Optimisation Theory (MATH3404)
Information valid for Semester 2, 2025
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 3 Hours/ Week
Tutorial 1 Hour/ Week
3L1T
Incompatible
MATH7434 (co-taught).
Prerequisite
MATH2000 or MATH2001 or MATH2901
Assessment methods
Examination, assignments
Course enquiries
Associate Professor Min-Chun Hong (Semester 2, Regular, St Lucia, In person)
Dr Min-Chun Hong
Study Abroad
This course is pre-approved for Study Abroad and Exchange students.
Current course offerings
Course offerings | Location | Mode | Course Profile |
Semester 2, 2024 (22/07/2024 - 18/11/2024) | St Lucia | In Person | Course Profile |
Semester 2, 2025 (28/07/2025 - 22/11/2025) | St Lucia | In Person | Profile unavailable |
Please Note: Course profiles marked as not available may still be in development.
Course description
Calculus of variations: critical points; Euler equations; transversality; corner conditions; Hamilton equations; Jacobi equations; Legendre sufficient condition; Weierstrass E-function. Control theory: Lagrange, Mayer & Bolza problems; Pontryagin maximal principle, legendre transformations, augmented Hamiltonians, transversality, bang-bang control, linear systems.