Vår 2015

MAT-2202 Optimization Models - 10 stp

The course is administrated by

Institutt for matematikk og statistikk

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.

Course contents

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.

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.

Admission requirements

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

Application code 9336.

Objective 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

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.

Date for examination

Written exam 03.06.2015

The date for the exam can be changed. The final date will be announced at your faculty early in May and early in November.