Métodos Computacionais para Optimização

Objetivos

The discipline has the objective of teaching the basis of optimization, and some of the most well-known and widely used computational methods for effectively and efficiently solving optimization problems. More particularly, two types of strategies will be studied: the ones belonging to the field of Operational Research and the ones belonging to the field of Computational Intelligence.

Caracterização geral

Código

100146

Créditos

4.0

Professor responsável

Leonardo Vanneschi

Horas

Semanais - A disponibilizar brevemente

Totais - A disponibilizar brevemente

Idioma de ensino

Português. No caso de existirem alunos de Erasmus, as aulas serão leccionadas em Inglês

Pré-requisitos

Presence in the classes will be counted and will have a weight in the final grade

Bibliografia

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

 

Método de ensino

Theoretical classes - slides and use of (black-)board

Practical classes - slides, use of (black-)board and coding exercises

Método de avaliação

- Exam (60%)

- Project (40%)

Conteúdo

  • Introduction to optimization. Definition and concepts.
  • No Free Lunch Theorem
  • Operational Research
  • Linear Programming
  • Simplex
  • Non-linear programming (hints)
  • Computational Intelligence
  • Heuristic Methods
  • Fitness Landscapes
  • Hill Climbing
  • Simulated Annealing
  • Genetic Algorithms
  • Particle Swarm Optimization

Cursos

Cursos onde a unidade curricular é leccionada: