Course detail

Computing Methods in Optimization Problems

FSI-VOU-AAcad. year: 2025/2026

The course introduces to the basic concepts of optimization and the use of appropriate software. Subsequently, optimization problems in engineering are solved. The main content of the course is to recognize and use a suitable model and methods for specific engineering tasks.

Language of instruction

English

Number of ECTS credits

7

Mode of study

Not applicable.

Guarantor

doc. Ing. Jakub Kůdela, Ph.D.

Department

Institute of Automation and Computer Science (ÚAI)

Entry knowledge

Basic of differential and integral calculus, linear algebra, probability and statistics, and programming.

Rules for evaluation and completion of the course

Course-unit credit: Active participation in the seminars, elaboration of a given project. Examination: Written.
Attendance at seminars is controlled. An absence can be compensated for via solving additional problems.

Aims

The emphasis is on the aquisition of application-oriented of optimization models and methods, and on the use of computers and available software.
The student will aquire the ability to recognize a suitable optimization model for a given engineering problem. The student will be able to implement said model in an adequately chosen software and analyze the results.

Study aids

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

Hurlimann, T.: Mathematical Modeling Basics, 1st edition. University of Fribourg, 2024. (EN)
Rardin, R.L.: Optimization in Operations Research, 2nd edition. Pearson Higher Education, 2017. (EN)
Williams, H.P. Model Building in Mathematical Programming, 4th edition. J.Wiley and Sons, 2012.

Recommended reading

Bazaraa, M. S., Jarvis, J. J., Sherali, H. D.: Linear Programming and Net-work Flows. Wiley, 2009. (EN)
Boyd, S.P. a Vandenberghe, L. Convex Optimization, Cambridge University Press, 2004. (EN)
Kochenderfer, M. J., Wheeler, T. A.: Algorithms for Optimization. MIT Press, 2019. (EN)
Wolsey, L. A.: Integer Programming. Wiley, 1998. (EN)

Classification of course in study plans

  • Programme B-STR-P Bachelor's

    specialization AIŘ , 3 year of study, summer semester, compulsory

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

doc. Ing. Jakub Kůdela, Ph.D.

Syllabus

1. Introduction to optimization (basic concepts).
2. Software tools for optimization: languages/enviroments: EXCEL, MATLAB, Julia. The use of solvers.
3. - 5. Optimization problems in engineering, types of optimization models (linear, quadratic, convex, etc.)
6. - 7. Integer programming problems – applications in logistics, scheduling, etc.
8. Linearization, modelling with SOS1 and SOS2 variables.
9. Black-box optimization and optimization within a simulation environment.
10. Dynamic optimization models.
11. - 13. Models with uncertain data – stochastic and robust formulations.

Computer-assisted exercise

39 hod., compulsory

Teacher / Lecturer

doc. Ing. Jakub Kůdela, Ph.D.

Syllabus

The exercise follows the topics discussed in the lecture. The main focus is on software implementation.