Information Package / Course Catalogue
Introduction to Optimization Theory
Course Code: MTK648
Course Type: Area Elective
Couse Group: Third Cycle (Doctorate Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 8
Objectives of the Course

The purpose of this course is to introduce and to understand the significance of optimization theory in view of linear and nonlinear problems. The course also aims to gain the ability of researching using modern approaches in this field in both theoretically and practically.

Course Content

Overview of optimization, and the required mathematical preliminary for optimization, unconstrained optimization, Local Minimizers, One-Dimensional Search Methods, Steepest Descent Method, Analysis of Gradient Methods, Newton's Method and Levenberg-Marquardt Modification, Newton's Method for Nonlinear Least-Squares Problem, The Conjugate Direction and the Conjugate Gradient Algorithms, The Conjugate Gradient Algorithm for Non-Quadratic Problems, Quasi-Newton Methods, Analysis of Least Squares and Recursive Least Squares Algorithm, Unconstrained Optimization and Neural Networks.

Name of Lecturer(s)
Learning Outcomes
1.Ability to understand the importance of optimization for decision making problems
2.Ability to select the best alternative optimization method in the sense of a given objective function
3.Ability to use the optimization methods for artificial intelligence problems
4.Ability to solve unconstrained optimization problems
5.Ability to understand the concepts of convex and non-convex optimization
Recommended or Required Reading
1.Rangarajan K. Sundaram, A First Course in Optimization Theory, Cambridge University Press, ISBN-13: 978-0521497701, 2013.
2.Edwin K. P. Chong , Stanislaw H. Zak, An Introduction to Optimization, 4th Edition, Wiley, ISBN-13: 978-1118279014, 2008.
3.P. Venkataraman, Applied Optimization with MATLAB Programming, 2nd Edition, Wiley, ISBN-13: 978-0470084885, 2009.
Weekly Detailed Course Contents
Week 1 - Theoretical
Overview of optimization theory and the required mathematical preliminary for optimization
Week 2 - Theoretical
Introduction to unconstrained optimization
Week 3 - Theoretical
Conditions for Local Minimizers
Week 4 - Theoretical
One-Dimensional Search Methods (Golden Search and Fibonacci Search, Newton and Secant Methods)
Week 5 - Theoretical
Steepest Descent Method
Week 6 - Theoretical
Analysis of Gradient Methods
Week 7 - Theoretical
Analysis of Newton's Method and Levenberg-Marquardt Modification
Week 8 - Theoretical
Newton's Method for Nonlinear Least-Squares Problem
Week 9 - Theoretical
The Conjugate Direction and the Conjugate Gradient Algorithms, Midterm Exam
Week 9 - Preparation Work
All subjects covered
Week 10 - Theoretical
The Conjugate Gradient Algorithm for Non-Quadratic Problems
Week 11 - Theoretical
Quasi-Newton Method
Week 12 - Theoretical
Analysis of Least Squares and Recursive Least Squares Algorithm
Week 13 - Theoretical
Unconstrained Optimization and Neural Networks
Week 14 - Theoretical
Backpropagation algorithm
Week 15 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Assignment1%5
Term Assignment1%5
Midterm Examination1%20
Final Examination1%70
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory140342
Assignment1066
Term Project1066
Individual Work140570
Midterm Examination130232
Final Examination142244
TOTAL WORKLOAD (hours)200
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
PÇ-10
PÇ-11
PÇ-12
PÇ-13
PÇ-14
PÇ-15
OÇ-1
4
4
4
3
3
4
3
3
2
3
4
OÇ-2
4
4
4
4
4
4
3
3
3
3
3
3
OÇ-3
5
5
5
5
5
5
3
3
5
3
4
2
5
OÇ-4
4
5
4
4
4
4
3
3
2
2
3
OÇ-5
3
3
3
4
3
4
Adnan Menderes University - Information Package / Course Catalogue
2026