Optimization and Applications
Keywords |
Classification |
Keyword |
OFICIAL |
Mathematics |
Instance: 2021/2022 - 2S
Cycles of Study/Courses
Teaching language
Suitable for English-speaking students
Objectives
The main objective of the course is to introduce rigorously the main concepts of optimization and its applications. Those concepts and the relevant mathematical tools to their analysis will be considered in the course.
Learning outcomes and competences
To acquire the main concepts of optimization, skills in algorithmic modeling and solving real situations common in many scientific and economic activities.
Working method
Presencial
Program
Learn the main theoretical concepts, methods and algorithms of linear programming (PL), integer programming (PI), binary integer programming (PIB) or mixed (PIM), non-linear programming (NLP), dynamic programming (PD) and game theory (TJ); namely, duality, complementarity, Lagrangian relaxation among others. Acquire skills in modeling and algorithmic resolution of real situations frequent in various economic and scientific activities. Applications in Exact and Social Sciences.
Mandatory literature
Igor Griva, Stephen G. Nash, Ariela Sofer; Linear and Nonlinear Optimization. ISBN: 978-0-898716-61-0
Eligius M. T. Hendrix;
Introduction to nonlinear and global optimization. ISBN: 978-0-387-88669-5
Robert Gibbons;
A primer in game theory. ISBN: 0-7450-1159-4
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
Frank R. Giordano, William P. Fox, Steven B. Horton; A first course in Mathematical Modeling. ISBN: 978-1-285-05090-4
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 |
0,00 |
Elaboração de projeto |
0,00 |
Total: |
162,00 |
Eligibility for exams
No requirement.
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 individual 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.