Linear Optimization

Objectives

At the end of this course the student will have acquired knowledge and skills that will enable him (i) to model; and (ii) to solve and assess the obtained solutions of linear, integer and multi-objective linear programming problems.

General characterization

Code

12145

Credits

6.0

Responsible teacher

Jorge Orestes Lasbarrères Cerdeira

Hours

Weekly - 4

Total - 70

Teaching language

Português

Prerequisites

Students should have knowledge in Linear Algebra, Calculus, and have some skills on algorithms.

Bibliography

Available soon

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.

Continuous evaluation is based on two 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 may be evaluated by two tests, each scored 10, and will be approved if  the two 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.

Subject matter

1. Linear programming (LP): problem formulation, LP geometry, the simplex algorithm, duality. 

2. Integer linear programming (IP): problem formulation, LP vs IP, relaxations, the branch and bound method, heuristics.

3. Multiobjective programming (MOP): problem formulation, solution approaches.

Programs

Programs where the course is taught: