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Module Title
LM Nonlinear Programming I
School
Mathematics
Department
Mathematics
Module Code
06 19610
Module Lead
Sandor Nemeth
Level
Masters Level
Credits
10
Semester
Semester 1
Pre-requisites
Co-requisites
Restrictions
Optional for all MSci programmes in Mathematics and MSci JH programmes including Mathematics
Contact Hours
Lecture-23 hours
Tutorial-5 hours Total: 28 hours
Exclusions
Description
Many decision problems arising in managerial decision making in the public as well as in the private sector are inherently nonlinear, and the same holds for various problems occurring in science and engineering. Tackling highly realistic nonlinear problems leads to solution methods totally different from those of, say, linear programming. In this course, the essential ideas as well as some of the most important solution algorithms for nonlinear decision problems are studied.
Learning Outcomes
By the end of the module the student should be able to:
Understand and explain the basic concepts of nonlinear programming
Understand and explain first and second order optimality conditions
Understand and explain the role of convexity in optimisation
Explore this topic beyond the taught syllabus
Assessment
19610-01 : Raw Module Mark : Coursework (100%)
Assessment Methods & Exceptions
90% based on a 1.5 hour written examination in the Summer Term; 10% based on work during term-time.
Other
Reading List
Nonlinear Programming Frequently Asked Questions - http://www-unix-mcs-anl-gov/otc/Guide/faq/nonlinear-programming-faq.html
Luenberger. Introduction to Linear and Nonlinear Programming. Addison Wesley.
