SYDE 411 Optimization and Numerical Methods

Fall 2023
Venue:

E7 4433/37

Lectures Hours:

Mondays 2:30-4:20 pm (EST) & Wednesdays 2:30-3:20 pm (EST)

Instructors:

Siby Samuel, PhD, Assistant Professor Email: siby.samuel@uwaterloo.ca

Office Hours (MS Teams/EC4 2119): Fridays 11:00 am - 12:00 pm (EST)

Tutorials: Wednesdays 3:30-4:20 pm (EST)

TAs:

Saeejith Muralidharan Nair Email: smnair@uwaterloo.ca

Muhammed Patel Email: m32patel@uwaterloo.ca

Course Description:

Optimization and Numerical Methods introduces Systems Design Engineering students to

optimization theory and its engineering applications. It provides an overview of the
formulation and classification of optimization problems arising in engineering. Graphical
solution method for two-variable problems and different optimization techniques for single-
variable problems like region elimination approaches, interpolation algorithms, and direct
root methods are discussed. The optimality criteria for unconstrained multivariable
problems are presented and convex functions are introduced. Gradient-based techniques for
unconstrained multivariable problems are presented. Linear Programming problem
formulations and simplex and interior methods for solving these problems are discussed.
The use of Lagrange multipliers to solve constrained multivariable optimization problems
are explained. Multi-objective optimization techniques, the concept of Pareto optimality,
and some modern optimization techniques are presented.
Learning Objectives:

• Explain different types of optimization problems, optimality criteria for unconstrained

multivariable problems, optimality conditions for constrained multivariable problems,
convex functions, and Pareto optimality (GA: 1).
• Formulate engineering optimization problems (including optimum designs) in standard
forms (GA: 2).
• Apply graphical solution method to solve two-variable optimization problems, and also,
region elimination methods, interpolation methods, and direct root methods to solve
single-variable problems (GA: 2,4).
• Apply gradient-based techniques to solve unconstrained multivariable problems (GA:
2,4).
• Apply simplex and interior point methods for solving linear programming problems
(GA: 2,4).
• Apply constrained multivariable methods as well as multi-objective techniques to solve
optimization problems (GA: 2,4).

GA: Graduate Attribute. CEAB has 12 attributes that engineering students need to
acquire before graduating. Details and explanation of each attribute is at the end of the
syllabus.

Textbooks (All freely accessible online at UW Library Website):

- Engineering Optimization: Theory and Practice, Wiley, 4th Edition, S. S. Rao, 2009.

- Introduction to Optimum Design, Elsevier Inc., 4th Edition, J. S. Arora, 2016.

- Optimization Concepts and Applications in Engineering, Cambridge University Press, 2nd

Edition, A. D. Belegundu, T. R. Chandrupatla, 2011.

Evaluation:

• Tests (4, 15% each) 60%

• Group Project (Report & Presentation) 40%

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 Tentative Weekly Schedule*

Week 1 Wednesday 2:30-3:20 pm.

Sep. 6 Introduction
Week 2 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm
Sep. 11&13 Formulation of Optimization Problems
Classifications/Engineering Examples
Week 3 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Sep. Graphical Solution Method & Single Variable Optimality Criteria
18&20 (Project Guidelines Posted).
Week 4 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Sep. 25&27 Unimodal Functions.
Bracketing & Region Elimination Methods for Single Variable Problems.
(Test 1).
(Group Members List Due on Oct. 2).
Week 5 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Oct. 2&4 Region Elimination Examples & Interpolation Methods for Single Variable Problems.
Week 6 Reading Week.
Oct. 9&11

Week 7 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.

Oct. 16&18 Direct Root Methods for Single Variable Problems.
(Test 2).
(Project Proposal Due on Oct. 18).
Week 8 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Oct. 23&25 Unconstrained Multivariable Optimality Conditions & Convex Functions.
Week 9 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Oct 30 & Gradient-based Techniques for Unconstrained Multivariable Problems.
Nov. 1
Week 10 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Nov. 6&8 Linear Programming (LP) Problem Formulation & Simplex Methods
(Test 3).
Week 11 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Nov. Simplex Method Examples & Interior Methods for LP Problems.
13&15
Week 12 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Nov. Constrained Multivariable Optimizations
20&22
Week 13 Monday 2:30-4:20 pm & Wednesday 2:30-3:20 pm.
Nov. Multi-objective Optimization & Modern Methods of Optimization.
27&29 (Test 4).
Week 14 Monday 2:30-4:20 pm.
Dec. 4 Project Presentations & (Project Report Due on Dec 6)
Note*: The schedule and topics are subject to change.
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Turnitin.com.
Text matching software (Turnitin®) may be used to screen assignments in this course.
This would be done to verify that use of all material and sources in assignments is
documented. Students will be given an option if they do not want to have their
assignment screened by Turnitin®. Students will be provided about arrangements and
alternatives for the use of Turnitin® in this course.
Note: We are facing unusual and challenging times. The instructor reserves the right to
modify course topics and/or assessments with due notice. In the event of further
challenges, the instructor will work with the Department to find reasonable and fair
solutions.

Writing and Communication Centre.

The Writing and Communication Centre works with students in all Faculties to help
you consider your audience, clarify your ideas, develop your voice, and write in the
style appropriate to your discipline. We offer one-on-one support for writing papers,
delivering presentations, integrating research, and revising for clarity and coherence.
Group appointments for team-based projects, presentations, and papers are also
available.
All of our services are available virtually: booked appointments, drop-ins, resources,
and writing groups. Check out our website for other ways to interact with us, such as
open online forums and online “Question and Answers”. Visit us at
www.uwaterloo.ca/wcc.
Please note that communication specialists guide you to see your work as readers
would. We can teach you revising skills and strategies, but will not change or correct
your work for you. Please bring your assignment instructions and any notes or drafts to
your appointment.
[Link Writing and Communication Centre]

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 Course and Departmental Expectations

Guiding Principles for our SYDE-BME Community (faculty, staff, and students):
1) Be compassionate. 2) Be accountable. 3) Be patient. 4) Be safe and healthy.

Compassionate and respectful communication: Most online communication between the

Department and students will be done through LEARN and/or email. Students are reminded
that they should now use their email account name@uwaterloo.ca. Include an academic
signature with your full name, program, student ID. We encourage you to include your
preferred pronouns (he/him; she/her; they/them).

Scheduling of Synchronous (live) online course events: Due to the COVID-19 pandemic,
all University of Waterloo courses components will be delivered online, until further notice.
To maintain build supportive teaching environments, instructors may use the time slots
(EDT) scheduled “in-class” hours to hold “live-stream” events such as lectures, tutorial help
sessions, group activities, and open office hours. To accommodate different time zones,
different working/studying conditions and limitations in internet access, all critical course
components, including lectures and student support must be made available in asynchronous
formats. Any timed component (for example: a test or quiz) must take time zone and
internet availability into account.

SYDE-BME COMMENT ON ACCOMMODATION: We respect that our SYDE-BME

students are independent adult decision-makers, with many opportunities to partake in
activities that might be in time conflict with academic deadlines and deliverables. Along
with the right to make adult decisions comes the responsibility and accountability for those
decisions and any outcomes.
The University of Waterloo’s policy on accommodation for missed deliverables pertains to
verifiable health matters, and highly unfortunate events (for example: family tragedies). The
Department of Systems Design Engineering follows University of Waterloo’s general
policy: students who self-elect to forgo a deliverable receive a “0” for that deliverable. It is
preferred practice so that fairness is maintained for members of the same class/course by
avoiding preferential treatment, and so that instructors are not burdened with having to
create extra quizzes, deliverables, etc. It also reflects professional practice, as failing to
show up to work and missing deadlines can be very costly to the company and individual
(for example: not submitting a contract proposal, or design review on time). Please read the
policy here: [Link Accommodation due to illness]

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SYDE-BME Academic Priorities over Co-op Interviews: With asynchronous schedules,
students should be able to arrange co-op interviews that do not conflict with major
deliverables (for example: timed course midterms, final exams). For deliverables with
longer time windows (for example: 24-48 hours or more), students must manage their time
for deliverables and co-op interviews accordingly. If a co-op interview conflicts with a short
deliverable time window (for example: 1-3 hours), then students MUST follow the CECA
procedure for rescheduling the interview: [Link CECA rescheduling co-op interviews]

Compassionate Accommodation: If you are facing challenges that are affecting more than
one course contact the Associate Chair Undergraduate (A.C.U.G. email:
sydeunde@uwaterloo.ca) or the Director of BME (email: sdbmedir@uwaterloo.ca). They
will review your case and coordinate a reasonable and fair plan in consultation with
appropriate others (for example: instructors, Department Undergraduate Studies Committee,
Chair, AccessAbility Services, Engineering Counselling services, Registrar's Office).

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 FACULTY OF ENGINEERING – MORE FINE PRINT
Faculty of Engineering website: [Link Academic Support and Policies ].

Academic Integrity: In order to maintain a culture of academic integrity, members of the

University of Waterloo community are expected to promote honesty, trust, fairness, respect,
and responsibility.
[Check Academic Integrity website for more information. Link Office of Academic
Integrity].

Discipline: A student is expected to know what constitutes academic integrity (see link
above) to avoid committing an academic offence, and to take responsibility for their actions.
A student who is unsure whether an action constitutes an offence, or who needs help in
learning how to avoid offences (for example: plagiarism, cheating) or about expectations for
group work/collaboration should seek guidance from the course instructor, academic
advisor, or the undergraduate Associate Dean. Relevant documents include:
• University of Waterloo Policy 71 [Link Policy 71 Student Discipline].
• Academic Penalty Guidelines [Link Policy 71 Penalty Guidelines].
• Assessment of Unauthorized Collaboration: [Link Assessment of Unauthorized
Collaboration].
•
Grievance: A student who believes that a decision affecting some aspect of their university
life has been unfair or unreasonable may have grounds for initiating a grievance. Read
Policy 70, Student Petitions and Grievances, Section 4. When in doubt please be certain to
contact the Associate Chair Undergraduate or Academic Advisor who will provide
further assistance.

[Link Policy 70 Petitions & Grievance.]

Appeals: A decision made, or penalty imposed under Policy 70 (Student Petitions and
Grievances) (other than a petition) or Policy 71 (Student Discipline) may be appealed if
there is a ground. A student who believes they have a ground for an appeal should refer to
Policy 72 (Student Appeals)
[Link Policy 72 Student Appeals].

AccessAbility Services: AccessAbility Services (A.A.S.) is the University's centralized

office for the provision of academic accommodations for students with a known or unknown
disability, illness, or condition. Even if students are unsure of whether they qualify for
A.A.S. support, an A.A.S. consultant can talk them through next steps, and refer them
elsewhere if appropriate.
[Link AccessAbility Services].

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 CEAB Graduate Attributes (GA)
The numbers in parentheses in the students learning objectives above refer to the CEAB
Engineering Graduate Attributes defined by the Canadian Engineering Accreditation Board.
These are listed below as a reference:
GA. Attribute. Attribute Definition.
1 Knowledge Base. Demonstrated competence in university level
mathematics, natural sciences, engineering
fundamentals, and specialized engineering
knowledge appropriate to the program.
2 Problem analysis. An ability to use appropriate knowledge and
skills to identify, formulate, analyze, and solve
complex engineering problems in order to
reach substantiated conclusions.
3 Investigation. An ability to conduct investigations of
complex problems by methods that include
appropriate experiments, analysis and
interpretation of data, and synthesis of
information in order to reach valid
conclusions.
4 Design. An ability to design solutions for complex,
open-ended engineering problems and to
design systems, components or processes that
meet specified needs with appropriate attention
to health and safety risks, applicable standards,
and economic, environmental, cultural and
societal considerations.
5 Use of Engineering Tools. An ability to create, select, apply, adapt, and
extend appropriate techniques, resources, and
modern engineering tools to a range of
engineering activities, from simple to complex,
with an understanding of the associated
limitations.
6 Individual and team work. An ability to work effectively as a member and
leader in teams, preferably in a multi-
disciplinary setting.
7 Communication skills. An ability to communicate complex
engineering concepts within the profession and
with society at large. Such ability includes
reading, writing, speaking and listening, and
the ability to comprehend and write effective
reports and design documentation, and to give
and effectively respond to clear instructions.
8 Professionalism. An understanding of the roles and
responsibilities of the professional engineer in
society, especially the primary role of
protection of the public and the public interest.
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9 Impact of engineering. An ability to analyze social and environmental
aspects of engineering activities. Such ability
includes an understanding of the interactions
that engineering has with the economic, social,
health, safety, legal, and cultural aspects of
society, the uncertainties in the prediction of
such interactions; and the concepts of
sustainable design and development and
environmental stewardship.
10 Ethics and equity. An ability to apply professional ethics,
accountability, and equity.
11 Economics and project management. An ability to appropriately incorporate
economics and business practices including
project, risk, and change management into the
practice of engineering and to understand their
limitations.
12 Lifelong learning. An ability to identify and to address their own
educational needs in a changing world in ways
sufficient to maintain their competence and to
allow them to contribute to the advancement of
knowledge.