Optimization and Applications
Keywords |
Classification |
Keyword |
OFICIAL |
Mathematics |
Instance: 2020/2021 - 2S
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
- First concepts. Models, examples and applications of Linear Programming (LP), integer programming (IP), Binary and Mista (PIM).
- 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.
- Theoretical concepts of duality. Sensitivity. Post-optimal analysis. Examples.
- Dynamic programming (deterministic). Applications to Genomics.
Mandatory literature
Igor Griva, Stephen G. Nash, Ariela Sofer; Linear and Nonlinear Optimization. ISBN: 978-0-898716-61-0
Frank R. Giordano, William P. Fox, Steven B. Horton; A first course in Mathematical Modeling. ISBN: 978-1-285-05090-4
Complementary Bibliography
Gomes, Diogo; Sernadas, Amílcar; Sernadas, Cristina; Rasga, João; Mateus, Paulo; A mathematical primer on linear optimization, College Publications, London, 2019. ISBN: 978-1-84890-315-9
Jensen Paul A.;
Operations research. ISBN: 0-471-38004-0
Eligius M. T. Hendrix;
Introduction to nonlinear and global optimization. ISBN: 978-0-387-88669-5
Teaching methods and learning activities
Classroom teaching with the use of various models. Analysis of case studies exposed in class by students.Evaluation Type
Evaluation with final exam
Assessment Components
designation |
Weight (%) |
Exame |
100,00 |
Total: |
100,00 |
Amount of time allocated to each course unit
designation |
Time (hours) |
Estudo autónomo |
106,00 |
Frequência das aulas |
56,00 |
Apresentação/discussão de um trabalho científico |
|
Elaboração de projeto |
|
Total: |
162,00 |
Eligibility for exams
Final classification equal to or greater than 9,5.
Calculation formula of final grade
The exam score of 0-20 with a possible bonus up to a maximum of 2 values through optional written work and respective presentation.
Both the written work, which deals with the contents of the curricular unit's program, as well as the respective presentation will take place in a phased manner throughout the semester.Examinations or Special Assignments
Optional ndividual written work and respective phased presentation throughout the semester.
Special assessment (TE, DA, ...)
The exam score of 0-20 with a possible bonus up to a maximum of 2 values through optional written work and respective presentation through the semester.
Classification improvement
The exam score of 0-20 with a possible bonus up to a maximum of 2 values through optional written work and respective presentation through the semester.