Understand the basic concepts and principles of the nonlinear programming, integer programming and the dinamic programming
are able to understand the conditions of local and global optima in the nonlinear programming
are able to understand the optimality conditions of the solution in the integer programming models.
can model the problems in the dinamic programming framework
can generate the recursive functions in dinamic programming
have the ability to solve and interpret the results of nonlinear models with single and multi variables, integer decision models and dinamic programming models
Mode of Delivery
Face to face
Prerequisites
Yes(END208)
Recommended Optional Programme Components
None
Course Description
Nonlinear decision models, local and global optima, convexity and quadratic forms. Analytic and numerical solutions of single and multi-variable nonlinear models. Integer programming, branch and bound method. Dynamic programming. Decision making under risk and uncertainty. Game theory.
Course Contents
WEEK
TOPICS
1st Week
Project Management: PERT
2nd Week
Project Management: CPM
3rd Week
Integer Programming
4th Week
Integer Programming Models and Examples
5th Week
Branch and Bound Algorithm
6th Week
Nonlinear Models and Examples
7th Week
Convexity, Concavity and Quadratic Forms
8th Week
Midterm
9th Week
Analytic and Numerical Solutions to the Single Variable Nonlinear Model
10th Week
Nonlinear Models with Several Variables
11th Week
Multi-Stage Decision Models
12th Week
Dynamic Programming and Examples
13th Week
Decision Making under Risk and Uncertainty
14th Week
Decision Making with Multiple Objective
Recommended or Required Reading
Kara, İ. (1986) Doğrusal Olmayan Modeller, Anadolu Üniversitesi Basımevi;
Winston, W.L. (1994) Operations Research: Applications and Algorithms, Duxbury Press;
Taha, H.A. (1997) Operations Research: An Introduction.
Planned Learning Activities and Teaching Methods
Lecture
Practice
Presentation
Assessment Methods and Criteria
Quantity
Percentage (%)
Mid-term
1
35
Quiz
5
20
Practice
1
5
Total(%)
60
Contribution of In-term Studies to Overall Grade(%)
60
Contribution of Final Examination to Overall Grade(%)