This course introduces finite-dimensional optimization and decision theory and basic optimization algorithms. The formulation of optimization problems arising in CISs is also presented together with worked out examples.

 

After the course the students will be able to formulate optimization problems, design computer algorithms for finding minima and maxima in a wide range of optimization problems involving smooth criteria and, just as importantly, to interpret, and if necessary modify, the algorithms found in standard computer packages. The students will also be able to formulate and solve decision making problems and problems involving graphs. Finally, the students will be capable of formulating optimization problems arising in CISs and to compute their solutions.