TAOP02 Introduction to Operations Research, ECTS-points
/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 software

Prerequisites:
Calculus, Linear Algebra.

Supplementary courses:
TAOP27, Operations Research, extended course TPPE01, Managerial Economics TPPE07, Production and operations management

Course content:
Linear optimization models, the simplex method, sensitivity analysis, duality, nonlinear optimization models with or without constraints, convex functions and sets, local and global optimal solutions, iterative methods for problems with or without constraints, optimality consditions (Kuhn-Tucker conditions), Lagrangean duality.

Course literature:
Winston, W.L.: Introduction to mathematical programming: applications and algorithms, Wadsworth Publishing Company, 1995.

LAB 1Labratory work
TEN 1Written examination
Course language is Swedish.