F10MM Optimisation

David BourneBrendon Bhagwandeen

Course co-ordinator(s): David Bourne (Edinburgh), Brendon Bhagwandeen (Malaysia).

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

Pre-requisite course(s): F18CD Multivariable Calculus and Real Analysis A & F18CF Linear Algebra .

Location: Edinburgh, Malaysia.

Semester: 1.

Assessment Methods: Due to covid, assessment methods for Academic Year 2021-22 may vary from those noted on the official course descriptor. Please see the Computer Science Course Weightings and the Maths Course Weightings for 2020-21 Semester 1 assessment methods.

SCQF Level: 10.

Credits: 15.