Host department: Electrical and Electronic Engineering

Time slot: AM

Who can study this module: Open to Y4 from Bioengineering, Chemical Engineering, Computing, Mechanical Engineering and Materials, as well as Y3 from Aeronautics.

FHEQ Level: 7

How to apply: Via the Deparmtent of Aeronautics for Aeronautics students; via the visiting students link for all other students.

Applications open: September 2017

Applications close: Week 3 of Autumn term

August resit opportunity: No

Approximate places available to students from other departments: No cap

Historic number of applications from students of other departments: 10

Criteria used to select students: n/a


Optimisation

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.

Reading list

Supplemental Reading

Module leaders

Professor Alessandro Astolfi