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Introduction to Optimisation - NMAN007

Title:	Úvod do optimalizace
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	summer
E-Credits:	5
Hours per week, examination:	summer s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	doc. RNDr. Petr Lachout, CSc.
Classification:	Mathematics > Optimization
Incompatibility :	NEKN012
Interchangeability :	NEKN012, NMSA336

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Annotation -

Last update: G_I (26.10.2001)

This course is focused on both theory and methods for solving basic optimization problems frequently arising in economic, technical and scientific calculations (linear and quadratic programming and some related topics).

Aim of the course -

Last update: T_KPMS (22.05.2008)

To give explanation of standard optimization procedures. Students will practice their knowladge on numerical examples.

Literature - Czech

Last update: T_KPMS (05.03.2007)

Pracovní text přednášky je k dispozici na WWW-stránce doc. Petra Lachouta.

Ján Plesník, Jitka Dupačová, Milan Vlach.: Lineárne programovanie. Alfa, Bratislava, 1990.

Vašek Chvátal: Linear programming. Freeman, New York, 1983.

Dimitri P. Bertsekas: Nonlinear programming. Athena Scientific, Belmont, 1999.

Charamza a kol.: Modelovací systém GAMS, MFF UK, 1993.

Teaching methods -

Last update: G_M (27.05.2008)

Lecture+exercises.

Syllabus -

Last update: T_KPMS (20.05.2003)

1. Motivation. Optimization in real life. Local and global extremes. Convex sets and convex functions.

2. Linear programs. Features of the optimal solutions. Duality and its interpretation.

3. Numerical solution of linear programs. Transportation problem and particular integer programs.

4. Nonlinear programs. Local and global optimality conditions. Quadratic programming. A brief account to numerical algorithms.

Exercises: Developing of mathematical models of real-life problems. Solving of problems, partially in computer room. Practicing of basic experiences.