Optimisation

Course aim

To develop mathematical modelling of complex operations as optimisation problems, and to the underlying theory and algorithms of linear, nonlinear, and integer programming, as well as selected applications.

Course content

Convex sets and convex functions (main concepts and results), Duality in linear and non-linear mathematical programming, Kuhn-Tucker Optimality conditions, Zero-Sum games, Regular and singular perturbations, Sensitivity analysis. Non linear programming algorithms: Steepest descent, Quasi-Newton methods, Penalty and Augmented Lagrangian Methods.

Textbook(s)

Beck, Amir 2014, Introduction to Nonlinear Optimization, MOS-SIAM Series on Optimization

Prerequisite(s)

Common to all relevant programs
Subject Area & Catalogue Number	Course Name
MATH 2014	Linear Programming and Networks

Corequisite(s)

Nil

Teaching method

Component	Duration
INTERNAL, MAWSON LAKES
Lecture	2 hours x 13 weeks
Tutorial	1 hour x 13 weeks

Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.

Assessment

Assignment 1, Assignment 2, Continuous assessment, Examination

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 2)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.

Non-award enrolment
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.