Course detail

Mathematical methods of project optimisation

FP-mopPAcad. year: 2024/2025

Completion and deepening of mathematical knowledge to students continuing in the master study of more immediate practical need areas - optimization problems, matrix games and linear programming, nonlinear programming, and more.

Language of instruction

Czech

Number of ECTS credits

Mode of study

Not applicable.

Guarantor

doc. RNDr. Bedřich Půža, CSc.

Department

Institute of Informatics (ÚI)

Entry knowledge

Differential calculus of one and more variables, integral calculus, linear algebra, differential equations

Rules for evaluation and completion of the course

Requirements to obtain credit:
" to attend exercise sessions according to the given conditions of controlled classes


The exam is composed of two parts- written and oral, whereby a written part makes the main proportion.
The length of a written part is 1 hour. The written part is evaluated as the sum of ratings of both tasks. If a student does not obtain at least 50% points out of all, the written part and the whole exam is graded "F" and a student does not proceed to oral part.
Attendance at lectures is not controlled. Attendance at exercises(problem sessions) is compulsory and is regularly checked. A student is obliged to give reasons for his absence. The teacher has a full competency to judge the reasons. In the affirmative, the teacher states the form of the compensation for the missed classes

Aims

The aim is to complement and deepen knowledge of mathematics students in the master's continuing study of more immediate practical need in the game.
The student will be able to analyze a problem primarily, to clarify the appropriate way to address and assess the accuracy of the solution with respect to specified conditions

Study aids

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

DUPAČOVÁ, J., LACHOUT, P . Úvod do optimalizace. Vyd. 1. Praha: Matfyzpress, 2011, 81 s. ISBN 978-80-7378-176-7.

Recommended reading

ŠTECHA, Jan. Optimální rozhodování a řízení. Praha: Vydavatelství ČVUT, 2002. 241 s. ISBN 80-01-02083-5.

Classification of course in study plans

  • Programme MGR-IM Master's 1 year of study, summer semester, compulsory-optional

Type of course unit

 

Lecture

13 hod., optionally

Teacher / Lecturer

doc. RNDr. Bedřich Půža, CSc.

Syllabus

1. Optimization problems and their formulation. Applications in statistics and economics.
2. Fundamentals of Convex Analysis (convex sets, convex functions of several variables).
3. The role of linear programming (duality, structure of the set of admissible solutions, simplex method, Farkas theorem). Transportation problem as a special type of linear programming.
4. Additional to linear programming (post-optimalization, stability). Matrix games and linear programming, Minimax theorem.
5. Symmetrical nonlinear programming (local and global optimality conditions, conditions of regularity).
6. Quadratic programming as a special type of symmetric nonlinear programming.

Exercise

13 hod., compulsory

Teacher / Lecturer

doc. RNDr. Bedřich Půža, CSc.