Terminated in academic year 2024/2025
Optimisation
| Type of study | Doctoral |
|---|---|
| Language of instruction | English |
| Code | 157-9586/01 |
| Abbreviation | Oe |
| Course title | Optimisation |
| Credits | 10 |
| Coordinating department | Department of Systems Engineering and Informatics |
| Course coordinator | prof. Mgr. Ing. František Zapletal, Ph.D. |
Subject syllabus
1. Systemic approach, mathematical modelling,
2. Convex programming,
3. Logical constraints,
4. Risk measures,
5. Single-stage and multi-stage stochastic programming,
6. Multi-stage stochastic programming,
7. Chance-constrained programming,
8. Benders decomposition method,
9. Basics of fuzzy logic, algebra and set theory,
10. Possibilistic programming,
11. Flexible programming,
12. Intuitionistic fuzzy sets and their use in optimization.
2. Convex programming,
3. Logical constraints,
4. Risk measures,
5. Single-stage and multi-stage stochastic programming,
6. Multi-stage stochastic programming,
7. Chance-constrained programming,
8. Benders decomposition method,
9. Basics of fuzzy logic, algebra and set theory,
10. Possibilistic programming,
11. Flexible programming,
12. Intuitionistic fuzzy sets and their use in optimization.
E-learning
Information are provided to students at the lectures, through the LMS system. In LMS, there is an extended descriptions of the lectures and recommended literature.
Literature
SHAPIRO, Alexander, RUSZCZYNSKI Andrzej a kolektiv. Stochastic programming. Amsterdam: Elsevier, 2003. Handbooks in operations research and management science, v. 10. ISBN 0-444-50854-6.
FIEDLER, Miroslav. Linear optimization problems with inexact data. New York: Springer, c2006. 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.
FIEDLER, Miroslav. Linear optimization problems with inexact data. New York: Springer, c2006. 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
BIRGE, John R. a LOUVEAUX, François. Introduction to stochastic programming. 2nd ed. New York: Springer, c2011. Springer series in operations research. ISBN 978-1-4614-0236-7.
KALL, Peter a MAYER, János. Stochastic linear programming: models, theory, and computation. 2nd ed. New York: Springer, c2011. International series in operations research & management science, 156. ISBN 978-1-4419-7728-1.
SAKAWA, Masatoshi, Hitoshi YANO a NISHIZAKI, Ichiro. Linear and multiobjective programming with fuzzy stochastic extensions. New York: Springer, c2013. International series in operations research & management science, 2013. ISBN 978-1-4614-9398-3.
KALL, Peter a MAYER, János. Stochastic linear programming: models, theory, and computation. 2nd ed. New York: Springer, c2011. International series in operations research & management science, 156. ISBN 978-1-4419-7728-1.
SAKAWA, Masatoshi, Hitoshi YANO a NISHIZAKI, Ichiro. Linear and multiobjective programming with fuzzy stochastic extensions. New York: Springer, c2013. International series in operations research & management science, 2013. ISBN 978-1-4614-9398-3.