MATH3161 Optimisation

MATH3161 is a Mathematics Level III course. See the course overview below.

Units of credit: 6

Prerequisites: 12  units of credit in Level 2 Mathematics courses including MATH2011 or MATH2111, and MATH2501 or MATH2601, or both MATH2019(DN) and MATH2089, or both MATH2069(CR) and MATH2099.

Exclusion:  MATH5165

Cycle of offering: Term 1

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: This recent course handout (pdf) contains information about course objectives, assessment, course materials and the syllabus. 

The Online Handbook entry contains up-to-date timetabling information.

If you are currently enrolled in MATH3161, you can log into UNSW Moodle for this course.

Course Aims

The concept of optimization, finding the "best" way to do something, arises across all branches of mathematics and in application areas ranging from biology and engineering to business and finance. The purpose of this course is to provide an introduction to the theory of multi-variable optimization and optimal control, and to provide students with the skills to formulate, solve and analyze solutions to certain multi-variable optimization problems and infinite dimensional optimal control problems.

Course Description

Optimization problems, in which one wants to find the values of variables to maximize or minimize an objective function subject to constraints on which variables are allowed, are common throughout the physical and biological sciences, economics, finance and engineering. This course looks at the formulation of optimization problems as mathematical problems, characterizing solutions using necessary and/or sufficient optimality conditions and modern numerical methods and software for solving the problems. Both finite dimensional problems which involve a vector of variables, including linear and nonlinear programming, and infinite dimensional problems where the variables are functions, including optimal control problems, are covered.