Numerical Optimisation and Large-Scale Systems

ma40050

Semester 2

2019/20

This is the website for the course MA40050: Numerical Optimisation and Large-Scale Systems.
Prerequisites for the course are Analysis and Algebra as well as standard courses on Numerical Analysis. It is very helpful to know some Numerical Linear Algebra.

Examination timetable announced: 10.30am, 13th of May 2020

Revisions: 6 & 7th of May at usual slots

timetable

Lectures

Wed

Thu

10.15

11.15

MS Teams

MS Teams

Week 22 lectures reinstated

Problem classes

Fri

17.15

MS Teams

No classes on weeks 19, 20, 22, 28

Office hours

Wed

15.00-16.00

MS Teams

This means I am usually online at these times and you are likely to find me if you message on MS Teams. If you would like to be more sure of finding me or would prefer a different time, drop me an email to coordinate.

Cancellations

-

course material

Lecture notes

Lecture notes (updated 29-Apr-2020. List of edits

Literature

(all available in library)

  • G. H. Golub, C. F. Van Loan: Matrix Computations (3rd ed.) Johns Hopkins University Press Baltimore, MD, USA, 1996.

  • C. Ortner: Continuous Optimization Lecture Notes, 2009 (available here).

  • J. Nocedal, S.J. Wright: Numerical Optimization (2nd ed.) Springer, 2006.

  • J.E. Dennis, R.B. Schnabel: Numerical Methods for Unconstrained Optimization and Nonlinear Equations Prentice-Hall, 1983.

  • N.I.M. Gould, S. Leyffer: An introduction to algorithms for nonlinear optimization in Frontiers in Numerical Analysis (J.F. Blowey, A.W. Craig, T. Shardlow, Eds.), Springer, 2003 (available here).

Assessment

Assignment

25%

View Coursework

Coursework has been announced on Friday, 27th March 2020

Due date: 5pm, Friday, 1st of May, 2020

Examination

75%

Date: 13th of May, 2020

Start Time: 10.30am

Past Papers  [2014-15 paper is not relevant]

Assessment Timetable

FAQ

Revisions

Wed 6 May

Thu 7 May

10.15

11.15

MS Teams

MS Teams

Dr Pranav Singh
6 West 1.24A
Department of Mathematical Sciences
University of Bath
Bath, BA2 7AY, United Kingdom

© 2020 Pranav Singh