Course detail
Optimization - Mathematical Programming
FSI-9OMP-A 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
English
Supervisor
Department
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-A: Power Engineering, Doctoral, elective
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)