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Class Mathematical Methods for Complex Systems

  • Presentation

    Presentation

    Liner and nonlinear programming. Network optimization.
  • Code

    Code

    ULHT1504-25022
  • Syllabus

    Syllabus

    1. Linear programming     1.1 Optimization and linear programming     1.2 The graphical method     1.3 The simplex algorithm     1.4 The two-phase simplex method 2. Optimization problems for networks     2.1 The transportation problem     2.2 The minimal spanning tree     2.3 The shortest path problem     2.4 The maximum flow problem 3. Nonlinear programming (NLP)     3.1 Types of NLP problems     3.2 Convex and concave functions     3.3 Separable programming     3.4 Linear approximations of NLP problems     3.5 Method of gradient descent and the Newton method
  • Objectives

    Objectives

    Large networks are an essential part of modern technology, and optimization of certain tasks performed by such networks is an important problem. In this course we will present some basic mathematical methods of optimization for networks and other complex systems. The students will learn some basic methods of linear and non-linear programming which can be used for task optimization for large networks and other complex systems, as well as some basic graph search algorithms.
  • References

    References

    - Introduction to Operations Research, J. Stacho, Columbia University, New York (2014) - Linear and Nonlinear Programming, D.G. Luenberger and Y. Ye, Springer (2008)  
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