Unit INTRODUCTION TO OPTIMIZATION
- Course
- Engineering management
- Study-unit Code
- A002904
- Curriculum
- In all curricula
- Teacher
- Giuseppe Saccomandi
- Teachers
-
- Giuseppe Saccomandi
- Hours
- 72 ore - Giuseppe Saccomandi
- CFU
- 8
- Course Regulation
- Coorte 2022
- Offered
- 2022/23
- Learning activities
- Base
- Area
- Matematica, informatica e statistica
- Academic discipline
- MAT/09
- Type of study-unit
- Obbligatorio (Required)
- Type of learning activities
- Attività formativa monodisciplinare
- Language of instruction
- English
- Contents
- Introduction and preliminaries
Review of unconstrained optimization
Constrained optimization
The method of Lagrange multipliers
Complementary Slackness
Shadow prices
Lagrange duality
Karush-Kuhn-Tucker method
Convexity
Solutions of linear problem
Simplex method
Solutions of some simple nonlinear problems
Non-cooperative games
Some Applications - Reference texts
- We use several texts but a good guidance maybe found in
Pablo Pedregal Introduction to Optimization Springer Text in Applied Mathematics 46
and in the simple and naive but well done vide on you tube di Yong Wang SUNY Binghamnton University. They are too simple for our standards but nice to see once. - Educational objectives
- Solve simple optimisation problems
- Prerequisites
- Calculus
- Teaching methods
- Blended
- Other information
- none
- Learning verification modality
- Written and oral
- Extended program
- Introduction and preliminaries
Review of unconstrained optimization
Constrained optimization
The method of Lagrange multipliers
Complementary Slackness
Shadow prices
Lagrange duality
Karush-Kuhn-Tucker method
Convexity
Solutions of linear problem
Simplex method
Solutions of some simple nonlinear problems
Non-cooperative games
Some Applications