Notes
Single and Multivariable Optimization
Single-variable optimization focuses on finding the extremum of a function with one
variable. It uses derivatives to find where the first derivative is zero and checks the
second derivative for minima/maxima.
Multivariable optimization deals with functions of more than one variable, using
gradient vectors and Hessian matrices for analysis. It includes unconstrained and
constrained problems, solved via Lagrange multipliers or KKT conditions.
Applications: machine learning, economics, structural engineering, robotics.
Multi-objective Optimization
Multi-objective Optimization (MOO) addresses problems with more than one
conflicting objective. Solutions are evaluated for Pareto optimality.
Methods: Weighted Sum, ε-Constraint, NSGA-II, MOPSO.
Applications: environmental engineering, logistics, AI hyperparameter tuning.
Multi-model Optimization
Multi-model Optimization considers multiple models simultaneously to account for
uncertainty or different views.
Approaches include ensemble modeling, model aggregation, and hybrid modeling.
The goal is robust optimization over a range of scenarios.
Applications: predictive analytics, climate modeling, bioinformatics.
Combinatorial Optimization
Combinatorial Optimization involves optimization over discrete structures.
Key methods: Branch and Bound, Dynamic Programming, Genetic Algorithms,
Simulated Annealing.
Applications: scheduling, routing, assignment problems, VLSI design.
Intelligence in Optimization
Integrating AI techniques into optimization processes improves performance.
Types: Swarm Intelligence (PSO, ACO), Evolutionary Algorithms (GA, DE),
Reinforcement Learning, Hybrid AI-Optimization models.
Applications: energy management, smart cities, real-time analytics, autonomous
systems.