35342 Nonlinear Methods in Quantitative Management
6cp; 4hpwRequisite(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
2009 contribution for post-2008 Commonwealth-supported students: $520.25
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.
2009 amount for undergraduate domestic fee-paying students: $2,587.50
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: 0.125Access 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.
