Optimization and Operations Research 10

Lecturer:

Jana Kučerová (gar.), Jaroslav Klvaňa

Tutor:

Jana Kučerová (gar.), Jaroslav Klvaňa

Supervisor:

Department of Applied Informatics

Synopsis:

An introduction to deterministic

optimization methodologies with the emphasis on linear

optimization; discrete and non-linear optimization including

algorithms and computations. Applications will be introduced as

appropriate in seminars.

Requirements:

Syllabus of lectures:

1. Introduction to Operations Research, System Modeling Principles.

2. Model Building in Linear Programming Models

3. Applications and Special Types of Mathematical Programming Model.

4. Graphical Solution of Linear Programming Model.

5. The Simplex Method.

6. Duality in Linear Optimization.

7. Sensitivity Analysis.

8. The Transportation Problem.

9. General Methods for Integer Programming.

10. Dynamic Optimization.

11. Non-linear Optimization.

12. System Approach to Problem Solving. Identification of Systems.

13. System Design of Socio-economic Systems.

Syllabus of tutorials:

Study Objective:

Study materials:

1. H.P.Williams: Model Building in Mathematical Programming, Wiley 1994

2. H.P.Williams: Model Solving in Mathematical Programming, Wiley 1993

3. C.S. Newton, R.A. Sarker: Optimization Modelling. A Practical Approach. CRC Press 2007

Note:

Time-table for winter semester 2011/2012:

Time-table is not available yet

Time-table for summer semester 2011/2012:

Time-table is not available yet

The course is a part of the following study plans: