Optimization

Code:

M3045

Acronym:

M3045

Level:

300

Keywords
Classification	Keyword
OFICIAL	Mathematics

Instance: 2023/2024 - 2S

Active?	Yes
Responsible unit:	Department of Mathematics
Course/CS Responsible:	Bachelor in Mathematics

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	48	162
L:CC	1	study plan from 2021/22	2	-	6	48	162
			3
L:F	0	Official Study Plan	3	-	6	48	162
L:G	1	study plan from 2017/18	2	-	6	48	162
			3
L:M	42	Official Study Plan	3	-	6	48	162
L:MA	0	Official Study Plan	3	-	6	48	162
L:Q	1	study plan from 2016/17	3	-	6	48	162

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	114,00
Frequência das aulas	48,00
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.