Optimisation
Host department: Electrical and Electronic Engineering
Time slot: AM
Who can study this module: Open to Yr4 from Bioengineering, Chemical Engineering, Computing, Mechanical Engineering and Materials, as well as Yr3 & Yr4 from Aeronautics.
ECTS: 6
FHEQ Level: 7
How to apply: Via the Deparmtent of Aeronautics for Aeronautics students; via the visiting students link for all other students.
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
Further information is available on the Electrical Engineering website.
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
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Practical methods of optimization
2nd ed., Hoboken : John Wiley & Sons Ltd.
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Practical methods of optimization
2nd ed., Wiley
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Practical methods of optimization
2nd ed., Wiley