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302371 (v.2) Numerical Analysis 401
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.
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