Emne - Avansert optimering under usikkerhet - IØ8404
IØ8404 - Avansert optimering under usikkerhet
Om emnet
Nytt fra studieåret 2023/2024
Vurderingsordning
Vurderingsordning: Oppgave
Karakter: Bestått/ Ikke bestått
| Vurdering | Vekting | Varighet | Delkarakter | Hjelpemidler |
|---|---|---|---|---|
| Oppgave | 100/100 |
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 | Til |
|---|---|---|---|
| IØ8401 | 5.0 | HØST 2023 |
Ingen
Versjon: 1
Studiepoeng:
5.0 SP
Studienivå: Doktorgrads nivå
Termin nr.: 1
Undervises: HØST 2023
Undervisningsspråk: Engelsk
Sted: Trondheim
- Bedriftsøkonomi og optimering
- Industriell økonomi og teknologiledelse
- Bedriftsøkonomi
- Operasjonsanalyse
Ansvarlig enhet
Institutt for industriell økonomi og teknologiledelse
Eksamensinfo
Vurderingsordning: Oppgave
- Termin Statuskode Vurdering Vekting Hjelpemidler Dato Tid Eksamens- system Rom *
- Høst ORD Oppgave 100/100 INSPERA
-
Rom Bygning Antall kandidater
- * Skriftlig eksamen plasseres på rom 3 dager før eksamensdato. Hvis mer enn ett rom er oppgitt, finner du ditt rom på Studentweb.
For mer info om oppmelding til og gjennomføring av eksamen, se "Innsida - Eksamen"