731370 Operations research and system analysis (in Eng.)


Art
Vorlesung und Übung
Semesterstunden
2
Vortragende/r (Mitwirkende/r)
Organisation
Angeboten im Semester
Sommersemester 2020
Unterrichts-/ Lehrsprachen
Englisch

Lehrinhalt

The course provides an introduction to the theory of optimization and to practical applications using the software package GAMS - General Algebraic Modeling System (www.gams.com):

- Introduction to Linear Programming:
-- Terminology
-- Optimality conditions (Unconstrained, Lagrangian, Karush-Kuhn-Tucker)
-- Functional classification and problem classes (linear, mixed-integer, non-linear problems)
-- Duality and its (economic) interpretation
-- Multi objective programming
-- Problem modelling
-- Optimization algorithms

- Applied Mathematical Programming in GAMS
-- Optimizing hydropower plant generation
-- Mixed-integer programs
-- Multi-objective problems
.

Inhaltliche Voraussetzungen (erwartete Kenntnisse)

no
.

Lehrziel

- Understand the basics of optimization theory.
- Derive a model from your real world problem.
- Understand differences in the complexity of problem classes
- Implement models in GAMS
- Solve and interpret model results in GAMS
Noch mehr Informationen zur Lehrveranstaltung, wie Termine oder Informationen zu Prüfungen, usw. finden Sie auf der Lehrveranstaltungsseite in BOKUonline.