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Optimization Methods

Optimization Methods
157-0372/01
čeština Optimization Methods
157-0372/02
čeština

Summary

Students learn both the theoretical background and possibilities of applications in practice. They will get know how to define a mathematical optimization model when risk (stochastic programming) and uncertainty (fuzzy programming) are involved and how to solve these models using software (Solver, GAMS).

Literature

SHAPIRO, Alexander, RUSZCZYNSKI, Andrzej a Darinka DENTCHEVA. Lectures on Stochastic Programming: Modeling and Theory, 2009. ISBN 978-0-89871-687-0 .
FIEDLER, Miroslav a kol. Linear optimization problems with inexact data. New York: Springer, 2006. ISBN 0-387-32697-9.
PRÉKOPA, András. Stochastic programming. Dordrecht: Kluwer Academic Publishers, c1995. Mathematics and its applications, v. 324. ISBN 0-7923-3482-5.

Advised literature

TAHA, Hamdy A. Operations research: an introduction. 9. vyd. International ed. Upper Saddle River: Pearson, 2011. ISBN 978-0-13-139199-4.
SHAPIRO, Alexander a Andrzej RUSZCZYŃSKI, ed. Stochastic programming. Amsterdam: Elsevier, 2003. Handbooks in operations research and management science, v. 10. ISBN 0-444-50854-6 .
VLACH, Milan a Jaroslav RAMÍK. Generalized concavity in fuzzy optimization and decision analysis. Boston: Kluwer Academic Publishers, c2002. International series in operations research & management science, 41. ISBN 0-7923-7495-9.


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Language of instruction čeština, čeština
Code 157-0372
Abbreviation OM
Course title Optimization Methods
Coordinating department Department of Systems Engineering and Informatics
Course coordinator prof. Mgr. Ing. František Zapletal, Ph.D.