37343 Nonlinear Methods in Quantitative Management6cp; 4hpw
Requisite(s): 35241 Optimisation in Quantitative Management OR 37242 Optimisation in Quantitative Management
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 35342 Nonlinear Methods in Quantitative Management
Nonlinear programming has applications in almost every area of science and technology. This subject presents a range of ideas and methods commonly used in solving various nonlinear optimisation problems, arising in engineering, computer science, statistics, finance, and economics. Methods presented include Newton's and conjugate direction methods for unconstrained nonlinear programming as well as feasible direction methods, and penalty and barrier methods for constrained nonlinear programming. Another mathematical technique, widely used in practice from production planning and scheduling to personnel rostering and educational timetabling, is linear programming. The corresponding linear programming models often are solved using the interior point methods, which are based on nonlinear programming. The subject provides a brief introduction to the interior point methods.
Spring semester, City campus
Detailed subject description.