Optimization and Applications
Keywords |
Classification |
Keyword |
OFICIAL |
Mathematics |
Instance: 2017/2018 - 1S
Cycles of Study/Courses
Teaching language
Suitable for English-speaking students
Objectives
It is intended that students
- 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.
- Acquire skills in modeling and solving algorithmic real situations common in many scientific and economic activities.
- 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.
- To acquire skills in algorithmic modeling and solving real situations common in many scientific and economic activities.
Learning outcomes and competences
To acquire skills in algorithmic modeling and solving real situations common in many scientific and economic activities.
Working method
Presencial
Program
Program planned for the academic year 2016/17 (provisional)
- First concepts. Models, examples and applications of Linear Programming (LP), integer programming (IP), Binary and Mista (PIM).
- Construction of spreadsheets (spreadsheets) in Excel and use the Solver.
- Problems modeled with networks flows - minimum cost problems, maximum flow problem (FM). Problem of the shortest path in a digraph. Others.
- Introduction to Nonlinear optimization. Applications to Multivariate Statistics.
- Theoretical concepts of duality. Sensitivity. Post-optimal analysis. Examples.
- Dynamic programming (deterministic). Applications to Genomics.
Notes available
http://cmup.fc.up.pt/cmup/otimizacao/
Mandatory literature
Jensen Paul A.;
Operations research. ISBN: 0-471-38004-0
Teaching methods and learning activities
Classroom teaching with the use of various models in spreadsheets (Excel). Analysis of case studies exposed in class by students.Software
Excel
Evaluation Type
Evaluation with final exam
Assessment Components
designation |
Weight (%) |
Exame |
100,00 |
Total: |
100,00 |
Eligibility for exams
Score greater than 10 points in the final examCalculation formula of final grade
Students will be approved provided it has a grade equal to or greater than 10 points in the final exam.