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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
Practical classes and workshops4
Independent Study57
Lecture14
Total study time75

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

MethodPercentage contribution
Coursework 40%
Coursework 40%
Weekly quizzes and puzzles 20%

Repeat

MethodPercentage contribution
Written assessment 100%

Referral

MethodPercentage contribution
Written assessment 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.

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