| Recommended semester: 4th -7th semester |
| Scope and form: Lectures and 3 reports |
| Evaluation: Approval of coursework/reports
|
| Examination: 13-scale |
| Previous course: 04231 |
| Prerequisites: 02701 / 04030 / C0403 |
| No credit points with: 04231 / C0404 |
| Aim: To give a well-founded knowledge, both theoretically and practically, of static and dynamic optimization models for data-based decision making, enabling students to formulate and solve operations research and technical-economic models. |
| Contents: Static optimization: Everett theory, Kuhn-Tucker theory, duality, gradient methods. Examples of economic and technical applications: production planning, process control, economic models. Dynamic optimization: Control theory, Pontriagin's maximum principle, dynamic programming, Bellman's optimality principle. Examples of economic and technical applications: pipe line problem, production planning, economic models. |
| Contact: Rene Victor Valqui Vidal, building 305, (+45) 4525 3379, vvv@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02711 |
| Keywords: optimization, non-linear programming, optimal control |
| Updated: 26-02-2001 |
