Mathematical optimisation 750

Module code WTW 750
Qualification Postgraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

Classical optimisation:  Necessary and sufficient conditions for local minima.  Equality constraints and Lagrange multipliers.  Inequality constraints and the Kuhn-Tucker conditions.  Application of saddle point theorems to the solutions of the dual problem.  One-dimensional search techniques.  Gradient methods for unconstrained optimisation.  Quadratically terminating search algorithms.  The conjugate gradient method.  Fletcher-Reeves.  Second order variable metric methods:  DFP and BFCS.  Boundary following and penalty function methods for constrained problems.   Modern multiplier methods and sequential quadratic programming methods.  Practical design optimisation project.

Module credits 15.00
Prerequisites Multivariate Calculus on 2nd-year level; Linear Algebra on 2nd-year level
Contact time 2 lectures per week
Language of tuition English
Academic organisation Mathematics and Applied Maths
Period of presentation Semester 1

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