spring 2017
MAT-2202 Optimization Models - 10 ECTS

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Application deadline

Applicants from Nordic countries: 1 June for the autumn semester and 1 December for the spring semester. Applicants from outside the Nordic countries: 1 October for the spring semester and 15 April for the autumn semester.

Type of course

The course is mandatory in the study program Mathematics and Finance - master. It is recommended for students who intend to take a Master's degree in applied mathematics. It may also be taken independent of study program.

Admission requirements

First courses in linear algebra, multivariable calculus, and computer programming are required.

Application code 9336.

Course content

The main objective of this course is to learn to model problems in business and the sciences as maximum or minimum problems, and to solve them numerically. Methods for solving linear and nonlinear optimization problems will be described. The elementary theory of linear optimization including duality will be covered. The numerical coursework will be based on MATLAB.

Recommended prerequisites

MAT-2201 Numerical Methods

Objectives of the course

After the course the student shall
  • have a solid understanding of linear optimization models, the elementary part of their theory,and the simplex method of solving them
  • know some other types of optimization models, and methods used in solving them
  • be able to model problems in business and the sciences as maximum or minimum problems
  • be able to solve optimization models on a computer

Language of instruction and examination

The language of instruction and the syllabus is English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.

Teaching methods

Lectures: 40 h Coursework: 30 h

Assessment

Written final exam of 4 hours duration, counting 100 %.

Assessment scale: Letter grades A-F.

Re-sit examination:
Students having failed the last ordinary examination are offered a re-sit examination early in the following semester, if the course is compulsory in their study programme.

Postponed examination:
Students with valid grounds for absence will be offered a postponed examination early in the following semester.

For further details see:
- Utfyllende bestemmelser for eksamener ved Fakultet for naturvitenskap og teknologi (only in Norwegian)
- Regulations for examinations at the University of Tromsø

Coursework requirements
A passing grade is required on the mandatory homework sets for permission to take the exam.

Recommended reading/syllabus

Syllabus for MAT-2202 Optimization Models, spring 2017
UiT The Arctic University of Norway, Department of Mathematics and Statistics

Textbook: Linear and Nonlinear Optimization, 2nd edition, by Oleg Griva, Stephen G. Nash and Ariela Sofer.

Subchapters 2.2, 2.3, 2.7, 3.1, 4.1-4, 5.2, 6.1-2, 11.2-6, 12.2-4 and 12.6 of the textbook. In chapters 11 and 12 all proofs are omitted. All other proofs are included in the syllabus. In addition there will be supplementary handouts. These are also part of the syllabus.

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  • About the course
  • Campus: Tromsø |
  • ECTS: 10
  • Course code: MAT-2202
  • Earlier years and semesters for this topic