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Optimization - MATH5165
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Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Excluded: MATH3161, MATH3181
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
  

Description

Optimization problems, in which one wants to find the values of variables to maximize or minimize an objective function subject to constraints on which variables are allowed, are common throughout the physical and biological sciences, economics, finance and engineering. This course looks at the formulation of optimization problems as mathematical problems, characterising solutions using necessary and/or sufficient optimality conditions and modern numerical methods and software for solving the problems. Both finite dimensional problems which involve a vector of variables, including linear and nonlinear programming, and infinite dimensional problems where the variables are functions, including optimal control problems, are covered.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.