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. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
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% |
Field of Education: | 10100 Mathematical Sciences (Narrow Grouping) | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Not Online | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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