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TAOP02 | Introduction to Operations Research, 3,5 p (sw) /Optimeringslära, grundkurs/ Advancement level: B | |
Aim: The course constitutes a basic course in optimization, with focus on the practical treatment of optimization problems in continuous variables. The course aims to give the students (i) an examplified orientation of some important classes of optimization problems and applications (ii) understanding of the mathematical theory upon which the modelling techniques and algorithms are based (iii) an ability to analyze and formulate optimization models taken from both economical and technical applications (iv) an ability to solve optimization problems by hand and to use computer softwarePrerequisites: Calculus, Linear Algebra.Supplementary courses: TAOP 27 Operations Research, extended course TPPE 27 Economic Analysis: Economic Theory TPPE 28 Economic Analysis: Decision- and Financial Methodology TPPE 07 Production and Operations ManagementCourse content: 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: A compendium. |
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