Optimization and Modeling

Garant předmětu:

Lecturer:

Tutor:

Supervisor:

Department of Transport Telematics

Synopsis:

The concept of decision making. Linear and non-linear optimization, Structural, dynamic and stochastic programming. Definition of optimization task, problems arising within the bodies of economics and technology that results in the task of linear programming, classical transportation problem, geometric interpretation of the tasks of linear programming, simplex method, their concept and techniques. Complex decision making based on the metodologies of the theory of games, decision making in the situation of uncertainty and risk, basic methods of the multicriteral decision making.

Requirements:

Knowledge of algebra, theory of graphs and system analysis, fundamentals of mathematical analysis, mathematical logics and computer science on the level of bachelor study.

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Efficient solution of optimization and decision-making tasks in technical and economical applications from the task formulation and technical implementation to a critical interpretation of results.

Study materials:

Dudorkin J. Systémová analýza a rozhodování, ČVUT 1995;Dudorkin J.: Operační výzkum, Praha, ČVUT, 1997; Luenberger D. G.: Introduction to linear and nonlinear programing, Addison - Wesley Publishng Company 1973, Polak E.: Computation methods in optimization , New York and London, Academic Press, 1971

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Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: