MATH412-20S2 (C) Semester Two 2020

Optimization

15 points

Details:
Start Date: Monday, 13 July 2020
End Date: Sunday, 8 November 2020
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 24 July 2020
  • Without academic penalty (including no fee refund): Friday, 25 September 2020

Description

Techniques for optimising smooth functions both with and without constraints present.

This course looks at unconstrained and constrained local minimisation of functions of several variables. The focus is largely on gradient based methods including steepest descent, Newton, quasi-Newton and conjugate gradient methods.

Constrained methods include augmented Lagrangian and sequential quadratic programming techniques. Direct search methods in global optimisation will also be looked at. These have the advantage of not relying on the availability or even existence of derivatives, at the cost of a reduction in speed.

Prerequisites

Subject to approval of the Head of School.

Restrictions

Course Coordinator / Lecturer

Christopher Price

Indicative Fees

Domestic fee $989.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Mathematics and Statistics .

All MATH412 Occurrences

  • MATH412-20S2 (C) Semester Two 2020
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