Module Overview

Nonlinear Programming

This module expands on the fundamental concepts of Operations Research and Linear Programming covered in MATH 2804 and MATH 4809.  This module introduces a number of non-linear Programming models, including descent methods, conjugate gradient methods, quasi-newton methods, primal methods, and penalty and barrier methods.  Case studies of models will be presented

Module Code

MATH 4823

ECTS Credits


*Curricular information is subject to change

Unconstrained Optimisation:

Optimality conditions.

Descent methods:  line search, Newton’s, Golden section search, Fibonacci, secant.

Cauchy’s steepest descent

Conjugate gradient methods

Non-differentiable optimization

Quasi-newton method


Constrained Optimisation:

Optimality conditions

Primal methods

Penalty and barrier methods

Case studies 

Lectures and tutorials

Module Content & Assessment
Assessment Breakdown %
Formal Examination100