spring 2015
MAT-2202 Optimization Models - 10 ECTS

  1. Startsida
  2. Emnekatalog
  3. Optimization Models

Application deadline

Applicants from Nordic countries: 1 June for the autumn semester and 1 December for the spring semester. Applicants from outside the Nordic countries: 1 October for the spring semester and 15 April for the autumn semester.

Type of course

The course is mandatory in the study program Mathematics and Finance - master. 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.

Application code 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 the simplex method for solving them
  • know 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 solve optimization models 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

Syllabus for MAT-2202 Optimization Models, spring 2015
UiT The Arctic University of Norway, Department of Mathematics and Statistics

Sections

2.2-3, 2.7, 3.1, 4.1-4, 5.2, 6.1-2, 11.2-6 , 12.2-3 and 13.5 from

Linear and Nonlinear Optimization,

Second edition, by Igor Griva, Stephen G. Nash and Ariela

Sofer. All subsections of sections in the syllabus are also in the syllabus. In

chapters 11, 12 and 13 all proofs are omitted. All other proofs are included in the syllabus, and are

required known.

Sections 1-4 and 10 of chapter 14 in

Mathematics and Technology

by C. Rousseau and Y. Saint-

Aubin. This covers most of our small syllabus in the calculus of variations.

The Supplementary Notes that will be distributed also form part of the syllabus

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