Métodos Computacionais para Optimização

Objectives

Introduction of the most known optimization algorithms from operational research and computational intelligence

General characterization

Code

100146

Credits

4.0

Responsible teacher

Leonardo Vanneschi

Hours

Weekly - Available soon

Total - Available soon

Teaching language

Portuguese. If there are Erasmus students, classes will be taught in English

Prerequisites

Presence in the classes will not be counted and will not have a weight in the final grade.

Final grade is a weighted average between a project and the final exam.

Bibliography

Recommended Bibliography


Operational Research:

¿Operations Research, Applications and Algorithms¿, W. Winston.
¿Introduction to Operations Research¿, F. Hillier and G. Lieberman.

Computational Intelligence:

¿Simulated Annealing and Boltzmann Machines¿, E. Aarts and J. Korst
¿Genetic Algorithms in Search, Optimization and Machine Learning¿, D. E. Goldberg

 

Teaching method

Theoretical classes - slides

Practical classes - slides and coding exercises

Evaluation method

- Exam

- Final Project

- Presence in class

Subject matter

  • Introduction to optimization. Definition and concepts.
  • Introuction to Operative Research
  • Linear Programming - graphical method
  • Simplex
  • No Free Lunch Theorem
  • Heuristic Methods
  • Fitness Landscapes
  • Hill Climbing
  • Simulated Annealing
  • Genetic Algorithms
  • Particle Swarm Optimization

Programs

Programs where the course is taught: