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
| Type | Hours |
|---|---|
| Independent Study | 57 |
| Practical classes and workshops | 4 |
| Lecture | 14 |
| Total study time | 75 |
Resources & Reading list
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
| Method | Percentage contribution |
|---|---|
| Closed book Examination | 80% |
| Coursework | 20% |
Repeat
| Method | Percentage contribution |
|---|---|
| Examination | 100% |
Referral
| Method | Percentage contribution |
|---|---|
| Examination | 100% |
Repeat Information
Repeat type: Internal & 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
Recommended texts for this module may be available in limited supply in the University Library and students may wish to purchase reading texts as appropriate.
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.