Introduction to Optimisation

AIMS

This subject provides a rigorous introduction to the mathematics of optimisation, as used across all of science and particularly in engineering design. There is an emphasis on both the theory and application of optimisation techniques, with a focus on fundamental areas such as nonlinear programming. This subject is intended for research higher-degree students in engineering.

INDICATIVE CONTENT

Topics may include:

  • Convex sets and functions;
  • Convex optimisation problems;
  • Duality theory;
  • Algorithms for unconstrained optimisation;
  • Algorithms for constrained optimisation;
  • Computational complexity;
  • Approximation algorithms.

REFERENCE TEXTS

  • Numerical Optimization, Nocedal and Wright
  • Nonlinear Programming, Bertsekas
  • Convex Optimization Algorithms, Bertsekas