| TNK053 |
Optimization, 6 ECTS credits.
/Optimization/
For:
TSL
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Prel. scheduled
hours: 48
Rec. self-study hours: 112
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Area of Education: Science
Main field of studies: Mathematics, Applied Mathematics
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Advancement level
(G1, G2, A): G2
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Aim:
The course will provide basic insight in optimization, especially optimization of linear, nonlinear, and integer problems and problems with a network structure. The students can, after completing the course, formulate and analyze optimization models in the area of economic and technical applications; comprehend the basic mathematical theory on which the model and algorithms are based on; and be able to solve optimization problem both manually and with the help of a computer.
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Prerequisites: (valid for students admitted to programmes within which the course is offered)
Linear Algebra and Multivariable Calculus
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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Organisation:
Lectures, exercises and laborations
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Course contents:
Linear programming: Modelling, basic mathematical theory and geometry, the simplex method, sensitivity analysis, duality, optimality conditions.
Nonlinear optimization: Modelling, convexity, unconstrained optimization, optimization under constraints, optimality conditions.
Network optimization: Modelling, shortest paths.
Integer optimization: Modelling, cutting plane and branch and bound.
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Course literature:
Introduction to Mathematical Programming, Winston, 2003.
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Examination: |
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Written examination
Laboratory work
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4,5 ECTS
1,5 ECTS
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Course language is English.
Department offering the course: ITN.
Director of Studies: George Baravdish
Examiner: Zhuangwei Liu
Link to the course homepage at the department
Course Syllabus in Swedish
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