Course detail
Computing Methods in Optimization Problems
FSI-VOU-K Acad. year: 2023/2024 Winter semester
The course introduces to the basic concepts of optimization and the use of appropriate software. Subsequently, optimization problems in engineering are solved. The main content of the course is to recognize and use a suitable model and methods for specific engineering tasks.
Language of instruction
Czech
Number of ECTS credits
7
Supervisor
Department
Entry knowledge
Basic of differential and integral calculus, linear algebra, probability and statistics, and programming.
Rules for evaluation and completion of the course
The course will be completed by graded course-unit credit. Students develop a project on a specific topic. Final classification of the course is according to ECTS scale.
Controlled participation in computer lessons.
Aims
The emphasis is on the aquisition of application-oriented of optimization models and methods, and on the use of computers and available software.
The student will aquire the ability to recognize a suitable optimization model for a given engineering problem. The student will be able to implement said model in an adequately chosen software and analyze the results.
The study programmes with the given course
Programme B-STR-K: Engineering, Bachelor's
specialization AIŘ: Applied Computer Science and Control, compulsory
Type of course unit
Guided consultation in combined form of studies
22 hours, compulsory
Syllabus
1. Introduction to optimization (basic concepts).
2. Software tools for optimization: languages/enviroments: EXCEL, MATLAB, Julia. The use of solvers.
3. – 5. Optimization problems in engineering, types of optimization models (linear, quadratic, convex, etc.)
6. – 7. Integer programming problems – applications in logistics, scheduling, etc.
8. Linearization, modelling with SOS1 and SOS2 variables.
9. Black-box optimization and optimization within a simulation environment.
10. Dynamic optimization models.
11. – 13. Models with uncertain data – stochastic and robust formulations.
Guided consultation
43 hours, optionally
Syllabus
The exercise follows the topics discussed in the lecture. The main focus is on software implementation.