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Mathematical Programming - course description

General information
Course name Mathematical Programming
Course ID 11.0-WK-MATED-MP-S22
Faculty Faculty of Exact and Natural Sciences
Field of study Mathematics
Education profile academic
Level of studies Second-cycle studies leading to MS degree
Beginning semester winter term 2022/2023
Course information
Semester 4
ECTS credits to win 10
Course type optional
Teaching language english
Author of syllabus
Classes forms
The class form Hours per semester (full-time) Hours per week (full-time) Hours per semester (part-time) Hours per week (part-time) Form of assignment
Lecture 30 2 - - Exam
Laboratory 30 2 - - Credit with grade
Class 30 2 - - Credit with grade

Aim of the course

Students learn methods for solving constrained optimization problems, in particular linear programming and quadratic programming problems. They will learn the basics of multi-criteria optimization and non-differentiable minimization. In addition, they will become familiar with the appropriate software.

Prerequisites

Linear Algebra 1 and 2, Calculus 1 and 2, Fundamentals of Optimization.

Scope

Linear programming. A linear programming (ZPL) task and tasks that can be reduced to ZPL. Graphical method. Simplex algorithm, phase I and II. Duality and dual simplex algorithm.

Quadratic programming. Methods used for equality and inequality constraints, active constraints method.

Constrained minimization methods. Reduction to minimization without constraints: penalty function and barrier function. SQP method.

Multi-criteria linear programming. Multi-criteria linear programming task. Pareto-optimal solutions. Optimal solutions due to the meta-criterion.

Non-differentiable convex minimization. Problems in non-differentiable minimization. Monotonicity in Fejer's sense. Optimality conditions. Subgradient projection method.

Teaching methods

Traditional lecture; auditorium exercises in which students solve tasks; a laboratory in which students become familiar with software used to solve mathematical programming tasks

Learning outcomes and methods of theirs verification

Outcome description Outcome symbols Methods of verification The class form

Assignment conditions

Exercises: checking the level of students' preparation and their activity during classes; colloquium with tasks of varying difficulty, allowing you to assess whether the student has achieved the learning outcomes.

Laboratory: checking the level of students' preparation and their activity during classes; colloquium with tasks of varying difficulty; checking whether the student knows how to use the appropriate software.

Lecture: written exam consisting of test questions and tasks, verifying understanding of models and methods.

The final grade for the course takes into account the grade for exercises (30%), laboratory (30%) and exam grade (40%).

The condition for passing the course is positive grades from exercises, laboratory and exam.

Recommended reading

  1. M. S. Bazaraa, H. D. Sherali, C. M. Shetty, Nonlinear Programming, Third Edition, J. Wiley&Sons, Hoboken, NJ, 2006
  2. D. P. Bertsekas, Nonlinear Programming, Athena Scientific, Belmont, MA, 1995
  3. J.E. Dennis, R.B. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, SIAM, Philadelphia 1996.
  4. R. Fletcher, Practical Methods of Optimization, Vol I, Vol. II, John Willey, Chichester, 1980, 1981.
  5. J. Nocedal and S.J. Wright, Numerical Optimization, Second Edition, Springer, 2006.

Further reading

Notes


Modified by dr Ewa Sylwestrzak-Maślanka (last modification: 28-02-2024 15:46)