Logo

Optimisation

Code: 104396
Credits: 6
2026/2027
Degree programme Type Course
Computational Mathematics and Data Analytics OB 2

Contact lecturer

Name :
Aureli Alabert Romero
Email :
aureli.alabert@uab.cat

Teaching staff

Aureli Alabert Romero

Group languages

You can consult this information at the end of the document.

Prerequisites

Builds on prior knowledge from Linear Algebra, Calculus (Single and Multivariable), Introduction to Programming, Numerical Methods, and Combinatorial and Graph Theory.

Objectives

Learn to model decision-making problems using linear and nonlinear programming. Understand the simplex method. Solve linear programs by hand and with appropriate software. Implement nonlinear programming algorithms and use existing libraries.

Learning outcomes

  • CM25 (Assess the difficulty of doing an analytical probability calculation in complex situations.) Assess the difficulty of doing an analytical probability calculation in complex situations.
  • CM27 (Create reality simulation models to establish and verify hypotheses in the study of more complex problems or situations.) Create reality simulation models to establish and verify hypotheses in the study of more complex problems or situations.
  • KM22 (Identify the basics of logistics and other fields in which operations research is applied in the technological and industrial field.) Identify the basics of logistics and other fields in which operations research is applied in the technological and industrial field.
  • SM20 (Distinguish, in a problem, what is important for the construction of the mathematical model and its solution from what is not.) Distinguish, in a problem, what is important for the construction of the mathematical model and its solution from what is not.
  • SM21 (Distinguish when analytical probability calculations can be performed and when stochastic simulation should be used.) Distinguish when analytical probability calculations can be performed and when stochastic simulation should be used.
  • SM22 (Select models of the scientific or technological reality related to a decision-making problem, expressing them in the mathematical language of optimisation problems with dynamic programming or stochastic queueing.) Select models of the scientific or technological reality related to a decision-making problem, expressing them in the mathematical language of optimisation problems with dynamic programming or stochastic queueing.
  • SM23 (Use computer applications for statistical analysis, numerical and symbolic calculation, graph visualisation, optimisation and others to experiment with and solve problems.) Use computer applications for statistical analysis, numerical and symbolic calculation, graph visualisation, optimisation and others to experiment with and solve problems.

Contents

1. Nonlinear Programming



  • Theory of extrema

  • Unconstrained optimization

  • Constrained optimization


2. Linear Programming



  • Modeling with linear programs

  • The simplex algorithm

  • Integer linear programming

  • Linear network flows


 


 

Learning activities and methodology

Title Hours ECTS Learning outcomes
Theoretical problem solving 32 1.28 CM25, CM27, KM22, SM20, SM21, SM22, SM23
Problem solving by means of programming 65 2.6 CM25, CM27, KM22, SM20, SM21, SM22, SM23
Classroom lectures (theoretical and practical) 49 1.96 CM25, CM27, KM22, SM20, SM21, SM22, SM23

Effective learning in optimization combines three core activities: studying mathematical theory, modeling real-world problems, and solving both academic and practical problems—aligned with the applied nature of the degree. While real-world optimization problems are often complex, here \"real problems\" refer to simplified scenarios based on actual situations that can be reasonably addressed within the course timeframe and that illustrate the wide applicability of optimization techniques.

Theoretical content will be delivered through recommended readings and in-class lectures.

Students will practice using dedicated modeling software when available, as well as function libraries in a general-purpose programming language aligned with their prior training. Only free and/or open-source software will be used. Students will also implement complete basic algorithms and solve specific problems using them.

The use of Artificial Intelligence tools is allowed. It should be noted that there is no guarantee that the assistance they provide is correct or useful, and the responsibility always lies with the person who uses them, both in learning concepts and in submitting assignments.

Annotation: within the schedule set by the centre or degree programme, 15 minutes of one class will be reserved for students to evaluate their lecturers and their courses or modules through questionnaires.

Assessment

Continuous assessment activities

Title Weight Hours ECTS Learning outcomes
Linear Programming exam 40% 2 0.08 CM27, KM22, SM20
Assignments NonLinear Programming 10% 0 0 CM25, SM23
Assignments Linear Programming 10% 0 0 CM27, KM22, SM20, SM22, SM23
Non linear Optimization exam 40% 2 0.08 CM25, SM21

Evaluation Criteria

  • Assignments: 20% of the final grade
  • Examinations: 80% of the final grade

To pass the course, students must:

  • Achieve an average of 5.0 out of 10 in the exams, with no individual exam grade below 4.0
  • Obtain an overall average of 5.0 out of 10, which constitutes the final course grade

Grades not meeting these requirements may be reviewed on a case-by-case basis.

Each exam will have a second sitting (“resit” in the official UAB terminology). Attendance at this second sitting will automatically override the grade from the first.

Each submission will generally be graded as Pass (maximum grade) or Fail (zero), and resubmission will not be allowed. Doing things correctly the first time and following instructions is considered a merit.

A student will be considered eligible for assessment if they have submitted coursework or taken exams corresponding to at least 50% of the course, according to the weighting shown in the Assessment Activities table. Otherwise, they will be recorded as Not Assessed. For the possible awarding of Honors, grades from the second sitting will not be taken into account.

Copying or plagiarism in submissions is considered as serious as cheating in an exam and will result in an automatic fail for the course.

This course does not provide for Single Assessment.

Bibliography

Essential course materials will be provided throughout the semester. Additional readings and resources will be suggested at appropriate stages of the course.

Software

Installation instructions for the required software will be provided at the appropriate time during the course.

Course groups and languages

The information provided is provisional until November 30. After this date, you will be able to consult the language of each group through this link. To access the information, you will need to enter the course CODE

Type of teaching Group Language Semester Shift
(TE) Theory 1 Catalan second semester morning-mixed
(PLAB) Practical laboratories 1 Catalan second semester morning-mixed
(SEM) Seminars 1 Catalan second semester morning-mixed