151-0447/02 – Software for Mathematical Programming (PMM)
| Gurantor department | Department of Mathematical Methods in Economics | Credits | 5 |
| Subject guarantor | prof. Ing. Josef Jablonský, CSc. | Subject version guarantor | prof. Ing. Josef Jablonský, CSc. |
| Study level | undergraduate or graduate | Requirement | Compulsory |
| Year | 1 | Semester | summer |
| | Study language | Czech |
| Year of introduction | 2007/2008 | Year of cancellation | 2012/2013 |
| Intended for the faculties | EKF | Intended for study types | Follow-up Master |
Subject aims expressed by acquired skills and competences
After successful completion of the course and active
- You will be able to: Work with modern programming resources to support mathematical and quantitative modeling system such as LINGO and MPL for Windows.
- You will be able to: Create models of typical optimization problems, is adequate to meet the data, address and interpret the results of this solution,
- Get: An overview of current software products for modeling and mathematical skills pouřívání selected products in this category.
Teaching methods
Seminars
Individual consultations
Project work
Summary
The goal is clearly to familiarize students with the basic program
facilities for mathematical modeling of economic systems. In particular,
Standard systems for solving mathematical programming and the general
resources to support modeling. In addition, students will be familiarized with
selected optimization models that are typically content
basic courses.
Compulsory literature:
Jablonský,J.: Programy pro matematické modelování. Oeconomia, Praha 2006.
Jablonský,J.: Operační výzkum – kvantitativní modely pro ekonomické
rozhodování. Professional Publishing, Praha 2004.
Recommended literature:
LINDO Sytems, Inc. – www.lindo.com
Maximal Software, Inc. – www.maximalsoftware.com
ILOG,Inc. – www.ilog.com
Dash Optimisation – www.dashoptimisation.com
Way of continuous check of knowledge in the course of semester
Requirements for obtaining credit and examination
During the semester, students can receive individual treatment works and other activities more than 50 points - for the granting of credit must obtain at least 30 points.
The final exam is a written work full-time and students can get it at a maximum of 50 points. Students can use it all the materials that they deem appropriate. To pass the exam you must obtain at least 30 points. Final grade corresponds to the following point-rating:
excellent 50-44
very good 38 to 43
good 30 to 37
failed less than 30 points
E-learning
http://moodle.vsb.cz/
Other requirements
not **********************************************************
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1. linear programming
Repetition of basic concepts.
Typical formulation of linear programming problems, including distribution of tasks.
Simplex method and its algorithms.
The general expression of simplex table.
2. Solving optimization problems in spreadsheets - MS Excel
investigator
3. Modification simplexového algorithm
Modified simplex method.
The revised simplex method.
Multiplicative simplex method.
4. Professional optimization systems
Basic information about the current top optimization systems - CPLEX,
XPRESS-MP, LINDO, XA, etc.
LINDO Optimization system and work with him.
Formats data entry in systems optimization - MPS format.
5. Support systems modeling - modeling languages.
LINGO system.
MPL for Windows system.
Collaboration systems modeling with spreadsheets and databases.
Writing selected optimization models in modeling languages.
6.Selected advanced optimization models - case studies.
Models of data envelopment analysis - assessing the effectiveness of the production units.
Goal programming.
Conditions for subject completion
Conditions for completion are defined only for particular subject version and form of study
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
Předmět neobsahuje žádné hodnocení.