MAT8200 Advanced Optimisation

Contents

• Staffing
• Requisites
• Other requisites
• Rationale
• Synopsis
• Objectives
• Topics
• Texts
• Reference materials
• Student workload
• Assessment details
• Important assessment information
• Assessment notes
• Production date
• PDF version

STAFFING

REQUISITES

OTHER REQUISITES

RATIONALE

We should constantly strive to improve processes. The tools of optimisation are many and varied depending upon the nature of the task and the form in which information is available. This is a wide ranging course to learn about the best methods in situations relevant to students interests.

SYNOPSIS

Contact the examiner to study this course by distance education. This course flexibly covers advanced topics in optimisation theory and applications such as linear, integer, nonlinear, dynamic programming, stochastic programming, and discrete and continuous optimisation. Further the course covers selected topics from game theory in economics, heuristic problem solving such as genetic algorithms for stochastic optimisation, and other powerful methods of constrained and unconstrained nonlinear optimisation. Enrolment requires the approval of the examiner. This course is normally offered only in odd years.

OBJECTIVES

On completion of this course students will be able to:

1. formulate optimisation problems and identify feasible methods (all assessment items);
2. implement appropriate optimisation algorithms (all assessment items);
3. interpret and report on outcomes and strengths and weaknesses of a variety of optimisation methods (all assessment items);
4. use optimisation techniques in applications such as economic games, management, simulation, approximation and research (all assessment items).

TOPICS

TEXT and MATERIALS required to be PURCHASED or accessed

ALL textbooks and materials are available for purchase from USQ BOOKSHOP (unless otherwise stated). Orders may be placed via secure internet, free fax 1800642453, phone 07 46312742 (within Australia), or mail. Overseas students should fax +61 7 46311743, or phone +61 7 46312742. For costs, further details, and internet ordering, use the 'Textbook Search' facility at http://bookshop.usq.edu.au click 'Semester', then enter your 'Course Code' (no spaces).

Computer facilities for numerical work.

Course web site: http://www.sci.usq.edu.au/courses/mat8200

REFERENCE MATERIALS

Reference materials are materials that, if accessed by students, may improve their knowledge and understanding of the material in the course and enrich their learning experience.

Other research books and articles as advised depending upon chosen topics.

Bertsekas, DP 1999, Nonlinear programming, 2nd edn, Athena Scientific, Belmont, Mass.

Bertsekas, DP 1996, Constrained optimisation and Lagnrange multiplier methods, Athena Scientific, Belmont, Mass.

Buck, BB & Macauley, VA 1991, Maximum entropy in action, Oxford University Press.

Coleman, AM 1999, Game theory and its applications, 2nd edn, Butterworth - Heinemann, London.

Osborne, MJ 2004, An introduction to game theory, Oxford University Press, New York.

Osborne, MJ & Rubinstein, A 1994, A course in games theory, MIT Press, Cambridge, Mass.

Press, WH, Teukolsky, SA, Vettering, WT & Flannery, BP 2004, Numerical recipes Books (Available: http://www.nr.com/).

Roberts, AJ LaTeX: from quick and dirty to style and finesse (Available: http://www.sci.usq.edu.au/staff/aroberts/LaTeX/latexintro.html) [Accessed 01 10 2005]
(Updated May 2004)

Vanderbei, RJ 2001, Linear programming: foundations and extensions, 2nd edn, Kluwer Academic Publishers, Boston.

Williams, JD 1986, The compleat strategyst, Dover Publications, New York.

STUDENT WORKLOAD REQUIREMENTS

ASSESSMENT DETAILS

NOTES

1.

The Examiner will advise the due dates for Assignments 1, 2, 3 and 4.

IMPORTANT ASSESSMENT INFORMATION

1. Attendance requirements:
   It is the students' responsibility to attend and participate appropriately in all activities (such as lectures, tutorials, laboratories and practical work) scheduled for them, and to study all material provided to them or required to be accessed by them to maximise their chance of meeting the objectives of the course and to be informed of course-related activities and administration.
2. Requirements for students to complete each assessment item satisfactorily:
   To complete each of the assessment items satisfactorily, students must obtain at least 50% of the marks available for each assessment item.
3. Penalties for late submission of required work:
   If students submit assignments after the due date without (prior) approval of the examiner then a penalty of 5% of the total marks gained by the student for the assignment may apply for each working day late up to ten working days at which time a mark of zero may be recorded. No assignments will be accepted after model answers have been posted.
4. Requirements for student to be awarded a passing grade in the course:
   To be assured of receiving a passing grade a student must achieve at least 50% of the total weighted marks available for the course.
5. Method used to combine assessment results to attain final grade:
   The final grades for students will be assigned on the basis of the weighted aggregate of the marks obtained for each of the summative assessment items in the course.
6. Examination information:
   There is no examination in this course.
7. Examination period when Deferred/Supplementary examinations will be held:
   As there are no examinations in this course, there will be no deferred or supplementary examinations..
8. University Regulations:
   Students should read USQ Regulations 5.1 Definitions, 5.6. Assessment, and 5.10 Academic Misconduct for further information and to avoid actions which might contravene University Regulations. These regulations can be found at the URL http://www.usq.edu.au/corporateservices/calendar/part5.htm or in the current USQ Handbook.

ASSESSMENT NOTES

This version produced 24 Nov 2008.