Course detail
Mathematical Methods in Logistics
FSI-SMA-A Acad. year: 2024/2025 Summer semester
The subject is focused on selected optimization tasks. Attention will be paid in particular to the tasks of convex optimization, calculus of variations and the basics of optimal control.
Language of instruction
English
Number of ECTS credits
5
Supervisor
Department
Entry knowledge
Knowledge of foundations of the following topics is required:
- differential and integral calculus of one-variable functions
- vector and matrix calculus
- numerical optimisation
- probability
Rules for evaluation and completion of the course
Credit will be awarded for the semester assessment. This will be a specific task on a selected topic that shoud be processed individually. The exam will take the form of a project defense, which will be assigned no later than the 10th week of the semester.
The study programmes with the given course
Programme N-LAN-A: Logistics Analytics, Master's, compulsory
Type of course unit
Lecture
26 hours, optionally
Syllabus
Week 1-3: Introduction to convex optimisation, convex functions, convex sets
Week 4-5: Quadratic programming
Week 6-9: Numerical optimisation methods, Newton's method, gradient descent method and conjugate gradient method
Week 10-13: Variational methods, introduction to optimal control of dynamical systems
Exercise
26 hours, compulsory
Syllabus
In the first exercise we recall elementary notions from analytical geometry and numerical methods. Tutorial examples will be calculated. Further exercises will topically follow the lectures from the previous week.