Optimisation IDX (Aero UG Office use)

Module aims

This module introduces you to finite-dimensional optimisation theory and the basic algorithms for finding minima.

Learning outcomes

 Upon successful completion of this module, you will be able to:

1. Formulate an optimization problem
2. Design computer algorithms for finding minima and maxima in a wide range of optimization problems involving smooth criteria and, just as importantly, to interpret, and if necessary modify, the algorithms found in standard computer packages.

Module syllabus

Topics covered include unconstrained optimisation and the associated algorithms of steepest descent and conjugate gradient, Newton methods, rates of convergence, constrained optimisation and the method of Lagrange multipliers, quadratic programming, penalty methods.

A brief introduction to global optimization and integer programming will be also given. 

Teaching methods

 This module is taught through lectures.

Assessments

Exam - 3 hour closed-book written examination in the Summer term (100%) 

Module leaders

Professor Alessandro Astolfi