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 |
http://student.maths.ed.ac.uk |
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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. |
Course Delivery Information
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Delivery period: 2010/11 Semester 2, Available to all students (SV1)
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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 |
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.
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Assessment Information
Examination only.
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Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: L.O'Carroll@ed.ac.uk |
Course secretary |
Mrs Alison Fairgrieve
Tel: (0131 6)50 6427
Email: Alison.Fairgrieve@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 6:19 am
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