Undergraduate Course: Practical & Large Scale Optimization (MATH11044)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Year 4 Undergraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | Specialist Mathematics & Statistics (Honours) |
| Course website |
https://info.maths.ed.ac.uk/teaching.html |
Taught in Gaelic? | No |
| Course description | Course for final year students in Honours programmes in Mathematics.
Implementation of the revised simplex method; interior point methods for linear, quadratic and nonlinear optimization; sparse matrix techniques in optimization; decomposition methods: Benders and Dantzig-Wolfe decompositions; Newton method, self-concordant barriers, semidefinite programming; applications of mathematical programming in finance and telecommunications. |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
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| Delivery period: 2012/13 Semester 2, Available to all students (SV1)
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WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| King's Buildings | Lecture | JCMB, room 1501 | 1-11 | | 11:10 - 13:00 | | | |
| First Class |
First class information not currently available |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
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| Main Exam Diet S2 (April/May) | | 2:00 | | |
Summary of Intended Learning Outcomes
1. Understanding of practical methods of large-scale optimization and their modern implementations.
2. Awareness of the practical complexity of the problems.
3. Ability to model real-life problems as optimization problems.
4. Ability to develop and implement an optimization technique.
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Assessment Information
Examination only.
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Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | PLO |
Contacts
| Course organiser | Prof Jim Wright
Tel: (0131 6)50 8570
Email: |
Course secretary | Mrs Alison Fairgrieve
Tel: (0131 6)50 6427
Email: |
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