35342 Nonlinear Methods in Quantitative Management

6cp; 4hpw
Requisite(s): 35241 Optimisation in Quantitative Management

This subject presents a range of ideas and methods commonly used in solving various nonlinear optimisation problems in quantitative management and portfolio management. Methods presented include interior point methods for linear programming; Newton's and conjugate direction methods for unconstrained nonlinear programming; feasible direction methods, and penalty and barrier methods for constrained nonlinear programming; and an introduction to stochastic programming.

Typical availability

Spring semester, City campus

Fee information

2008 contribution for post-2008 Commonwealth-supported students: $907.50
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.

2008 amount for undergraduate domestic fee-paying students: $2,490.00

Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.

Subject EFTSL: 0.125

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.