302371 (v.2) Numerical Analysis 401


 

Area:Department of Mathematics and Statistics
Credits:25.0
Contact Hours:3.0
Lecture:1 x 2 Hours Weekly
Tutorial:1 x 1 Hours Weekly
Syllabus: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.
 
Unit Outcomes: On successful completion of this unit, students will be able to design numerical algorithms and programs for the solutions of various nonlinear optmization problems.
Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information.
Unit References: J Nocedal, 1999. Numerical Optimization, Springer, New York. Singiresu S. Rao, 1996. Engineering Optimization - Theory and Practice, John Wiley & Sons, New York _ Singapore. Y G. Evtushenko, 1985. Numerical Optimization Techniques, New York. E K P Chong,1996. An Introduction to Optimization, Wiley, Newyork. J.E. Dennis, 1983. Numerical methods for unconstrained optimisation and nonlinear equations, Prentice Hall.
Unit Texts: No prescribed texts
 
Unit Assessment Breakdown: 2 assignments 40%, End of semester two-hour examination 60%
YearLocationPeriodInternalArea ExternalCentral External
2004Bentley CampusSemester 1Y  

 

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