Lecturer(s)
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Barilla Jiří, doc. Ing. Mgr. CSc.
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Kubera Petr, RNDr. Ph.D.
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Sýkorová Květuše, Mgr.
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Course content
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1. Mathematical properties of linear programming 2. Graphical solution of linear optimization problems 3. Primal simplex method 4. The duality theory in linear programming, the dual simplex method 5. The transportation problem, the assignment problem 6. Sensitivity analysis of LP 7. Integer programming (Gomory's cutting plane method, branch and bounds method) 8. Dynamic programming and application 9. Minimization in 1D (quadratic interpolation method, golden cut method, Fibonacci numbers method) 10. Nonlinear optimization problems without restrictions 11. Least squares method 12. Nonlinear optimization problems with restrictions
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Learning activities and teaching methods
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unspecified
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Learning outcomes
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This course provides an introduction to basic optimization techniques. We emphasise linear programming, including integer programming and selected methods for solving nonlinear problems. An integral part of the course is solving practical problems using appropriate software.
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Prerequisites
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Teaching in English is meant only for erasmus and foreign students. In the case of a small number of students is teaching in a form of individual consultations.
KMA/K111
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Assessment methods and criteria
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unspecified
The course is ended with credit and an oral exam.
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Recommended literature
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J. Rohn. Lineární algebra a optimalizace. 2004. ISBN 80-246-0932-0.
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Jablonský J. Operační výzkum. VŠE, Praha, 1999.
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LAGOVÁ, M. Metody operačního výzkumu I. FSE UJEP, Ústí nad Labem 1997..
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Míka S. Matematická optimalizace. ZČU Plzeň, 1997.
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