ECTS - Introduction to Optimization

Introduction to Optimization (MATH490) Course Detail

Course Name Course Code Season Lecture Hours Application Hours Lab Hours Credit ECTS
Introduction to Optimization MATH490 Area Elective 3 0 0 3 6
Pre-requisite Course(s)
N/A
Course Language English
Course Type Elective Courses
Course Level Bachelor’s Degree (First Cycle)
Mode of Delivery Face To Face
Learning and Teaching Strategies Lecture, Problem Solving.
Course Coordinator
Course Lecturer(s)
Course Assistants
Course Objectives To give a basic knowledge of optimization in mathematics, provide an introduction to the applications, theory, and algorithms of linear and nonlinear optimization
Course Learning Outcomes The students who succeeded in this course;
  • understand the fundamentals of optimization
  • understand the fundamental mathematical theory of linear and nonlinear programming
  • understand the fundamental mathematical theory of constraint and unconstraint optimization
  • choose and apply mathematical and computational tools to solve an optimization problem
  • use MATLAB to understand the mathematical theory of optimization
Course Content Fundamentals of optimization, representation of linear constraints, linear programming, Simplex method, duality and sensitivity, basics of unconstrained optimization, optimality conditions for constrained problems.

Weekly Subjects and Releated Preparation Studies

Week Subjects Preparation
1 I. Basics Chapter 1. Optimization Models 1.1. Introduction 1.3. Linear Equations 1.4. Linear Optimization Related sections in Ref. [1]
2 1.5. Least-Squares Data Fitting 1.6. Nonlinear Optimization 1.7. Optimization Applications Related sections in Ref. [1]
3 Chapter 2. Fundamentals of Optimization 2.1. Introduction 2.2. Feasibility and Optimality 2.3. Convexity 2.4. The General Optimization Algorithm Related sections in Ref. [1]
4 2.5. Rates of Convergence 2.6. Taylor Series 2.7. Newton’s Method for Nonlinear Equations and Termination Related sections in Ref. [1]
5 Chapter 3. Representation of Linear Constraints 3.1. Basic Concepts 3.2. Null and Range Spaces Related sections in Ref. [1]
6 II Linear Programming Chapter 4. Geometry of Linear Programming 4.1. Introduction 4.2. Standard Form 4.3. Basic Solutions and Extreme Points Related sections in Ref. [1]
7 Chapter 5. The Simplex Method 5.1. Introduction 5.2. The Simplex Method Related sections in Ref. [1]
8 Chapter 6. Duality and Sensitivity 6.1. The Dual Problem 6.2. Duality Theory Related sections in Ref. [1]
9 III Unconstrained Optimization Chapter 11. Basics of Unconstrained Optimization 11.1. Introduction 11.2. Optimality Conditions 11.3. Newton’s Method for Minimization Related sections in Ref. [1]
10 11.4. Guaranteeing Descent 11.5. Guaranteeing Convergence: Line Search Methods Related sections in Ref. [1]
11 IV Nonlinear Optimization Chapter 14. Optimality Conditions for Constrained Problems 14.1. Introduction 14.2. Optimality Conditions for Linear Equality Constraints Related sections in Ref. [1]
12 14.3. The Lagrange Multipliers and the Lagrangian Function 14.4. Optimality Conditions for Linear Inequality Constraints Related sections in Ref. [1]
13 14.5. Optimality Conditions for Nonlinear Constraints Related sections in Ref. [1]
14 Review
15 Review
16 Final

Sources

Course Book 1. Igor Griva, Stephen G. Nash, Ariela Sofer, Linear and Nonlinear Optimization Second Edition, SIAM, 2009
2. Edwin K.P. Chong, Stanislaw H. Zak, An Introduction to Optimization, Third Edition, John Wiley and Sons, 2008
3. Amir Beck, Introduction to Nonlinear Optimization: Theory, Algorithms and Applications with MATLAB, SIAM, 2014.

Evaluation System

Requirements Number Percentage of Grade
Attendance/Participation - -
Laboratory - -
Application - -
Field Work - -
Special Course Internship - -
Quizzes/Studio Critics - -
Homework Assignments 4 10
Presentation - -
Project - -
Report - -
Seminar - -
Midterms Exams/Midterms Jury 2 50
Final Exam/Final Jury 1 40
Toplam 7 100
Percentage of Semester Work 60
Percentage of Final Work 40
Total 100

Course Category

Core Courses X
Major Area Courses
Supportive Courses
Media and Managment Skills Courses
Transferable Skill Courses

The Relation Between Course Learning Competencies and Program Qualifications

# Program Qualifications / Competencies Level of Contribution
1 2 3 4 5
1 An ability to apply knowledge of mathematics, science, and engineering.
2 An ability to design and conduct experiments, as well as to analyze and interpret data.
3 An ability to design a system, component, or process to meet desired needs.
4 An ability to function on multi-disciplinary teams.
5 An ability to identify, formulate, and solve engineering problems.
6 An understanding of professional and ethical responsibility.
7 An ability to communicate effectively.
8 The broad education necessary to understand the impact of engineering solutions in a global and societal context.
9 Recognition of the need for, and an ability to engage in life-long learning.
10 Knowledge of contemporary issues.
11 An ability to use the techniques, skills, and modern engineering tools necessary for engineering practice.
12 Skills in project management and recognition of international standards and methodologies

ECTS/Workload Table

Activities Number Duration (Hours) Total Workload
Course Hours (Including Exam Week: 16 x Total Hours) 16 3 48
Laboratory
Application
Special Course Internship
Field Work
Study Hours Out of Class 14 3 42
Presentation/Seminar Prepration
Project
Report
Homework Assignments 4 2 8
Quizzes/Studio Critics
Prepration of Midterm Exams/Midterm Jury 2 16 32
Prepration of Final Exams/Final Jury 1 20 20
Total Workload 150