Multi-Criteria Optimization
Lecturer Kim Allan Andersen
Contents Multi-Criteria Optimization is the study of optimization problems in which one or more objective functions are to be optimized over a set of feasible (continuous, discrete or finite) solutions. In particular, the feasible set of solutions can be a polyhedral set, the set of integral points in a polyhedron, a non-linear set or a finite set of alternatives. The optimization problems considered include linear, integer linear and non-linear programming problems. In the course several methods which can be used to solve problems involving the optimization of one or more objective functions over some feasible set, will be considered. In particular, both interactive and non-interactive methods wil be discussed.
Qualifications Convex analysis and
Mathematical Programming. Textbooks Steuer, R.E.:
Multiple Criteria Optimization: Theory, Computation, and Application, Wiley & Sons, 1986.
Furthermore, a few articles will be used.
It is possible to write a report, which may be accepted as a bachelor project. The report should be presented orally and will be assessed according to the 13-scale.
Evaluation The basis for passing the course is active attendance at the lectures. Also, satisfactory answers to a number of assignments must be produced.
ECTS-credits 10.
Quarter Autumn 2003.