spring 2014
MAT-2202 Optimization Models - 10 ECTS

  1. Startsida
  2. Emnekatalog
  3. Optimization Models

Type of course

The course is mandatory in the Master's degree program in mathematics and finance. It is recommended for students who intend to take a Master's degree in applied mathematics. It may also be taken independent of study program.

Admission requirements

MAT-1002 Calkulus 2, MAT-1004 Linear algebra and MAT-2200 Differential Equations, or equuivalent.

Søknadskode 9336.

Course content

The main objective of this course is to learn to model problems in business, finance and the natural sciences as maximum or minimum problems, and to solve them numerically. Methods for solving linear programming problems, unconstrained nonlinear problems and problems in calculus of variations will be described. The elementary theory of linear programming including duality will be covered. The numerical coursework will be based on Mathlab.

Recommended prerequisites

MAT-2201 Numerical Methods

Objectives of the course

After the course the student shall:
  • obtain solid understanding of linear programming models, the elementary part of their theory and a description of the main methods for solving them
  • obtain knowledge of some other types of (non-linear) optimization models, and methods used to solve them
  • be able to model problems in business, economics and the natural sciences as maximum or minimum problems
  • be able to develop optimization models and solve them on a computer

Language of instruction and examination

The language of instruction and the syllabus is English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.

Teaching methods

Lectures: 40 h
Coursework: 30 h

Assessment

Written final exam of 4 hours duration, counting 100 %.

Assessment scale: Letter grades A-F.

Re-sit examination:
Students having failed the last ordinary examination are offered a re-sit examination early in the following semester, if the course is compulsory in their study programme.

Postponed examination:
Students with valid grounds for absence will be offered a postponed examination early in the following semester.

Ordinary examination in the teaching free semester (early exam):
A new ordinary examination will be arranged provided that it already will be given a postponed or a re-sit exam for the course.

For further details see:
- Utfyllende bestemmelser for eksamener ved Fakultet for naturvitenskap og teknologi (only in Norwegian)
- Regulations for examinations at the University of Tromsø

Coursework requirements
A passing grade is required on the mandatory homework sets for permission to take the exam.

Recommended reading/syllabus

Recommended reading/syllabus is available.

Error rendering component

  • About the course
  • Campus: Ukjent |
  • ECTS: 10
  • Course code: MAT-2202
  • Tidligere år og semester for dette emnet