Optimisation Theory (MATH3404)
Information valid for Semester 2, 2021
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Delivery mode
Internal
Class hours
3 Lecture hours
1 Tutorial hour
Prerequisite
MATH2000 or MATH2001
Assessment methods
Examination, assignments
Course enquiries
Study Abroad
This course is pre-approved for Study Abroad and Exchange students.
Current course offerings
| Course offerings | Location | Mode | 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.
