| NMAB18 | Linear and Nonlinear Optimization, 7,5 ECTS credits. /Linjär och ickelinjär optimering/ |
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Prel. scheduled
hours: 48 |
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Area of Education: Science Subject area: Mathematics |
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| Advancement level
(A-D): B
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| Aim: The course constitutes, together with NMAB19 Discret optimization, basic knowledge in optimization. The course focus on linear and nonlinear optimization problems in continuous variables. The course aims to give the students (i) an examplified orientation of important classes of discrete optimization problems and applications of optimization models (ii) understanding of the mathematical theory upon which the modelling techniques and algorithms are based (iii) an ability to analyse and formulate optimization models taken from both economical and technical applications (iv) an ability to solve optimization problems by hand and to use computer software. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) Calculus, Linear Algebra Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Supplementary courses: NMAB19 Discret optimization |
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| Organisation: Seminars and laborations |
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| Course contents: Introduction: optimization problems, examples of applications within engineering design and production engineering, principles of optimization modeling, linear and nonlinear models. Convexity theory. Linear programming: geometric interpretations, basic mathematical concepts, the simplex method, duality in linear programming, sensitivity analysis. Nonlinear programming: nonlinear optimization problems without constraints, search methods, nonlinear problems with constraints, optimality conditions, the Karush-Kuhn-Tucker conditions, Lagrangean duality. |
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| Course literature: J. Lundgren, M. Rönnqvist, P. Värbrand: Optimeringslära. (Studentlitteratur, 2003) |
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| Examination: | |||
| Written examination Computer exercise |
5 p 0 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Mathias Henningsson Examiner: Oleg Burdakov Link to the course homepage at the department Course Syllabus in Swedish |
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