5896 (v.3) Numerical Analysis 501

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Area:	Department of Mathematics and Statistics
Contact Hours:	3.0
Credits:	25.0
Lecture:	3 x 1 Hours Weekly
Theory of optimisation. Univariate searches - Fibonacci, Golden section, quadratic and cubic interpolation. Unconstrained optimisation - direct search methods - Hooke and Jeeves, Nelder and Mead. Gradient methods, steepest descent, Davidon-Fletcher-Powell and Fletcher-Reeves. Constrained optimisation - Kuhn Tucker conditions. Penalty and barrier function methods.