Postgraduate Course: Global and Derivative-Free Optimization (MATH11091)
Course Outline
| School |
School of Mathematics |
College |
College of Science and Engineering |
| Course type |
Standard |
Availability |
Not available to visiting students |
| Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
5 |
| Home subject area |
Mathematics |
Other subject area |
None |
| Course website |
None |
|
|
| Course description |
Approximating derivatives by finite differences in derivative-based methods. Derivative-free local optimization: direct-search algorithms, trust-region derivative-free methods. Global optimization: interval methods, Lipschitz methods, multistart local search, interpolation-based methods; extensions to problems with (bound) constraints. Discussion of available software. |
Entry Requirements
| Pre-requisites |
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
None
|
| Additional Costs |
None |
Course Delivery Information
|
| Delivery period: 2010/11 Semester 2, Not available to visiting students (SS1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
Summary of Intended Learning Outcomes
| Understanding the main available techniques for solving global optimization problems when derivatives may be unavailable or computationally expensive. Ability to address the solution of a wide class of optimization applications you may encounter. |
Assessment Information
| Continuous Assessment 100% |
Special Arrangements
| Not entered |
Contacts
| Course organiser |
Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary |
Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
|
copyright 2010 The University of Edinburgh -
1 September 2010 6:19 am
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