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 Gains adequate knowledge in mathematics, science, and relevant engineering disciplines and acquires the ability to use theoretical and applied knowledge in these fields to solve complex engineering problems.
2 Gains the ability to identify, formulate, and solve complex engineering problems and the ability to select and apply appropriate analysis and modeling methods for this purpose.
3 Gains the ability to design a complex system, process, device, or product under realistic constraints and conditions to meet specific requirements and to apply modern design methods for this purpose.
4 Gains the ability to select and use modern techniques and tools necessary for the analysis and solution of complex engineering problems encountered in engineering applications and the ability to use information technologies effectively.
5 Gains the ability to design experiments, conduct experiments, collect data, analyze results, and interpret findings for investigating complex engineering problems or discipline specific research questions.
6 Gains the ability to work effectively in intra-disciplinary and multi-disciplinary teams and the ability to work individually.
7 a) Gains the ability to communicate effectively in written and oral form, b) Gains acquires proficiency in at least one foreign language, the ability to write effective reports and understand written reports, prepare design and production reports, make effective presentations, and give and receive clear and intelligible instructions.
8 Gains awareness of the need for lifelong learning and the ability to access information, follow developments in science and technology, and to continue to educate him/herself
9 a)Gains the ability to behave according to ethical principles, awareness of professional and ethical responsibility. b) Gains knowledge of the standards utilized in energy systems engineering applications.
10 Gains knowledge on business practices such as project management, risk management and change management; awareness about entrepreneurship, innovation; knowledge on sustainable development.
11 a) Gain awareness of the effects of Energy Systems Engineering applications on health, environment and safety in universal and societal dimensions. b) Gain knowledge of the problems of the era reflected in the field of engineering; gain awareness of the legal consequences of engineering solutions.

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