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Optimization and Applications

Code: M3013     Acronym: M3013     Level: 300

Keywords
Classification Keyword
OFICIAL Mathematics

Instance: 2017/2018 - 1S

Active? Yes
Web Page: http://cmup.fc.up.pt/cmup/otimizacao/
Responsible unit: Department of Mathematics
Course/CS Responsible: Bachelor in Biology

Cycles of Study/Courses

Acronym No. of Students Study Plan Curricular Years Credits UCN Credits ECTS Contact hours Total Time
L:B 0 Official Study Plan 3 - 6 56 162
L:CC 0 Plano de estudos a partir de 2014 2 - 6 56 162
3
L:F 0 Official Study Plan 2 - 6 56 162
3
L:G 2 study plan from 2017/18 3 - 6 56 162
L:M 45 Official Study Plan 2 - 6 56 162
3
L:Q 0 study plan from 2016/17 3 - 6 56 162

Teaching language

Suitable for English-speaking students

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.

  2. Acquire skills in modeling and solving algorithmic real situations common in many scientific and economic activities.

  3. 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.

  4. 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)


  1. First concepts. Models, examples and applications of Linear Programming (LP), integer programming (IP), Binary and Mista (PIM).    

  2. Construction of spreadsheets (spreadsheets) in Excel and use the Solver.

  3. Problems modeled with networks flows - minimum cost problems, maximum flow problem (FM). Problem of the shortest path in a digraph. Others.

  4. Introduction to Nonlinear optimization. Applications to Multivariate Statistics.

  5. Theoretical concepts of duality. Sensitivity. Post-optimal analysis. Examples.

  6. 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 exam

Calculation formula of final grade

Students will be approved provided it has a grade equal to or greater than 10 points in the final exam.
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