THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2023/2024

Timetable information in the Course Catalogue may be subject to change.

University Homepage
DRPS Homepage
DRPS Search
DRPS Contact
DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Topics in Applied Optimization (MATH11194)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits10 ECTS Credits5
SummaryOptimization comes in many flavours: linear and nonlinear; unconstrained and constrained; convex and non-convex; continuous and discrete; deterministic and stochastic. The fundamentals of optimization are studied in the core Operational Research MSc course of that name, but it is not possible to cover all the many variants of the subject, even though each is critical to the solution of some practical problem. Topics in Optimization will study the mathematics of a range of optimization problems and their application.
Course description This course will study the mathematics of a range of optimization problems and their application. The syllabus will vary from year to year. Possible topics include:
- Unconstrained optimization
- Nonlinear constrained optimization
- Stochastic optimization
- Mixed-integer optimization
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: Fundamentals of Operational Research (MATH10065) AND Fundamentals of Optimization (MATH11111)
Co-requisites
Prohibited Combinations Other requirements None
Course Delivery Information
Not being delivered
Learning Outcomes
On completion of this course, the student will be able to:
  1. identify the mathematical nature of a given optimization problem
  2. analyse a range of classes of optimization problems
  3. identify solution methods for the optimization problems studied
  4. identify suitable software to solve the optimization problems studied
Reading List
S. Boyd and L. Vandenberghe, Convex Optimization, CUP
R. Fletcher, Practical Methods of Optimization, Wiley
Nocedal and S. J. Wright, Numerical Optimization, Springer
L. A. Wolsey, Integer Programming, Wiley
Additional Information
Graduate Attributes and Skills Not entered
KeywordsTAO,Optimization,Applications
Contacts
Course organiserDr Andreas Grothey
Tel: (0131 6)50 5747
Email: Andreas.Grothey@ed.ac.uk
Course secretaryMiss Gemma Aitchison
Tel: (0131 6)50 9268
Email: Gemma.Aitchison@ed.ac.uk
Navigation
Help & Information
Home
Introduction
Glossary
Search DPTs and Courses
Regulations
Regulations
Degree Programmes
Introduction
Browse DPTs
Courses
Introduction
Humanities and Social Science
Science and Engineering
Medicine and Veterinary Medicine
Other Information
Combined Course Timetable
Prospectuses
Important Information