Introduction to Continuous Optimization

Aims

Optimisation deals with the problem of minimising or maximising a mathematical model of an objective function such as cost, fuel consumption etc. under a set of side constraints on the domain of definition of this function. Optimisation theory is the study of the mathematical properties of optimisation problems and the analysis of algorithms for their solution. The aim of this course is to provide an introduction to nonlinear continuous optimisation specifically tailored to the background of mathematics students.