Gurantor department | Department of Systems Engineering and Informatics | Credits | 5 |

Subject guarantor | doc. Mgr. Ing. František Zapletal, Ph.D. | Subject version guarantor | doc. Mgr. Ing. František Zapletal, Ph.D. |

Study level | undergraduate or graduate | Requirement | Compulsory |

Year | 1 | Semester | summer |

Study language | Czech | ||

Year of introduction | 2019/2020 | Year of cancellation | |

Intended for the faculties | EKF | Intended for study types | Follow-up Master |

Instruction secured by | |||
---|---|---|---|

Login | Name | Tuitor | Teacher giving lectures |

CHY0034 | Mgr. Ing. Lucie Chytilová, Ph.D. | ||

SIN0085 | Ing. Markéta Šindlerová | ||

SVA0158 | Ing. Miloš Švaňa | ||

TOL0013 | prof. Mehdi Toloo, Ph.D. | ||

VOL0133 | Ing. Jan Volný | ||

ZAP149 | doc. Mgr. Ing. František Zapletal, Ph.D. |

Extent of instruction for forms of study | ||
---|---|---|

Form of study | Way of compl. | Extent |

Full-time | Credit | 2+2 |

The aim of the course is to present advanced optimization methods to students. In particular, an emphasis is put on optimization under risk and uncertainty and efficiency evaluation.

Lectures

Tutorials

Students learn both the theoretical background and possibilities of applications in practice. They will get know how to define a mathematical optimization model when risk (stochastic programming) and uncertainty (fuzzy programming) are involved and how to solve these models using software (Solver, GAMS).

SHAPIRO, Alexander, RUSZCZYNSKI, Andrzej a Darinka DENTCHEVA. Lectures on Stochastic Programming: Modeling and Theory, 2009. ISBN 978-0-89871-687-0.
FIEDLER, Miroslav a kol. Linear optimization problems with inexact data. New York: Springer, 2006. ISBN 0-387-32697-9.
PRÉKOPA, András. Stochastic programming. Dordrecht: Kluwer Academic Publishers, c1995. Mathematics and its applications, v. 324. ISBN 0-7923-3482-5.

TAHA, Hamdy A. Operations research: an introduction. 9. vyd. International ed. Upper Saddle River: Pearson, 2011. ISBN 978-0-13-139199-4.
SHAPIRO, Alexander a Andrzej RUSZCZYŃSKI, ed. Stochastic programming. Amsterdam: Elsevier, 2003. Handbooks in operations research and management science, v. 10. ISBN 0-444-50854-6.
VLACH, Milan a Jaroslav RAMÍK. Generalized concavity in fuzzy optimization and decision analysis. Boston: Kluwer Academic Publishers, c2002. International series in operations research & management science, 41. ISBN 0-7923-7495-9.

Test on fuzzy programming
Test on stochastic programming
Test on DEA
Oral exam

Subject has no prerequisities.

Subject has no co-requisities.

1. Linear programming (model, solution, duality).
2. Necessary and sufficient conditions of optima (KKT conditions), Trap of local optima).
3. Risk - random variables and its description.
4. Stochastic programming - introduction, classification.
5. Stochastic programming - single-stage models, chance constraints.
6. Stochastic programming - two-stage models (models with recourse), multi-stage models.
7. Stochastic programming - mean-risk portfolio models.
8. Introduction to fuzzy sets, logic and algebra.
9. Fuzzy programming - selected defuzzification measures, alpha-cuts, possibilistic programming.
10. Fuzzy programming - flexible programming models.
11. Data Envelopment Analysis (DEA) - introduction.
12. Data Envelopment Analysis (DEA) - CCR and BCC model.

Task name | Type of task | Max. number of points
(act. for subtasks) | Min. number of points | Max. počet pokusů |
---|---|---|---|---|

Credit | Credit | 45 (45) | 23 | 2 |

Stochastické a fuzzy programování | Written test | 30 | 15 | 2 |

Written project - application of DEA methods | Semestral project | 15 | 7 | 2 |

Show history

Conditions for subject completion and attendance at the exercises within ISP: 60 % of seminars

Show history

Academic year | Programme | Branch/spec. | Spec. | Zaměření | Form | Study language | Tut. centre | Year | W | S | Type of duty | |
---|---|---|---|---|---|---|---|---|---|---|---|---|

2023/2024 | (N0413A050014) Economics and Management | (S02) Management | P | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2022/2023 | (N0413A050014) Economics and Management | (S02) Management | P | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2021/2022 | (N0413A050014) Economics and Management | (S02) Management | P | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2020/2021 | (N0413A050014) Economics and Management | (S02) Management | P | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2019/2020 | (N0413A050014) Economics and Management | (S02) Management | P | Czech | Ostrava | 1 | Compulsory | study plan |

Block name | Academic year | Form of study | Study language | Year | W | S | Type of block | Block owner |
---|

2023/2024 Summer |

2022/2023 Summer |

2021/2022 Summer |

2020/2021 Summer |

2019/2020 Summer |