Undergraduate Course: Practical & Large Scale Optimization (MATH11044)
Course Outline
| School |
School of Mathematics |
College |
College of Science and Engineering |
| Course type |
Standard |
Availability |
Available to all students |
| Credit level (Normal year taken) |
SCQF Level 11 (Year 4 Undergraduate) |
Credits |
10 |
| Home subject area |
Mathematics |
Other subject area |
Specialist Mathematics & Statistics (Honours) |
| Course website |
https://info.maths.ed.ac.uk/teaching.html
|
Taught in Gaelic? |
No |
| Course description |
Course for final year students in Honours programmes in Mathematics.
Implementation of the revised simplex method; interior point methods for linear, quadratic and nonlinear optimization; sparse matrix techniques in optimization; decomposition methods: Benders and Dantzig-Wolfe decompositions; Newton method, self-concordant barriers, semidefinite programming; applications of mathematical programming in finance and telecommunications. |
Information for Visiting Students
| Pre-requisites |
None |
| Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
|
| Delivery period: 2010/11 Semester 2, Available to all students (SV1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| King's Buildings | Lecture | | 1-11 | | 11:10 - 12:00 | | | | | King's Buildings | Lecture | | 1-11 | | 12:10 - 13:00 | | | |
| First Class |
Week 1, Tuesday, 11:10 - 12:00, Zone: King's Buildings. JCMB, room 1501 |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
Stationery Requirements |
Comments |
| Main Exam Diet S2 (April/May) | | 2:00 | 16 sides. No YAF | c/w MATH11066, MATH11032 |
Summary of Intended Learning Outcomes
1. Understanding of practical methods of large-scale optimization and their modern implementations.
2. Awareness of the practical complexity of the problems.
3. Ability to model real-life problems as optimization problems.
4. Ability to develop and implement an optimization technique.
|
Assessment Information
Examination only.
|
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords |
PLO |
Contacts
| Course organiser |
Dr Tom Mackay
Tel: (0131 6)50 5058
Email: T.Mackay@ed.ac.uk |
Course secretary |
Mrs Alison Fairgrieve
Tel: (0131 6)50 6427
Email: Alison.Fairgrieve@ed.ac.uk |
|
copyright 2011 The University of Edinburgh -
31 January 2011 8:00 am
|
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