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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 briefly 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) and metaheuristic 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
MSCI215, MSCI216RP: MSCI315 and MATH252 or MATH254.
MSCI301
John Giffin
Electronic calculators are required. The final examination is integrative and covers all lecture and tutorial materials and all assigned readings.
Winston, Wayne L; Operations research : applications and algorithms ; 3rd ed; Duxbury Press, 1994.
Relationship to Other Courses:This course is part of the core for an MS/OR major and is a prerequisite for the MSCI Honours 600-level courses. It is a useful complement for mathematics and computer science. Its workload in terms of class preparation, review, readings and examination preparation is about 10 hours per week.Learning Resources:The material taught in the first part of the course (on Heuristics) comes from notes that will be distributed in class. The material taught in the second part of the course (on Nonlinear Programming methods) comes mainly from the textbook. It is your responsibility to read the relevant parts of the textbook or the notes BEFORE you come to class. Tutorials will be held 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.Class Representative:A class representative will be asked to volunteer in the first few weeks of class. Any problems with the course can be raised with the class rep by e-mailing. The class representative will take up any issues raised by class members with the lecturer concerned as they occur.Grading:Your final score will be calculated after the raw marks have been standardised.Departmental Academic Policies If you want a hard copy of this document, please ask the course co-ordinator. The Department assumes that you have read this document. You should also read the “Information related to courses and assessment” on page 350 of the Enrolment Handbook 2007 (also in UC Calendar under “General Course and Examination Regulations”).
Domestic fee $486.00
International fee $1,984.00
* 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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