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Linköping Institute of Technology

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Valid for year : 2013
 
TNK053 Optimization, 6 ECTS credits.
/Optimization/

For:   TSL  

 

Prel. scheduled hours:
Rec. self-study hours: 160

  Area of Education: Natural Scince

Main field of studies: Mathematics, Applied Mathematics

  Advancement level (G1, G2, A): G2

Aim:
The course will provide basic insight in optimization, especially optimization of linear, nonlinear, and integer problems and problems with a network structure. The students can, after completing the course, formulate and analyze optimization models in the area of economic and technical applications; comprehend the basic mathematical theory on which the model and algorithms are based on; and be able to solve optimization problem both manually and with the help of a computer.

Prerequisites: (valid for students admitted to programmes within which the course is offered)
Linear Algebra and Multivariable Calculus

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding.

Organisation:
Lectures, exercises and laborations

Course contents:
Linear programming: Modelling, basic mathematical theory and geometry, the simplex method, sensitivity analysis, duality, optimality conditions.
Nonlinear optimization: Modelling, convexity, unconstrained optimization, optimization under constraints, optimality conditions.
Network optimization: Modelling, shortest paths.
Integer optimization: Modelling, cutting plane and branch and bound.


Course literature:
Introduction to Mathematical Programming, Winston, 2003.

Examination:
Written examination
Laborationes
4,5 ECTS
1,5 ECTS
 



Course language is English.
Department offering the course: ITN.
Director of Studies: Fredrik Persson
Examiner: Zhuangwei Liu
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Linköping Institute of Technology

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Contact: TFK , val@tfk.liu.se
Last updated: 06/19/2013