? Credit Points : 10  ? SCQF Level : 11  ? Acronym : MAT-P-NO

Linesearch and trust-region methods for unconstrained optimization problems (steepest descent, Newton's method); conjugate gradient method; linear and nonlinear least-squares. First and second order optimality conditions for constrained optimization problems; overview of methods for constrained problems (sequential quadratic programming, interior point methods, filter methods).

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 2 hour(s) per week for 10 weeks

Knowledge of numerical analysis aspects of optimization methods with emphasis on nonlinear optimization techniques. Knowledge of mathematical background of optimization algorithms.

Examination 100%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Mrs Frances Reid
Tel : (0131 6)50 4883
Email : f.c.reid@ed.ac.uk

Course Organiser

Dr Julian Hall
Tel : (0131 6)50 5075
Email : J.A.J.Hall@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/