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Module Title LM Nonlinear Programming I
SchoolMathematics
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
Seminar-0 hours
Tutorial-5 hours
Project supervision-0 hours
Demonstration-0 hours
Practical Classes and workshops-0 hours
Supervised time in studio/workshop-0 hours
Fieldwork-0 hours
External Visits-0 hours
Work based learning-0 hours
Guided independent study-0 hours
Placement-0 hours
Year Abroad-0 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 (0%)
19610-02 : Final 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 Luenberger. Introduction to Linear and Nonlinear Programming. Addison Wesley.
Nonlinear Programming Frequently Asked Questions - http://www-unix-mcs-anl-gov/otc/Guide/faq/nonlinear-programming-faq.html