NONLINEAR PROGRAMMING

END504

Course Code: END504
Semester: -
Theory+Practice: 3 + 0
ECTS: 10

Course Type

Elective Course

Course Level

Master's Degree With Thesis

Year of Study

Semester

ECTS

Name of Lecturer(s)

Professor İmdat Kara

Learning Outcomes

At the end of this course, the students;

Explain the necessary and sufficient conditions for the global and local optimal in nonlinear decision models.
Formulize and solve the nonlinear decision models.
Use softwares for which are prepared to solve nonlinear decision models and interpret its results.

Mode of Delivery

Face to face

Prerequisites

Recommended Optional Programme Components

None

Course Description

Nonlinear models. Convexity and quadratic forms. Analytic and numerical solutions of single variable models. Multi variable models, Kuhn-Tucker conditions. Analytic and numerical solution methods. Integer and dynamic programming.

Course Contents

WEEK	TOPICS
1^st Week	Nonlinear decision model: examples
2^nd Week	Local and global optimality: convex set and convex functions
3^rd Week	Necessary and sufficient conditions for the local and global optimality
4^th Week	Analytical solution of decision models with single variable
5^th Week	Numerical solution methods of decision models with single variable
6^th Week	Quadratic forms: Taylor expansion
7^th Week	Analytical solution of decision models with multiple variables
8^th Week	Analytical solution of decision models with multiple variables
9^th Week	Numerical solution of decision models with multiple variables
10^th Week	Decision models with equality constraints: Lagrange multipliers
11^th Week	General decision models with multiple variables: KKT conditions
12^th Week	Quadratic programming
13^th Week	Decision models with multiple variables and constrains: softwares
14^th Week	Decision models with multiple variables and constrains: softwares

Recommended or Required Reading

Ders Notları
Winston, Wayne L., Operations Research, Duxbury Press, 3rd Edition, 1994.
Kara, İmdat, Yöneylem Araştırması: Doğrusal Olmayan Modeller, Anadolu Üniversitesi Basımevi, 1986
M.S. Bazara, C.M.Shetty, Nonlinear Programming, John Wiley, New York, 1979

Planned Learning Activities and Teaching Methods

Lecture
Questions/Answers
Problem Solving
Practice
Presentation

Assessment Methods and Criteria

	Quantity	Percentage (%)
Mid-term	1	30
Quiz	1	10
Project	2	15
Total(%)		55
Contribution of In-term Studies to Overall Grade(%)		55
Contribution of Final Examination to Overall Grade(%)		45
Total(%)		100

ECTS Allocated Based on Student Workload

Activities	Quantity	Duration (Hour)	Total Workload (Hour)
Midterm exam	1	2	2
Preparation for Quiz	1	14	14
Individual or group work	14	13	182
Preparation for Final exam	1	25	25
Course hours	14	3	42
Preparation for Midterm exam	1	25	25
Laboratory (including preparation)
Final exam	1	2	2
Homework	1	14	14
Total Work Load			306
Total Work Load / 30 (h)			10.2
ECTS Credit of the Course			10

Language of Instruction

Turkish

Work Placement(s)

Programme Qualifications / Learning Outcomes

	LO1	LO2	LO3
K1	X	X	X
K2		X	X
K3
K4
K5
K6
K7	X	X	X
K8
K9
K10
K11