This unit contains a selection from the following topics, depending on student interest and staff availability: real-world applications of optimisation, such as airline crew rostering, and the fundamental theory that underlies optimisation under constraints; the theory of convexity and its relationship to the Lagrangian and other forms of duality with applications to network and discrete optimisation problems; nonlinear programming—constrained and unconstrained optimisation of continuous functions which includes both theory and applications; and optimal control, which is concerned with optimising objectives subject to dynamical systems. It also includes the ideas of Controllability and... -- Course Website
Instructor: Winthrop Professor Song Wang
Prerequisites: MATH2209 Calculus and Probability and MATH2020 Multivariable Calculus and Linear Algebra
