MTH5331 Nonlinear optimisation
Faculty of Science
MTH5331 Nonlinear optimisation is a level 5, 6-credit-point, postgraduate unit from the Faculty of Science, offered in 2024 in Semester 2 at Clayton. It has no prerequisites.
- Credit points
- 6
- Offered in 2024
- Semester 2
- Clayton
- Assessment
- Exam 60%
- and 1 other task
This is the 2024 handbook entry. See the 2027 entry.
Reviews
No reviews yetNo reviews yet. Be the first to review MTH5331.
Requisites
Before MTH5331
No prerequisites or corequisites besides the enrolment rules below.
After MTH5331
No unit lists MTH5331 as a prerequisite in the 2024 handbook.
Enrolment rules
PROHIBITION: MTH4331
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 2024
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Clayton | On campus |
Assessment
- Continuous assessmentOther40%
- Examination (3 hours and 10 minutes)Threshold hurdle60%
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
- Applied sessions12 hours
- Seminars36 hours
- Teaching approachActive learning
- One 2-hour applied class (in weeks 2, 4, 6, 8, 10, 12);
- Two 1.5 -hour seminars and
- Eight hours of independent study per week.
Active learning will occur in seminars and applied sessions.
Contacts
- Chief Examiners
- Dr Janosch Rieger
- Unit Coordinators
- Dr Janosch Rieger
Common questions
What are the prerequisites for MTH5331?
MTH5331 has no prerequisites, but enrolment rules apply.
When is MTH5331 offered?
In 2024, MTH5331 runs in Semester 2 at Clayton.
Does MTH5331 have an exam?
Yes. The exam is worth 60% of the final mark, alongside 1 other task.