Summer Semester 2009/10
Summer Semester 2010/11
Summer Semester 2011/12
Optimization Methods TS2B100004
Course content:
Linear programming: simplex method and revised simplex method.
The Lagrange function and duality theory.
The primal-dual simplex method.
Integral programming.
General problem of static optimization.
Gradient methods for optimization problems without constraints.
The Kuhn-Tucker optimality conditions.
Convex problems.
Dynamic programming.
Pareto optimization.
Learning outcomes:
optimization problem formulation for various cost functions and constraints; applying of basic methods of static optimization
(in Polish) Rodzaj przedmiotu
Course coordinators
Bibliography
a) basic references:
1. Findeisen W., Szymanowski J., Wierzbicki A.: Teoria i metody obliczeniowe optymalizacji,
PWN, Warszawa, 1980.
2. Luenberger D.G.: Linear and Nonlinear Programming, Springer Verlag, 2003.
b) supplementary references:
1. Céa J.: Optimisation Théorie et Algorithmes, Dunod, Paris, 1971.