Course overview
This course examines nonlinear mathematical formulations and concentrates on convex optimisation problems. Many modern optimisation methods in areas such as design of communication networks and finance rely on the classical underpinnings covered in this course.
Course learning outcomes
- Demonstrate understanding of the complexities of, and techniques for solving, nonlinear optimisation problems
- Apply algorithms to solve both constrained and un-constrained one-dimensional optimisation problems
- Apply algorithms to solve multi-dimensional unconstrained optimisations problems
- Apply algorithms to solve convex constrained optimisation problems
- Apply heuristic methods to solve non-convex problems and evaluate the limitations of such approaches
- Implement computer code for the algorithms studied throughout the course and critically analyse and interpret the results
Degree list
The following degrees include this course