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Optimization in economy and statistics, introduction to
non-linear programming, theory of linear programming
with respect to convex analysis and general optimization,
overview of available optimization software, matrix games.
The contents of the course and seminar is organized so
that the lecture could be attended without the seminar.
Requierements: The first year of mathematical analysis
(multivariable functions, extrem values and Lagrange
multiplicator).
Last update: T_MUUK (22.11.2000)
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To give explanation and theoretical background for standard optimization procedures. Students will lern necessary theory and practice their knowladge on numerical examples. Last update: T_KPMS (22.05.2008)
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Pracovní text přednášky je k dispozici na WWW-stránce doc. Petra Lachouta.
Ján Plesník, Jitka Dupačová, Milan Vlach.: Lineárne programovanie. Alfa, Bratislava, 1990.
George B. Dantzig, Mukund N. Thapa: Linear programming. 1,2. Springer, New York, 1997.
Dimitri P. Bertsekas: Nonlinear programming. Athena Scientific, Belmont, 1999.
Mokhtar S. Bazaraa, Hanif D. Sherali, C.M. Shetty: Nonlinear programming : theory and algorithms. Wiley, New York, 1993.
Last update: T_KPMS (05.03.2007)
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Lecture+exercises. Last update: G_M (27.05.2008)
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Optimization in economy and statistics, introduction to non-linear programming, theory of linear programming with respect to convex analysis and general optimization, overview of available optimization software, matrix games. Last update: T_KPMS (25.04.2003)
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