| Module code | WTW 750 |
| Qualification | Postgraduate |
| Faculty | Faculty of Natural and Agricultural Sciences |
| Module content | Classical optimisation: Necessary and sufficient conditions for local minima. Equality constraints and Lagrange multipliers. Inequality constraints and the Kuhn-Tucker conditions. Application of saddle point theorems to the solutions of the dual problem. One-dimensional search techniques. Gradient methods for unconstrained optimisation. Quadratically terminating search algorithms. The conjugate gradient method. Fletcher-Reeves. Second order variable metric methods: DFP and BFCS. Boundary following and penalty function methods for constrained problems. Modern multiplier methods and sequential quadratic programming methods. Practical design optimisation project. |
| Module credits | 15.00 |
| NQF Level | 08 |
| Programmes |
BScHons Applied Mathematics
BScHons Financial Engineering BScHons Mathematics and Mathematics Education Applied Analysis BScHons Mathematics and Mathematics Education Differential Equations and Modelling BScHons Mathematics and Mathematics EducationAlgebra and Analysis BScHons Mathematics of Finance |
| Prerequisites | Multivariate Calculus on 2nd-year level; Linear Algebra on 2nd-year level |
| Contact time | 2 lectures per week |
| Language of tuition | Module is presented in English |
| Department | Mathematics and Applied Mathematics |
| Period of presentation | Semester 1 |
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