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Introduction to optimization

Code: 61499
ECTS: 5.0
Lecturers in charge: izv. prof. dr. sc. Marko Vrdoljak - Lectures
Lecturers: dr. sc. Petar Kunštek - Exercises
English level:

1,0,0

All teaching activities will be held in Croatian. However, foreign students in mixed groups will have the opportunity to attend additional office hours with the lecturer and teaching assistants in English to help master the course materials. Additionally, the lecturer will refer foreign students to the corresponding literature in English, as well as give them the possibility of taking the associated exams in English.
Load:

1. komponenta

Lecture typeTotal
Lectures 30
Exercises 15
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
COURSE AIMS AND OBJECTIVES: Aim of the course is to understand simplex method, duality theory in LP with application to game theory and understand some basic methods of unconstrained optimization.

COURSE DESCRIPTION AND SYLLABUS:
1. Dictionary, simplex algorithm. Primal and dual dictionary, solving system of inequalities. Prima--dual algorithm.
2. Finitely generated conuses. Blandt's theorem and separation theorem for FGC. Weyl's theorem,
3. Conus duality, polihedral sets and representation theorem. Duality in LP and application to matrix games.
4. Unconstrained optimisation. Stepest descent, Newton method, Line-search optimisation, conjugate directions.
Literature:
  1. L. Čaklović: Linearno programiranje
  2. R. J. Vanderbei: Linear Programming - Foundations and Extensions
  3. V. Chvatal: Linear Programming
  4. M. S. Bazaraa, H. D. Sherali, C. M. Shetty: Nonlinear Programming: Theory and Algorithms
3. semester
Mandatory course - Regular study - Mathematical Statistics
Consultations schedule:

Content

Link to the course web page: http://www.pmf.unizg.hr/math/predmet/uuo_c

All information and materials are available on Merlin.


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