Optimization

Code:

M4045

Acronym:

M4045

Keywords
Classification	Keyword
OFICIAL	Mathematics

Instance: 2013/2014 - 2S

Active?	Yes
Web Page:	http://www.fc.up.pt/dmat/engmat/otimizacao
Responsible unit:	Department of Mathematics
Course/CS Responsible:	Master in Mathematical Engineering

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
M:ENM	19	Official Study Plan since 2013-2014	1	-	6	56	162

Teaching language

Portuguese

Objectives

It is intended that students 1. Become familiar with various problems that can be modeled by linear programming (LP), integer programming (IP), binary integer programming (GDP) or mixed (PIM) and nonlinear programming. 2nd. Acquire skills in modeling and solving algorithmic real situations common in many scientific and economic activities. 3rd. Become familiar with key theoretical concepts, methods and algorithms of linear programming (LP), integer programming (IP), binary integer programming (GDP) or mixed (PIM) and dynamic programming in particular duality, complementarity, and modeling using Lagrangean flows in Networks and others.

 

Learning outcomes and competences

The aim is for students to acquire skills in algorithmic modeling and solving real situations common in many scientific and economic activities.

 

Working method

Presencial

Program

In the academic year 2013-2014, the course guide will be at the following book:

Operations Research, Models and Methods

Paul Jensen and J Bard

Wiley

1. First concepts. Models, examples and applications
2. Linear Programming (LP). simplex method
3. The simplex method for networks.
4. duality
5. Sensitivity. Analysis post-optimal
6. Problem maximum flow (MF)
7. The shortest path problem in a digraph
8. Dynamic programming (deterministic)
9. Integer programming (IP) and mixed (PIM)


Appointments available http://www.fc.up.pt/dmat/engmat/otimizacao

Mandatory literature

Jensen Paul A.; Operations research. ISBN: 0-471-38004-0

Teaching methods and learning activities

Teaching using various models in spreadsheets (Excel). Analysis of case studies displayed by students in class.

 

Software

Excel 2010 com add-ins fornecidos pelo docente

Evaluation Type

Distributed evaluation without final exam

Assessment Components

designation	Weight (%)
Participação presencial	0,00
Teste	100,00
Total:	100,00

Eligibility for exams

Distributed evaluation consist (i). Two tests, each totaling 10 (ten) to be held during the semester, on dates to be determined. Students will be approved provided they obtain a grade equal or higher than 10 = sum of the total score of the two tests to be held throughout the semester, with a minimum of four (4) values for each test.

Calculation formula of final grade

 

Special assessment (TE, DA, ...)

The tests required under special statutes contain a written test which may be preceded by an oral round, to assess whether the student is in a position of trying to get approved minimum discipline in the written test.

 

Classification improvement

Grade improvement will be made in consideration of the time for appeal.