Newton's Method

28 outubro 2019, 09:30 • Pedro Castro

Newton method for optimizing functions. Levenberg-Marquardt method for modifying Hessian matrix when it is not positive definite. Quasi-Newton methods with SR1 e BFGS formulas for updating  Hessian matrix.  Implementation of Newton's method in Excel, while finding the target point for different initial solutions.

Optimization of functions in Rn without restrictions

24 outubro 2019, 09:30 • Pedro Castro

Properties of matrices (e.g. eigenvalues), gradient vector and Hessian matrix.

Concepts of local/global optimum and convexity. Stationary points, necessary and sufficient conditions for local optimality. Exercises (pen and paper).

Case Study 5

21 outubro 2019, 09:30 • Henrique Anibal Santos de Matos

Case Study 5 - Blending problem to create an alloy from different commercial alloys

Introduction to GAMS

17 outubro 2019, 09:30 • Henrique Anibal Santos de Matos

Introduction to GAMS. Main sections to build a model in GAMS. Basic commands. The exercise of Silk and Cottom production using GAMS

Linear Problems and MILP

14 outubro 2019, 09:30 • Henrique Anibal Santos de Matos

Linear and Mixed Interger Linear Problems. The Branch and Bound Strategy