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Unit of study_

Convex Analysis and Optimal Control - MATH4071

Year - 2020

The questions how to maximise your gain (or to minimise the cost) and how to determine the optimal strategy/policy are fundamental for an engineer, an economist, a doctor designing a cancer therapy, or a government planning some social policies. Many problems in mechanics, physics, neuroscience and biology can be formulated as optimisation problems. Therefore, optimisation theory is an indispensable tool for an applied mathematician. Optimisation theory has many diverse applications and requires a wide range of tools but there are only a few ideas underpinning all this diversity of methods and applications. This course will focus on two of them. We will learn how the concept of convexity and the concept of dynamic programming provide a unified approach to a large number of seemingly unrelated problems. By completing this unit you will learn how to formulate optimisation problems that arise in science, economics and engineering and to use the concepts of convexity and the dynamic programming principle to solve straightforward examples of such problems. You will also learn about important classes of optimisation problems arising in finance, economics, engineering and insurance.

Lecture 3hours/week, tutorial 1hr/week

Assignment (15%), assignment (15%), exam (70%)

Assumed knowledge
MATH2X21 and MATH2X23 and STAT2X11


[A mark of 65 or above in 12cp of (MATH2XXX or STAT2XXX or DATA2X02)] or [12cp of (MATH3XXX or STAT3XXX)]




Faculty: Science

Semester 1

24 Feb 2020

Department/School: Mathematics and Statistics Academic Operations
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Mar 2020
Unit of study level: Honours
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
More details
Unit of Study coordinator: Prof Georg Gottwald
HECS Band: 2
Courses that offer this unit

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