5896 (v.3) Numerical Analysis 501
| 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. |
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| 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 |
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| Unit Assessment Breakdown: | 2 assignments 40%, End of semester two-hour examination 60% |
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | | |
Current as of: February 2, 2004
CRICOS provider code 00301J
