Emne - Avansert optimering under usikkerhet - IØ8404
Avansert optimering under usikkerhet
Nytt fra studieåret 2023/2024
Om
Om emnet
Faglig innhold
The course provides knowledge of methods and models for optimization based decision support under uncertainty and risk. The course consists of four related parts:
- Theory
- Decomposition Algorithms
- Advanced models
- Scenario generation
Læringsutbytte
The course is designed for PhD students who work with theoretical and practical optimization problems under uncertainty, in industry and services.
The course will convey the following knowledge: The theoretical foundation necessary for formulation, analysis and solution of stochastic programming problems and relevant applications. The knowledge necessary to conduct research in the field of optimization under uncertainty. The course builds on and extends IØ8403 Stochastic Optimization, focusing more on advanced models, decomposition algorithms and scenario generation.
The course will develop the following skills: Training to build and solve optimization models for solution of planning and economic problems under uncertainty in energy, production, logistics, transportation, finance, telecom.
Læringsformer og aktiviteter
Lectures and exercises. Non-obligatory exercises. The course can be given in form of intensive lectures with several hours per day, several days per week, during a limited number of weeks in the semester.
Anbefalte forkunnskaper
Knowledge of linear and nonlinear optimization is essential. Such knowledge can be obtained through courses TIØ4120 Operations Research, Introduction, TIØ4126 Optimization and Decision Support for Industrial Business Planning, or TIØ4130 Optimization Methods with Applications, or similar. The course builds on the PhD course IØ8403 Stochastic Optimization.
Kursmateriell
Given at the beginning of the semester.
Studiepoengreduksjon
| Emnekode | Reduksjon | Fra |
|---|---|---|
| IØ8401 | 5 sp | Høst 2023 |
Fagområder
- Bedriftsøkonomi og optimering
- Industriell økonomi og teknologiledelse
- Bedriftsøkonomi
- Operasjonsanalyse