Course co-ordinator(s): David Bourne (Edinburgh).
Aims:
The main aim of this course is to present different methods for solving optimisation problems. We will study numerical methods for unconstrained and constrained optimisation problems, convex and nonconvex optimisation, smooth optimisation, and linear programming. This will include both theory (convergence theorems) and implementation (Python programming).
Detailed Information
Course Description: Link to Official Course Descriptor.
Pre-requisite course(s): F18CF Linear Algebra & F18CD Multivariable Calculus and Real Analysis A Or an Honours Degree in Mathematics or related discipline..
Location: Edinburgh.
Semester: 1.
SCQF Level: 11.
Credits: 15.