Optimization

Code:

2MADSAD03

Acronym:

O

Keywords
Classification	Keyword
OFICIAL	Management Studies

Instance: 2012/2013 - 1S

Active?	Yes
Responsible unit:	Management
Course/CS Responsible:	Master in Modeling, Data Analysis and Decision Support Systems

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
MADSAD	45	Bologna Official Syllabus	1	-	7,5	56	202,5

Teaching language

Portuguese

Program

PART I - Dynamic Programming

1. Deterministic Dynamic Programming
2. The Optimality Principle
3. Stochastic Dynamic Programming
4. MATLAB

PART II - Metaheuristics for Combinatorial Optimization Problems

1. Combinatorial Optimization and the Need for Heuristics
2. Constructive Heuristics
3. Neighbourhood and Local Search
4. Metaheuristics
5. Implementing Genetic Algorithms in MATLAB

Mandatory literature

Glover, Kochenberger (eds); Handbook of Metaheuristics, Springer (Kluwer)
Dimitri P. Bertsekas; Dynamic Programming and Optimal , Athena Scientific, 2005

Teaching methods and learning activities

Theoretical exposition along with practical examples. Lab sessions, where the MATLAB software will be used to solve dynamic programming models and to obtain solutions for combinatorial optimization problems using genetic algorithms.

Software

MATLAB

Evaluation Type

Distributed evaluation without final exam

Assessment Components

Description	Type	Time (hours)	Weight (%)	End date
Attendance (estimated)	Participação presencial	0,00
	Total:	-	0,00

Calculation formula of final grade

Época normal: Distributed assessment without final exam

This assessment type consists in:
- test (30% weight in the final score)
- group assignment (or set of assignments) concerning Part I (35% weight in the final score)
- group assignment (or set of assignments) concerning Part II (35% weight in the final score)

If a student does not attend the test or does not turn in an assignment, a score of 0 will be given to that test or assignment.

Students will fail this course (with a final score of 8) if they attain a score lower than 6 on the test or either of the assignments, regardless of the overall weighted score.


Época de recurso: final exam

Special assessment (TE, DA, ...)

In accordance with FEP.UP's evaluation regulations.

Classification improvement

In accordance with FEP.UP's evaluation regulations.