M0160 Optimalization

Faculty of Science
Spring 2006
Extent and Intensity
2/0. 2 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
Teacher(s)
prof. RNDr. Ondřej Došlý, DrSc. (lecturer)
Guaranteed by
prof. RNDr. Ondřej Došlý, DrSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: prof. RNDr. Ondřej Došlý, DrSc.
Timetable
Tue 15:00–16:50 UP2
Prerequisites
The course of Mathematical Programming is supposed for the part devoted to quadratic programming, generally knowledges from the course of Mathematical Analysis I-III are supposed.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The course is a free continuation of the course Mathematical Programming (M5170) and presents optimization methods which are not treated in that course.
Syllabus
  • I. Quadratic programming in economic decision, methods of quadratic programming (continuation of the course Mathematical Programming M5171). II. Dynamic programming: Bellman optimization principle, finite deterministic and stochastic decision models, infinite steps models - functional equation of dynamic programming. III. Elements of the calculus of variations and discrete optimization: historical motivation, Euler-Lagrange equation and the first variation, second variation, elementary difference equations and recurrence relations, discrete calculus of variations.
Literature
  • ŠKRÁŠEK, Josef and Zdeněk TICHÝ. Základy aplikované matematiky. Vyd. 1. Praha: SNTL - Nakladatelství technické literatury, 1990, 853 s. ISBN 80-03-00111-0. info
  • KAUMAN, A. and R CRUON. Dynamické programovanie. Bratislavaa, 1969, 312 pp. Matematické metódy v ekonomike, Alfa. ISBN 302 - 063 - 69. info
  • NEMHAUSER, George, L. Introduction to Dynamic Programming. New York: John Wiley, 1966, 350 pp. ISBN 0-8247-8245-3. info
Assessment methods (in Czech)
Přednáška zakončná kolokviem spočívajícím ve vypracováním kolokviální práce (5-10 str.).
Language of instruction
Czech
Further comments (probably available only in Czech)
The course is taught annually.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2003, Spring 2004, Spring 2005, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2011, Spring 2012, spring 2012 - acreditation, Spring 2013, Spring 2014, Spring 2015, Spring 2016, Spring 2017, spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Spring 2006, recent)
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