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Course detail

Optimization I

Course unit code: FSI-SOP
Academic year: 2016/2017
Type of course unit: compulsory
Level of course unit: Bachelor's (1st cycle)
Year of study: 3
Semester: summer
Number of ECTS credits:
Learning outcomes of the course unit:
The course is designed for mathematical engineers and it is useful for applied sciences students. Students will learn the theoretical background of fundamental topics in optimization (especially linear and non-linear programming). They will also made familiar with useful algorithms and interesting applications.
Mode of delivery:
90 % face-to-face, 10 % distance learning
Fundamental knowledge of principal concepts of Calculus and Linear Algebra in the scope of the mathematical engineering curriculum is assumed.
Not applicable.
Recommended optional programme components:
Not applicable.
Course contents (annotation):
The course presents fundamental optimization models and methods for solving of technical problems. The principal ideas of mathematical programming are discussed: problem analysis, model building, solution search, and the interpretation of results. The course
mainly deals with linear programming (polyhedral sets, simplex method, duality) and nonlinear programming (convex analysis, Karush-Kuhn-Tucker conditions, selected algorithms). Basic information about network flows and integer programming is included as well as further generalizations of studied mathematical programs.
Recommended or required reading:
Dupačová et al.: Lineárne programovanie, Alfa 1990
Klapka a kol.: Metody operačního výzkumu, , 0
Dvořák a kol.: Operační analýza, , 0
Bazaraa et al.: Linear Programming and Network Flows, , Wiley 1990
Charamza a kol.: Modelovací systém GAMS, , 0
Bazaraa et al.: Nonlinear Programming, , Wiley 1993
Planned learning activities and teaching methods:
The course is taught through lectures explaining the basic principles and theory of the discipline. Exercises are focused on practical topics presented in lectures.
Assesment methods and criteria linked to learning outcomes:
Graded course-unit credit is awarded based on the result in a written exam involving modelling-related, computational-based, and theoretical questions. The short oral exam is also included.
Language of instruction:
Work placements:
Not applicable.
Course curriculum:
Not applicable.
The course objective is to emphasize optimization modelling together with solution methods. It involves problem analysis, model building, model description and transformation, and the choice of the algorithm. Introduced methods are based on the theory and illustrated by geometrical point of view.
Specification of controlled education, way of implementation and compensation for absences:
The attendance at seminars is required as well as active participation. Passive or missing students are required to work out additional assignments.

Type of course unit:

Lecture: 26 hours, optionally
Teacher / Lecturer: RNDr. Pavel Popela, Ph.D.
Syllabus: 1. Introductory optimization: problem formulation and analysis, model building, theory.
2. Visualisation, algorithms, software, postoptimization.
3. Linear programming (LP): Convex and polyhedral sets.
4. LP: Feasible sets and related theory.
5. LP: The simplex method.
6. LP: Duality, sensitivity and parametric analysis.
7. Network flows modelling.
8. Introduction to integer programming.
9. Nonlinear programming (NLP): Convex functions and their properties.
10. NLP: Unconstrained optimization and line search algorithms.
11. NLP: Unconstrained optimization and related multivariate methods.
12. NLP: Constrained optimization and KKT conditions.
13. NLP: Constrained optimization and related multivariate methods.
14. Selected general cases.
seminars in computer labs: 13 hours, compulsory
Teacher / Lecturer: RNDr. Pavel Popela, Ph.D.
Syllabus: Introductory problems (1-2)
Linear problems (2-7)
Special problems (7-8)
Nonlinear problems (9-13)
General problems (14)

The study programmes with the given course