Imperial College London

ProfessorRuthMisener

Faculty of EngineeringDepartment of Computing

Professor in Computational Optimisation
 
 
 
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Contact

 

+44 (0)20 7594 8315r.misener Website CV

 
 
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Location

 

379Huxley BuildingSouth Kensington Campus

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Summary

 

Operations Research - COMP60016

Aims

This module will give you the opportunity to:

  • explore quantitative mathematical methods for taking decisions in the presence of constraints or finite resources
  • learn about linear programming, integer linear programming, robust optimisation, and game theory and their application
  • classify mathematical programs on the basis of the number and types of their solutions
  • implement solution techniques for linear programs with both real and integer-valued variables
  • familiarise yourself with fundamental notions of duality, degeneracy, and sensitivity

Role

Course Leader

Computational Optimisation - COMP70007

Aims

In this module you will have the opportunity to:

  • learn numerical methods for the solution of non-linear optimisation problems
  • apply optimisation in engineering (e.g., the design of energy efficient chemical processes), machine learning (e.g., learning classifiers from data), and finance (e.g., optimal portfolio allocation)
  • use analytical techniques and numerical algorithms to solve constrained and unconstrained problems
  • identify convexity in a mathematical model and appreciate the importance of convexity both in theory and in practice
  • identify necessary and sufficient conditions of optimality for different classes of optimisation models
  • be able to apply an appropriate numerical method given the characteristics of the optimisation model
  • understand the meaning of Lagrange multipliers
  • be able to implement first/second order methods for constrained and unconstrained models

Role

Course Leader