Course detail

Optimization - Mathematical Programming

FSI-9OMP Acad. year: 2025/2026 Winter semester

The solution of many actual engineering problems cannot be achieved without the knowledge of mathematical foundations of optimization. The course focuses on mathematical programming areas. The presented material is related to theory (convexity, linearity, differentiability, and stochasticity), algorithms (deterministic, stochastic, heuristic), the use of
specialized software, and modelling. All important types of mathematical models are discussed, involving linear, discrete, convex, multicriteria and stochastic. Every year, the course is updated by including the recent topics related to areas interests of students.

Language of instruction

Czech

Entry knowledge

Introductory knowledge of mathematical modelling of engineering systems. Basic MSc. knowledge of Calculus, linear algebra, probability, statistics and numerical methods applied to engineering disciplines.

Rules for evaluation and completion of the course

The exam runs in the form of workshop. The paper oral and written presentation is required and specialized discussion is assumed.


The faculty rules are applied.

Aims

The course is focused on knowledge useful for engineering optimization models. Motivation of presented concepts is emphasized.

Students will learn fundamental theoretical knowledge about optimization modelling. The knowledge will be applied in applications.

The study programmes with the given course

Programme D-ENE-P: Power Engineering, Doctoral, recommended course

Type of course unit

 

Lecture

20 hours, optionally

Syllabus

1. Basic models
2. Linear models
3. Special (network flow and integer) models
4. Nonlinear models
5. General models (parametric, multicriteria, nondeterministic,
dynamic, hierarchical)