Linear Optimization
Code
10983
Academic unit
Faculdade de Ciências e Tecnologia
Department
Departamento de Matemática
Credits
6.0
Teacher in charge
Jorge Orestes Lasbarrères Cerdeira
Weekly hours
5
Teaching language
Português
Objectives
(i) Improving modeling skills.
(ii) Comprehension of the main concepts and techniques from LP and IP.
(iii) Improving mathematical maturity.
Prerequisites
Students should have knowledge in Linear Algebra, Calculus, and have some skills on algorithms.
Subject matter
Linear programming (LP): problem formulation, LP geometry, the simplex algorithm, duality, sensitivity analysis.
Integer linear programming (IP): problem formulation, LP vs IP, relaxations, the branch and bound method, heuristics, computational complexity.
Bibliography
Operations Research: Applications and Algorithms, Wayne L. Winston, Brooks/Cole; 4th edition edition, 2004.
L.A. Wolsey, Integer Programming, Wiley, 1998.
A First Course in Linear Optimization, Jon Lee, Reex Press, third edition, 2013-2017 https://github.com/jon77lee/JLee_LinearOptimizationBook/blob/master/JLee.3.0.pdf
Teaching method
Classes are theoretical/practical with oral presentation of concepts, methodologies, and examples, complemented with problem solving. Specific student difficulties will be addressed during classes or in individual sessions scheduled with the teacher.
Students need to attend a minimum of two thirds of the classes in order to be evaluated. Continuous evaluation is based on three tests. If a student does not obtain approval through continuous evaluation he can try it in an additional examination.
Evaluation method
Rules of evaluation
The student will be excluded of the evaluation if his presences in lessons is inferior to 2/3.
The student may be evaluated by three tests with value 6, 7, and 7 and will be approved if the three tests sum up (rounded) at least 10. The grade will be the rounded sum of the tests.
The student may also be approved by a final exam if the exam''''''''s grade is at least 10. The grade will be the one attained in the exam (rounded) and any grade in any test will be discarded.