Course detail
Computing Methods in Optimization Problems
FSI-VOU-A Acad. year: 2025/2026 Summer semester
Supervisor
Department
Learning outcomes of the course unit
Prerequisites
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
Course-unit credit: Active participation in the seminars, elaboration of a given project. Examination: Written.
Attendance at seminars is controlled. An absence can be compensated for via solving additional problems.
Language of instruction
English
Aims
Specification of controlled education, way of implementation and compensation for absences
The study programmes with the given course
Programme B-STR-P: Engineering, Bachelor's
branch AIŘ: Applied Computer Science and Control, 7 credits, compulsory
Type of course unit
Lecture
26 hours, optionally
Syllabus
1. Introduction to optimization (basic concepts).
2. Software tools for optimization: languages/enviroments: EXCEL, MATLAB, Julia. The use of solvers.
3. – 5. Optimization problems in engineering, types of optimization models (linear, quadratic, convex, etc.)
6. – 7. Integer programming problems – applications in logistics, scheduling, etc.
8. Linearization, modelling with SOS1 and SOS2 variables.
9. Black-box optimization and optimization within a simulation environment.
10. Dynamic optimization models.
11. – 13. Models with uncertain data – stochastic and robust formulations.
Computer-assisted exercise
39 hours, compulsory
Syllabus
The exercise follows the topics discussed in the lecture. The main focus is on software implementation.