The University of Southampton
Courses

# MATH6120 Nonlinear Optimisation

## Module Overview

This course provides an introduction to nonlinear programming and covers modelling techniques as well as solution algorithms.

### Aims and Objectives

#### Module Aims

This module provides an introduction to nonlinear programming and covers modelling techniques as well as solution algorithms.

#### Learning Outcomes

##### 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

### Syllabus

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

TypeHours
Practical classes and workshops4
Independent Study57
Lecture14
Total study time75

DP Bertsekas (2004). Non-linear Programming.

Numerical Optimization (1999). Nocedal & Stephen Wright.

MS Bazaraa, CM Shetty & HD Sherali (1994). Non-linear Programming: Theory and Applications.

### Assessment

#### Summative

MethodPercentage contribution
Closed book Examination 80%
Coursework 20%

#### Repeat Information

Repeat type: External

### Costs

#### 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.