Optimization

Code:

2MADSAD03

Acronym:

O

Keywords
Classification	Keyword
OFICIAL	Management Studies

Instance: 2014/2015 - 1S (of 15-09-2014 to 09-01-2015)

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	31	Bologna Official Syllabus	1	-	7,5	56	202,5
ME	4	Bologna Syllabus	1	-	7,5	56	202,5

Teaching language

English

Objectives

Introduce the issues of optimization in the context of combinatorial optimization problems;

Introduce and describe some optimization methods, both exact (dynamic programming) and heuristic (constructive, local search and metaheuristics);

Implement some of these optimization methods using software.

Learning outcomes and competences

Students should be capable of applying the concepts and techniques taught to specific (combinatorial optimization) problem contexts.

In addition, students will be able to implement computationally some of these techniques, in order to solve larger and/or more complex problems, which eventually may be part of the dissertation.

Working method

Presencial

Program

Combinatorial Optimization

Exact solution methods (dynamic programming)

Heuristic methods (constructive heuristics, local search and metaheuristics)

Implementing some of these methods 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.

Some lab sessions, where the MATLAB software will be used to implement some of the optimization techniques.

Software

MATLAB

Evaluation Type

Distributed evaluation without final exam

Assessment Components

Designation	Weight (%)
Teste	50,00
Trabalho escrito	50,00
Total:	100,00

Calculation formula of final grade

Época normal:

There is no final exam, but only distributed evaluation without final exam.

Weighted average of the above specified components (0.5 assignments +0.5 test).

If a student does not attend the test or does not hand in an assignment, a score of 0 will be given to that test or assignment. Students will fail this course if they attain a score lower than 6 on the test or on the full set of assignments, regardless of the overall weighted score.

 

There is specific procedure to be followed regarding the assignments.
- The assignments cannot be done individually, and thus have to be done in a group of students.
- The groups will consist (whenever feasible) of 4 students.
- The students who wish to do the assignments must, mandatorily, send an email stating such wish to fontes@fep.up.pt (exact methods) / jvalente@fep.up.pt (heuristics methods), by a date to be set by the teachers. This statement may be sent individually ou in a group (i.e. a group of up to 4 students may send an email stating that they wish to be grouped together). The teachers will respect, as much as possible, the groups that are proposed by the students. The students who state their wish individually will be placed in groups by the teachers.
- The teachers will give the assignments to each group.
- The final set of groups, the assignments to be done and the date on which an eventual presentation (if and when needed) will be sent to the students, via email, one week after the teachers have received the statements of interest by the students.
- The assignments (in Word or PDF) should be sent by email to fontes@fep.up.pt (exact methods) / jvalente@fep.up.pt (heuristics methods), by dates to be defined.
- A printed version of the assignments concerning exact methods must also be placed in the teacher's locker (no printed versions are required for the heuristic methods assignments).

Época de recurso:

Final exam. The assignment mark may be used (with a 50% weight on the final mark) if the student requests it.

Special assessment (TE, DA, ...)

In accordance with FEP.UP's evaluation regulations.

Classification improvement

In accorance with FEP.UP's evaluation regulations.