Optimization Methods and Applications

Basic Information

MI004 (3+2+0) - 6 ECTS credits

The aim of the course is to introduce students to the modelling, solving and interpretation of real problems that can be reduced to an optimization problem or the problem of linear programming. Students will master the main methods of one-dimensional and multidimensional optimization with or without constraints. They will also analyse the numerical methods for solving linear programming problems as well as to present the appropriate geometrical interpretation. Special emphasis will be placed on familiarizing students with optimization problems that arise in applications. Computers will be used to implement the elaborated methods and to illustrate and test methods within the different examples of application. Students will connect mathematical and computer science knowledge.

You can access the course content at the following link: PDF

Basic literature

  1. R. Scitovski, N. Truhar, Z. Tomljanović, Metode optimizacije, Svučilište Josipa Jurja Strossmayera u Osijeku, Odjel za matematiku., Osijek, 2014.

Additional literature

  1. C.T.Kelley, Iterative methods for optimization, SIAM, Philadelphia, 1999.
  2. P.E.Gill, W.Murray and M.H.Wright, Practical Optimization, Academic Press, 1981.
  3. F.Jare, J.Stoer, Optimierung, Springer-Verlag, Berlin, 2004.G.Golub, C.F.Van Loan, Matrix Computations, Johns Hopkins Univ Pr., 3rd edition, 1996.

Teaching materials

The materials are available on the internal Teams channel of the course, through which all internal communication takes place. Students are required to register on the course’s Teams channel. The channel code for joining the course can be found in the schedule.