APP MTH 3014 - Optimisation III

North Terrace Campus - Semester 1 - 2014

Most problems in life are optimisation problems: what is the best design for a racing kayak, how do you get the best return on your investments, what is the best use of your time in swot vac, what is the shortest route across town for an emergency vehicle, what are the optimal release rates from a dam for environmental flows in a river? Mathematical formulations of such optimisation problems might contain one or many independent variables. There may or may not be constraints on those variables. There is always, though, an objective: minimise or maximise some function of the variable(s), subject to the constraints. This course will examine nonlinear mathematical formulations, and will concentrate on convex optimisation problems. Many modern optimisation methods in areas such as design of communication networks, finance, etc, rely on the classical underpinnings covered in this course. Topics covered are: One-dimensional (line) searches: direct methods, polynomial approximation, methods for differentiable functions; Theory of convex and nonconvex functions relevant to optimisation; Multivariable unconstrained optimisation, in particular, higher-order Newton's Method, steepest descent methods, conjugate gradient methods; Constrained optimisation, including Kuhn-Tucker conditions and the Gradient Projection Method.

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Course Details

Course Code	APP MTH 3014
Course	Optimisation III
Coordinating Unit	Applied Mathematics
Term	Semester 1
Level	Undergraduate
Location/s	North Terrace Campus
Units	3
Contact	Up to 3 hours per week
Prerequisites	MATHS 1012
Assumed Knowledge	Linear programming as taught in APP MTH 2015
Assessment	ongoing assessment 30%, exam 70%

Course Staff

Course Coordinator: Dr Ali Eshragh

Course Timetable

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Learning Outcomes

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Course Grading

Grades for your performance in this course will be awarded in accordance with the following scheme:

M10 (Coursework Mark Scheme)
Grade	Mark	Description
FNS		Fail No Submission
F	1-49	Fail
P	50-64	Pass
C	65-74	Credit
D	75-84	Distinction
HD	85-100	High Distinction
CN		Continuing
NFE		No Formal Examination
RP		Result Pending

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