MATH4023 Mathematical Optimisation

Credit
6 points
Offering
(see Timetable)
AvailabilityLocationMode
Semester 2UWA (Perth)Face to face
Details for undergraduate courses
  • Honours option in Mathematics and Statistics [Bachelor of Science (Honours)]
Content
Optimisation is the process of determining the best outcome from a (possibly continuous) set of alternatives and has myriad applications in the real world. Topics may include (1) the fundamental theory that underlies optimisation under constraints; (2) the theory of convexity and its relationship to the Lagrangian and other forms of duality with applications to network and discrete optimisation problems; (3) nonlinear programming—constrained and unconstrained optimisation of continuous functions; (4) optimal control—which is concerned with optimising objectives subject to dynamical systems; (5) the ideas of controllability and reachability; and (6) the Pontryagin Maximum Principle.
Outcomes
Students are able to (1) appropriately apply optimisation techniques to real-world problems and (2) establish and solve the relevant optimisation equations.
Assessment
Indicative assessments in this unit are as follows: (1) assignments and (2) a final examination. Further information is available in the unit outline.

Supplementary assessment is not available in this unit.
Unit Coordinator(s)
Professor Lyle Noakes
Unit rules
Prerequisites:
MATH2021 Introduction to Applied Mathematics
Contact hours
3 hours per week
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