Area: |
Department of Mathematics and Statistics | ||||||||||||||||||||||||
Credits: |
12.5 | ||||||||||||||||||||||||
Contact Hours: |
3.0 | ||||||||||||||||||||||||
** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. ** | |||||||||||||||||||||||||
Lecture: |
1 x 2 Hours Weekly | ||||||||||||||||||||||||
Tutorial: |
1 x 1 Hours Weekly | ||||||||||||||||||||||||
Prerequisite(s): |
4515 (v.5) Scientific Computing 201 or any previous version AND 8127 (v.6) Advanced Calculus 201 |
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Syllabus: |
One-dimensional optimisation - analytical techniques, exhaustive search, Dichotomous search (equal interval search), Fibonacci method (unequal interval search), golden section method (unequal interval search), quadratic and cubic interpolation methods and direct root methods. Multivariable unconstrained optimisation. Direct search methods - grid search method, univariate method and pattern method. Powell's method. Gradient type methods - steepest descent. Newton's method. Marquardt method. Quasi-Newton methods. Constrained optimisation, multivariable optimisation with equality constraints, multivariable optimisation with inequality constraints - Kuhn Tucker conditions, sequential quadratic programming, penalty and barrier function methods. | ||||||||||||||||||||||||
** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. ** | |||||||||||||||||||||||||
Field of Education: | 010101 Mathematics | ||||||||||||||||||||||||
Funding Cluster: | 04 - Mathematics, Statistics | ||||||||||||||||||||||||
SOLT (Online) Definitions*: | Not Online *Extent to which this unit or thesis utilises online information | ||||||||||||||||||||||||
Result Type: | Grade/Mark | ||||||||||||||||||||||||
Availability |
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