Course

Optimization - MATH3161

Faculty: Faculty of Science

School: School of Mathematics and Statistics

Course Outline: http://www.maths.unsw.edu.au/

Campus: Kensington Campus

Career: Undergraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 4

Enrolment Requirements:

Prerequisite: 12 units of credit in Level 2 Mathematics courses including MATH2011 or MATH2111 or MATH2510, and MATH2501 or MATH2601, or both MATH2019(DN) and MATH2089, or both MATH2069(CR) and MATH2099.

Excluded: MATH5165

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

View course information for previous years.

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, characterizing 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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