NONLINEAR OPTIMIZATION

END610

Course Code: END610
Semester: -
Theory+Practice: 3 + 0
ECTS: 10

Course Type

Compulsory Course

Course Level

Doctorate Of Science

Year of Study

Semester

ECTS

Name of Lecturer(s)

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 the nonlinear decision models.
Analyze and use techniques developed to solve nonlinear optimization models.

Mode of Delivery

Face to face

Prerequisites

Recommended Optional Programme Components

Course Description

Course Contents

WEEK	TOPICS
1^st Week	Nonlinear decision model: examples
2^nd Week	Convexity in optimization
3^rd Week	Quadratic forms: Taylor expansion
4^th Week	Necessary and sufficient conditions for the local and global optimality: Convex programming
5^th Week	Solution approaches of optimization models with single variable
6^th Week	Approximate solution methods with and without derivatives
7^th Week	Optimization models with multiple variables: Analytical solution of unconstrained model
8^th Week	Approximate solution methods of unconstrained model
9^th Week	Midterm
10^th Week	Optimization models with multiple variables and equality constraint: Lagrange multipliers
11^th Week	General models with multiple variables: KKT conditions
12^th Week	Quadratic programming
13^th Week	Penalty function techniques
14^th Week	Software applications

Recommended or Required Reading

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

Planned Learning Activities and Teaching Methods

Lecture
Questions/Answers
Practice
Problem Solving
Other

Assessment Methods and Criteria

	Quantity	Percentage (%)
Mid-term	1	30
Quiz	1	10
Project	1	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	1	1
Preparation for Quiz	1	6	6
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			297
Total Work Load / 30 (h)			9.9
ECTS Credit of the Course			10

Language of Instruction

Turkish

Work Placement(s)

Programme Qualifications / Learning Outcomes

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