MTH4331 Nonlinear optimisation
Faculty of Science
MTH4331 Nonlinear optimisation is a level 4, 6-credit-point, postgraduate unit from the Faculty of Science, offered in 2025 in Semester 2 at Clayton. It has no prerequisites.
- Credit points
- 6
- Offered in 2025
- Semester 2
- Clayton
- Assessment
- Exam 50%
- and 1 other task
This is the 2025 handbook entry. See the 2026 entry.
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Requisites
Before MTH4331
No prerequisites or corequisites besides the enrolment rules below.
After MTH4331
No unit lists MTH4331 as a prerequisite in the 2025 handbook.
Equivalent units
The same content under another code. Only one of them counts.
Overview
This unit covers the theory of nonlinear optimisation, numerical methods for solving unconstrained and constrained nonlinear optimisation problems, and the mathematical theory of why these methods work. Their behaviour is explored in programming exercises using Matlab.
Topics covered include convexity, necessary and sufficient optimality conditions, gradient descent, Newton’s method, globalised Newton, inexact Newton, quasi Newton, trust-region Newton, projected gradient descent, Newton-Lagrange iteration, penalty methods, and SQP methods.
Offerings in 2025
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Clayton | On campus |
Assessment
- Continuous assessmentDemonstration50%
- Final assessment - Exam (3 hours and 10 minutes)Examination50%
Learning outcomes
When you finish this unit, you should be able to:
- 1
Demonstrate an advanced understanding of nonlinear optimisation theory at a conceptual level as well as at a granular level;
- 2
Demonstrate an advanced understanding of the uses of common numerical methods for solving unconstrained and constrained optimisation problems, as well as their advantages and disadvantages;
- 3
Apply mathematical principles and theorems to quantify how fast and in what sense these numerical methods converge;
- 4
Implement numerical methods for nonlinear optimisation problems in Matlab;
- 5
Select and apply numerical methods for nonlinear optimisation problems in a real-world context;
- 6
Communicate concepts and arguments related to nonlinear optimisation.
Workload and teaching
- Seminars36 hours
- Applied sessions12 hours
- Teaching approachActive learning
- Two 1.5 -hour seminars;
- One bi-weekly 2-hour applied class (commencing in week 2) and
- 8 hours of independent study per week.
Active learning will occur in lectures and applied sessions.
Contacts
- Unit Coordinators
- Dr Janosch Rieger
- Chief Examiners
- Dr Janosch Rieger
Common questions
What are the prerequisites for MTH4331?
MTH4331 has no prerequisites, but enrolment rules apply.
When is MTH4331 offered?
In 2025, MTH4331 runs in Semester 2 at Clayton.
Does MTH4331 have an exam?
Yes. The exam is worth 50% of the final mark, alongside 1 other task.