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Information
| Unit | INSTITUTE OF SOCIAL SCIENCES |
| ECONOMETRICS (PhD) | |
| Code | IEM1825 |
| Name | Optimization Theory |
| Term | 2024-2025 Academic Year |
| Term | Fall and Spring |
| Duration (T+A) | 4-0 (T-A) (17 Week) |
| ECTS | 8 ECTS |
| National Credit | 4 National Credit |
| Teaching Language | Türkçe |
| Level | Doktora Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. ERSİN KIRAL |
| Course Instructor |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
Gaining ability to model nonlinear programming and solving these models.
Course Content
The course content covers nonlinear programming by examining necessary and sufficient conditions. Classical optimization methods are explored in detail, with a focus on the Lagrange multipliers method and the evaluation of constrained and unconstrained optimization techniques. Quadratic programming methods are analyzed, emphasizing the mathematical approaches used in optimization processes.
Course Precondition
no prerequisites
Resources
Hillier, F. S., & Lieberman, G. J. (2015). Introduction to operations research. McGraw-Hill.
Notes
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Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Produces a mathematical model of quantitative problems encountered in social sciences by using operations research methods. |
| LO02 | Finds/creates the best solution method suitable for the mathematical model at hand |
| LO03 | Solves the modeled problem/develops a solution method. |
| LO04 | Formulates complex systems to apply optimization methods |
| LO05 | Solves mathematical models using package programs |
| LO06 | Analyzes necessary and sufficient conditions to evaluate optimization problems. |
| LO07 | Uses classical optimization methods to determine the extreme points of functions. |
| LO08 | Analyzes constrained optimization problems using the Lagrange multipliers method. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Identify an econometric problem and propose a new solution to it | 5 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Develops new knowledge using current concepts in Econometrics, Statistics and Operations Research | 3 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explain for what purpose and how econometric methods are applied to other fields and disciplines | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Using her knowledge, brings original solutions to problems in Economics, Business Administration and other social sciences | 2 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered | 3 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Interprets the results obtained from the most appropriate method to predict the model | 3 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Performs conceptual analysis to develop solutions to problems | 5 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Collects data on purpose | |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field of research | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | 2 |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Converts its findings into a master's thesis or a professional report in Turkish or a foreign language | 2 |
| PLO12 | Beceriler - Bilişsel, Uygulamalı | It researches current approaches and methods to solve the problems it encounters and proposes new solutions | 3 |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Develops long-term plans and strategies using econometric and statistical methods | |
| PLO14 | Beceriler - Bilişsel, Uygulamalı | Uses a package program/writes a new code for Econometrics, Statistics, and Operation Research | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem | 5 |
| PLO16 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads the team by taking responsibility | |
| PLO17 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in the field of study | 2 |
| PLO18 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | |
| PLO19 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form | |
| PLO20 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values | 5 |
| PLO21 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on economic and social events by following current issues |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Optimization and conditions | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 2 | Unconstrained optimization | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 3 | Constrained optimization | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 4 | Basic concepts and definition | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma, Gösterip Yaptırma |
| 5 | Creating models and structure of model (Dominance, efficiency and optimality relations) | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 6 | The use of graphical method | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 7 | Multiobjective simplex method | Reading | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Soru-Cevap |
| 8 | Mid-Term Exam | Mid-Term Exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Multiobjective decision making techniques | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 10 | Conflicting objectives | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 11 | Application with the worksheet | Reading | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 12 | Goal programming | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 13 | Goal programming solving techniques | Reading | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 14 | Sensitivity analysis (Structural changes) | Reading | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Gösterip Yaptırma |
| 15 | Sensitivity analysis (Coefficient changes) | Reading | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 16 | Term Exams | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 4 | 56 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 8 | 112 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 2 | 4 | 8 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 12 | 12 |
| Final Exam | 1 | 24 | 24 |
| Total Workload (Hour) | 212 | ||
| Total Workload / 25 (h) | 8,48 | ||
| ECTS | 8 ECTS | ||