Note: This is an archived Handbook entry from 2010.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2010:Semester 1, Parkville - Taught on campus.
Lectures and practice classes.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: 3 x one hour lectures per week, 1 x one hour practice class per week |
Total Time Commitment: Estimated total time commitment of 120 hours
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:||None|
|Core Participation Requirements:||It is University policy to take all reasonable steps to minimise the impact of disability upon academic study and reasonable steps will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact upon their active and safe participation in a subject are encouraged to discuss this with the relevant subject coordinator and the Disability Liaison Unit.|
CoordinatorDr Marcus Brazil
Third Year Coordinator
This subject introduces some major techniques and algorithms for solving nonlinear optimisation problems. Unconstrained and constrained systems will be considered, for both convex and non-convex problems. The methods covered include: interval search techniques, Newton and quasi-Newton methods, penalty methods for nonlinear programs, and methods based on duality. The emphasis is both on being able to apply and implement the techniques discussed, and on understanding the underlying mathematical principles. Examples involve the formulation of operations research models for linear regression, multi-facility location analysis and network flow optimisation.
A significant part of the subject is the project, where students work in groups on a practical operations research problem.
On completion of this subject students should develop
Three written assignments due at regular intervals during semester amounting to a total of up to 50 pages (30%), a group project involving a written report of up to 20 pages due at the end of semester (15%) and a 15-minute oral presentation at the end of semester (5%), and a 2-hour written examination in the examination period (50%).
H. A. Taha, Operations Research: An Introduction, McMillan, 5th Ed,1992.
W. L. Winston, Operations Research: Applications and Algorithms, PWS-Kent, 1987.
R. Fletcher, Practical Methods of Optimization, 2nd Ed, John Wiley & Sons, NY, 1987.
|Breadth Options:|| |
This subject potentially can be taken as a breadth subject component for the following courses:
You should visit learn more about breadth subjects and read the breadth requirements for your degree, and should discuss your choice with your student adviser, before deciding on your subjects.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
In addition to learning specific skills that will assist in their future careers in science, students will have the opportunity to develop generic skills that will assist them in any future career path. These include:
|Notes:||This subject is available for science credit to students enrolled in the BSc (both pre-2008 and new degrees), BASc or a combined BSc course.|
Bachelor of Science |
Mathematics && Statistics Major |
Mathematics and Statistics (Financial Mathematics specialisation)
Mathematics and Statistics (Operations Research specialisation)
Mathematics and Statistics (Statistics specialisation)
Operations Research / Discrete Mathematics
Download PDF version.