Faculty of Science

Objectives

To introduce students to Linear and non-Linear Optimisation

Contents

Linear Optimisation; examples of optimisation problems-linear

convex sets; convex functions; differentiable functions; canonical forms for linear optimisation problems; the simplex algorithm and the simplex tableaux; dual problems and the dual tableaux; applications to transport and network problems; nonlinear optimisation: examples of nonlinear problems; unconstrained optimisation via calculus of functions of one and several variables; iterative methods: Newtons methods, methods of steepest descent, convex programming and the Karush Kuhn Tucker theorem