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 |
Taught in Gaelic? | No |
| 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 (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Course Delivery Information
| Not being delivered |
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
| 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 | GDO |
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 |
|
|
University Homepage