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Mathematics of Optimization Theory - APM4805

Honours NQF level: 8 Credits: 12
Module presented in English Module presented online
Purpose: The concept of optimization, in its various forms, is a very fundamental one with an important role to play in various branches of mathematics and of course also in the application of mathematics in other disciplines such as economics and engineering. The infinite dimensional case of optimization is studied in the calculus of variations and in optimal control theory. This module presents the classical theory of optimization in the finite dimensional situation. The emphasis is on the development of the mathematical theory and techniques of optimization (convex analysis, Lagrange multiplier rules) rather than computational or numerical techniques for finding optimal points.