COURSE UNIT TITLE

: CONSTRAINED OPTIMIZATION TECHNIQUES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
EKO 6144 CONSTRAINED OPTIMIZATION TECHNIQUES ELECTIVE 3 0 0 6

Offered By

Econometrics

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

ASSOCIATE PROFESSOR MURAT TANIK

Offered to

Econometrics

Course Objective

Optimization is one of the major building blocks of decision-making. This course covers the mathematical modeling and solution of optimization problems by constrained optimization algorithms and with the help of computers.

Learning Outcomes of the Course Unit

1   To be able to form understand the basic principle of constrained optimization.
2   To be able to generate problem as a constrained optimization problem.
3   To be able to determine the objective function and constraints of problem.
4   To be able to understand selection criteria of constrained optimization problem.
5   To be able to solve constrained optimization problem.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Introduction to Constrained Optimization Theory.
2 Optimality Conditions.
3 Linear programming: Simplex Method
4 Linear programming: Interior Point Methods
5 Nonlinear Constrainted Opitimization
6 Quadratic Programming
7 Matlab Applications
8 Mid-term
9 Article Review
10 Penalty and Increased Lagrange Methods
11 Interior Point Methods for Nonlinear Programming
12 Discrete and Global Optimization
13 Article Review
14 Article Review

Recomended or Required Reading

Jorge Nocedal Stephen J. Wright, Numerical Optimization, Springer series, 2006

Planned Learning Activities and Teaching Methods

This course will be presented using methods of expression, discussion and solving problem.

Assessment Methods

Successful / Unsuccessful


Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 13 3 39
Preparations before/after weekly lectures 13 4 52
Preparation for midterm exam 1 35 35
Preparation for final exam 1 35 35
Midterm 1 3 3
Final 1 3 3
TOTAL WORKLOAD (hours) 167

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9
LO.1222222222
LO.2222222222
LO.3222222222
LO.4222222222
LO.5222222222