UNSW Handbook Course - Optimization Methods

Optimization Methods - MATH3161


	Faculty: Faculty of Science
	School: School of Mathematics
	Campus: Kensington Campus
	Career: Undergraduate
	Units of Credit: 6
	Contact Hours per Week: 4
	Enrolment Requirements:
	Prerequisite: 12 units of credit in Level 2 Math courses including MATH2501 or MATH2601 and MATH2011 or MATH2100 or MATH2110 or MATH2111 or MATH2510 or MATH2610.
	Offered: Semester 1 2005
	Fee Band: 2

Description

Development, analysis and application of methods for optimization problems. Theory of multivariable optimization; including necessary and sufficient optimality conditions, stationary points, Lagrange multipliers, Kuhn-Tucker conditions, convexity and duality. Numerical methods for one dimensional minimization, unconstrained multivariable minimization (including steepest descent, Newton, quasi-Newton and conjugate gradient methods) and constrained multi-variable minimization (including linear programming and quadratic programming).

URL for this page:

© 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.