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The University of Southampton
Courses

MATH6120 Nonlinear Optimisation

Module Overview

Nonlinear programming is used in a variety of applications, ranging from machine learning and data science to finance and engineering. This course provides an introduction to nonlinear programming and covers modelling techniques as well as solution algorithms.

Aims and Objectives

Learning Outcomes

Learning Outcomes

Having successfully completed this module you will be able to:

  • demonstrate knowledge and understanding of nonlinear programming modelling techniques
  • demonstrate knowledge and understanding of 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
Independent Study57
Lecture14
Practical classes and workshops4
Total study time75

Resources & Reading list

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

DP Bertsekas (2004). Non-linear Programming. 

Numerical Optimization (1999). Nocedal & Stephen Wright. 

Assessment

Summative

MethodPercentage contribution
Closed book Examination 80%
Coursework 20%

Repeat

MethodPercentage contribution
Examination 100%

Referral

MethodPercentage contribution
Examination 100%

Repeat Information

Repeat type: Internal & External

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