Optimization Methods I (FSI-FOA-K)

Academic year 2021/2022
Supervisor: prof. RNDr. Ing. Miloš Šeda, Ph.D.  
Supervising institute: ÚAI all courses guaranted by this institute
Teaching language: Czech
Aims of the course unit:
To explain basic approaches to modelling socio-technical systems and their effective management. To provide students with an overview of models, methods and applications of operations and systems analysis. To teach constructing mathematical models for solving practical problems. To explain theoretical foundations of operations and systems analysis and principles of working basic methods. To teach using acquired knowledge to design, implementation and management of systems.
Learning outcomes and competences:
Students will be able to distinguish different kinds and types of systems, and will acquire knowledge of ways of their modelling. They will be able to use a system approach to solving problems, and will acquire knowledge of basic techniques and tools for analysis, synthesis and optimization of systems. Students will have a clear overview of operations research models and methods. They will be able to choose a proper approach to decision problem solving, and construct mathematical models for solving practical problems. They will acquire knowledge of fundamental principles of operations research methods, and will be able to solve operations research problems by means of computer.
Prerequisites:
Linear algebra, differential calculus, probability theory, mathematical statistics.
Course contents:
The introductory part of this course deals with systems theory and systems analysis. It explains the essence of a system and relationships between the system and its environment. The next part of this course, operations research, presents tools for solving various types of decision problems. This part shows possibilities of optimizing structure and behaviour of systems, and gives foundations for applying the system approach to solving decision problems. On one hand, the course is focused on typical problems of socio-technical systems, and on the other hand on theoretical and application aspects of solution methods. The course gives foundations for applying the system approach to solving decision problems.
Teaching methods and criteria:
The course is taught through lectures explaining the basic principles and theory of the discipline. Exercises are focused on practical topics presented in lectures.
Assesment methods and criteria linked to learning outcomes:
Course-unit credit: Active participation in the seminars, elaboration of a given project. Examination: Written.
Controlled participation in lessons:
Attendance at seminars is controlled. An absence can be compensated for via solving additional problems.
Type of course unit:
    Guided consultation in combined form of studies  1 × 22 hrs. compulsory                  
    Guided consultation  1 × 43 hrs. optionally                  
Course curriculum:
    Guided consultation in combined form of studies 1. Basic notions of systems theory, classification of systems.
2. Modelling systems. Systems analysis and operations research.
3. Linear programming problems and their properties.
4. Methods of solving linear programming problems.
5. Sensitivity analysis and duality.
6. Transportation and distribution problems.
7. Formulation and properties of nonlinear programming problems. Optimality conditions.
8. Methods of solving nonlinear programming problems.
9. Integer programming problems, branch-and-bound method.
10. Stochastic optimization problems.
11. Multicriteria decision problems.
12. Problems and methods of game theory.
13. Models of queueing systems.
    Guided consultation 1. Models of systems, systems analysis.
2. Formulating optimization models.
3. Linear problems, graphical solution.
4. Solving linear problems by means of simplex method.
5. Solving transportation problems.
6. Solving nonlinear problems by means of Kuhn-Tucker conditions.
Literature - fundamental:
1. SKYTTNER, L.: General Systems Theory. An Introduction. Macmillan Press, London, pp. 290, 1996. ISBN 0-333-61833-5.
2. BOMZE, L.M.; GROSSMANN, W.: Optimierung Theorie und Algorithmen. BI-Wiss.-Verl., Mannheim, pp. 610, 1993. ISBN 3-411-15091-2.
3. LITTLECHILD, S.; SHUTLER, M. (eds.): Operations Research in Management. Prentice Hall, New York, pp. 298, 1991. ISBN 0-13638-8183
Literature - recommended:
1. KLAPKA, J.; DVOŘÁK, J.; POPELA, P.: Metody operačního výzkumu. VUTIUM, Brno, 2001. ISBN 80-214-1839-7
The study programmes with the given course:
Programme Study form Branch Spec. Final classification   Course-unit credits     Obligation     Level     Year     Semester  
N-AIŘ-K combined study --- no specialisation -- Cr,Ex 5 Compulsory 2 1 S