Study-unit INTRODUCTION TO OPTIMIZATION
| Course name | Engineering management |
|---|---|
| Study-unit Code | A002904 |
| Curriculum | Comune a tutti i curricula |
| Lecturer | Giuseppe Saccomandi |
| Lecturers |
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| Hours |
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| CFU | 8 |
| Course Regulation | Coorte 2022 |
| Supplied | 2022/23 |
| Learning activities | Base |
| Area | Matematica, informatica e statistica |
| Sector | MAT/09 |
| Type of study-unit | Obbligatorio (Required) |
| Type of learning activities | Attività formativa monodisciplinare |
| Language of instruction | English |
| Contents | Introduction and preliminaries Review of unconstrained optimization Constrained optimization The method of Lagrange multipliers Complementary Slackness Shadow prices Lagrange duality Karush-Kuhn-Tucker method Convexity Solutions of linear problem Simplex method Solutions of some simple nonlinear problems Non-cooperative games Some Applications |
| Reference texts | We use several texts but a good guidance maybe found in Pablo Pedregal Introduction to Optimization Springer Text in Applied Mathematics 46 and in the simple and naive but well done vide on you tube di Yong Wang SUNY Binghamnton University. They are too simple for our standards but nice to see once. |
| Educational objectives | Solve simple optimisation problems |
| Prerequisites | Calculus |
| Teaching methods | Blended |
| Other information | none |
| Learning verification modality | Written and oral |
| Extended program | Introduction and preliminaries Review of unconstrained optimization Constrained optimization The method of Lagrange multipliers Complementary Slackness Shadow prices Lagrange duality Karush-Kuhn-Tucker method Convexity Solutions of linear problem Simplex method Solutions of some simple nonlinear problems Non-cooperative games Some Applications |