| 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 |
| Programmes | |
| 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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