Postgraduate Course: Large Scale Optimization (MATH11032)
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 (Postgraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
Operational Research |
Course website |
http://student.maths.ed.ac.uk
|
Taught in Gaelic? |
No |
Course description |
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, telecommunications, energy sector. |
Entry Requirements (not applicable to Visiting Students)
Pre-requisites |
|
Co-requisites |
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Prohibited Combinations |
|
Other requirements |
None
|
Additional Costs |
None |
Information for Visiting Students
Pre-requisites |
None |
Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
|
Delivery period: 2011/12 Block 4 (Sem 2), Not available to visiting students (SS1)
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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 |
Exam Information |
Exam Diet |
Paper Name |
Hours:Minutes |
|
|
Main Exam Diet S2 (April/May) | | 2:00 | | |
Summary of Intended Learning Outcomes
Understanding of practical methods of large-scale optimization and their modern implementations. Awareness of the practical complexity of the problems. Ability to model real-life problems as optimization problems. Ability to develop and implement an optimization technique. |
Assessment Information
Examination 100% |
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 |
LSO |
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 2011 The University of Edinburgh -
1 September 2011 6:26 am
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