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Univariate and multivariate unconstrained optimisation methods. Kuhn Tucker Theory and constrained nonlinear optimisation methods. Use of commercial PC software. Heuristic search methods, including Tabu search. A mainstream course for MS/OR majors.
This course introduces the basic theory and principles of unconstrained and constrained optimization problems where the objective function and/or the constraint set contain nonlinear components, and covers Simplex-based solution techniques for Quadratic Programs. It also deals extensively with heuristic (approximation) methods for solving problems where traditional mathematical programming approaches either fail or are computationally intractable.The topics include:• Construction heuristics and principles of heuristic design.• Local Search methods (Metaheuristics) such as Simulated Annealing, Genetic Algorithms and Tabu Search.• Heuristic approaches to travelling salesperson and routing problems.• Principles of non-linear optimization. Why NLP is difficult.• The theory of constrained optimization (Karush Kuhn-Tucker Theory).• Constrained optimization methods for Quadratic Programming problems.
The material taught in the first part of the course (on Nonlinear Programming methods) comes from the text (and from the former text by Winston). The second part of the course (on Heuristics) comes from notes that will be distributed in class. It is your responsibility to read the relevant parts of the text or the notes BEFORE you come to class.Tutorials are every week unless otherwise specified. This is a time for you to discuss the material presented in the text and lectures, and to check your understanding of the material with those in the study group by working through exercises. Sometimes extensions of lecture material will also be covered, often in the context of an example or a new model.
MSCI215, MSCI216RP: MSCI315 and MATH252 or MATH254.
MSCI301
John Giffin
Shane Dye
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Grading:Your final score will be calculated after the raw marks have been standardised.Departmental Academic Policies and Guidelines:A summary of Departmental academic policies on course grading, aegrotat considerations, etc. is available under: http://www.mang.canterbury.ac.nz/courseinfo/acadpolicies.docIf you want a hard copy of this document, please ask the course co-ordinator. The Department assumes that you have read this document.Dishonest Practice:The University of Canterbury considers cheating and plagiarism to be serious acts of dishonesty. All assessed work must be your own individual work unless specifically stated otherwise in the assessment guidelines. Material quoted from any other source must be clearly acknowledged. You must not copy the work of another person (student or published work) in any assessment including examinations, tests and assignments.Any person who is found to have copied someone else's work, or to have allowed their work to be copied, will receive a fail grade for that piece of assessment and may face disciplinary action which may lead to a fine, community service or exclusion from the University.
Domestic fee $463.00
International fee $1,891.00
* 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.
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