TEACHING LARGE-SCALE OPTIMIZATION BY AN INTERIOR POINT APPROACH

A new approach that uses interior point methods is presented for teaching optimization theory to electrical and computer engineers. The features allow students to look at design projects such as VLSI circuit layout and simplify to solving linear systems of equations. The simplification to solve systems of symmetric positive-definite equations allows this material to be taught as part of a numerical methods course for electrical engineers. A simple junior level project is described for teaching interior point optimization and solutions of linear systems of equations. Additional material that would be suitable for senior or graduate-level courses on this topic is also suggested.