TAOP14 Introduction to Operations Research 2007

Study Guide@lith

Valid for year : 2007

TAOP14	Introduction to Operations Research, 6 ECTS credits. /Optimeringslära, grundkurs/ For: BKM I Ii TB
	Prel. scheduled hours: 54 Rec. self-study hours: 106
	Area of Education: Science Subject area: Mathematics
	Advancement level (G1, G2, A): G1
	Aim: Optimization deals with mathematical theory and methods aiming at analyzing and solving decision problems that arise in technology, economy, medicine, etc. The course gives a broad orientation of the field of optimization, with emphasis on basic theory and methods for continuous optimization problems in finite dimension, and it also gives some insight into its use for analyzing practical optimization problems. After the course, the student shall: be able to identify optimization problems and classify them according to their properties, into, for example, linear and nonlinear problems construct mathematical models of simple optimization problems be able to define and use basic concepts, such as, for example, local and global optimality, convexity, weak and strong duality have knowledge about and be able to apply basic theory for some common types of optimization problems, such as, for example, duality theory for linear optimization problems, and have knowledge about and be able to use optimality conditions, such as, for example, KKT-conditions, to determine the optimality of a given solution have knowledge about and be able to apply basic principles for solving some common types of optimization problems, such as, for example, the simplex method for linear problems be able to use relaxations, and especially Lagrangian duality, to approximate optimization problems, and be able to estimate the optimal objective value through lower and upper bounds be able to use commonly available software for solving optimization problems of standard type have some knowledge of practical applications of optimization
	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.
	Supplementary courses: TAOP27 Operations Research, extended course TPPE27 Economic Analysis: Economic Theory TPPE24 Economic Analysis: Decision- and Financial Methodology TPPE07 Production and Operations Management
	Organisation: Lectures which include theory, problem solving and applications. Exercises which are intended to give individual training in problem solving. A laboratory course with emphasis on modelling and the use of optimization software.
	Course contents: Linear programming: the simplex method, sensitivity analysis, duality. Nonlinear programming, convex functions and sets, iterative methods for problems with or without constraints, optimality consditions (Karush-Kuhn-Tucker conditions), Lagrangean duality.
	Course literature: Lundgren J, Rönnqvist M, Värbrand P: Optimeringslära. Studentlitteratur (2003).
	Examination:
	Written examination Labratory work	3 p 1 p	/ /	4,5 ECTS 1,5 ECTS


Course language is Swedish. Department offering the course: MAI. Director of Studies: Mathias Henningsson Examiner: Mathias Henningsson Link to the course homepage at the department Course Syllabus in Swedish

Linköping Institute of Technology
Contact: TFK , val@tfk.liu.se Last updated: 12/12/2007