MATH6120 Nonlinear Optimisation
This course provides an introduction to nonlinear programming and covers modelling techniques as well as solution algorithms.
Aims and Objectives
This module provides an introduction to nonlinear programming and covers modelling techniques as well as solution algorithms.
Knowledge and Understanding
Having successfully completed this module, you will be able to demonstrate knowledge and understanding of:
- Nonlinear programming modelling techniques
Disciplinary Specific Learning Outcomes
Having successfully completed this module you will be able to:
- Nonlinear programming solution algorithms
The basics of nonlinear optimization: constrained and unconstrained optimization problems. Optimality criteria. Modelling. Applications of nonlinear optimization in finance, business and engineering. Algorithms for solving constrained and unconstrained problems, e.g. direct search methods, steepest descent, Newton's method, penalty and barrier methods.
Learning and Teaching
Teaching and learning methods
Fourteen 1-hour lectures Four 1-hour computer sessions
|Practical classes and workshops||4|
|Total study time||75|
Resources & Reading list
DP Bertsekas (2004). Non-linear Programming.
MS Bazaraa, CM Shetty & HD Sherali (1994). Non-linear Programming: Theory and Applications.
Numerical Optimization (1999). Nocedal & Stephen Wright.
|Closed book Examination||80%|
Repeat type: External
Costs associated with this module
Students are responsible for meeting the cost of essential textbooks, and of producing such essays, assignments, laboratory reports and dissertations as are required to fulfil the academic requirements for each programme of study.
In addition to this, students registered for this module typically also have to pay for:
Books and Stationery equipment
Course texts are provided by the library and there are no additional compulsory costs associated with the module
Please also ensure you read the section on additional costs in the University’s Fees, Charges and Expenses Regulations in the University Calendar available at www.calendar.soton.ac.uk.