T

LSANSST DERS KATALOG FORMU

Dersin Ad

Course Name

Dorusal Olmayan Programlama Teorisi ve Algoritmalar

Non-Linear Programming Theory and Algorithms

Kodu

Yaryl

Kredisi

AKTS Kredisi

(Code)

(Semester)

(Local Credits)

(ECTS Credits)

Ders Tr
(Course Type)

END 503E

Gz (Fall)

3.0

7.5

Yksek Lisans (M.Sc.)

Blm / Program
(Department/Program)

Dersin Tr

Endstri Mhendislii (Industrial Engineering)

Semeli (Elective)
Dersin Dili

(Course Type)

Dersin nkoullar

ngilizce (English)

(Course Language)

(Course Prerequisites)

Dersin erii
(Course Description)
30-60 kelime aras

Dersin Amac
(Course Objectives)
Maddeler halinde 2-5 adet

Dersin renme
ktlar

Optimizasyon Modelleri, Optimizasyonun Temelleri, Lineer Kstlarn Temsili, Lineer Programlamann

zeti, Kstsz Optimizasyon, Kstl Problemler iin Optimallik Koullar, Olurlu-Nokta Yntemleri, Ceza
ve Bariyer Yntemleri, Konveks Programlama, Kuadratik Programlama, Ayrtrlabilir Programlama,
Konveks Olmayan Programlama, Geometrik Programlama.
Optimization Models, Fundamentals of Optimization, Representation of Linear Constraints, Summary of
Linear Programming, Unconstrained Optimization, Optimality Conditions for Constrained Problems,
Feasible-Point Methods, Penalty and Barrier Methods, Convex Programming, Quadratic Programming,
Separable Programming, Nonconvex Programming, Geometric Programming.

rencilere, lineer olmayan eniyileme teorisini retmek.

Lineer olmayan eniyileme tekniklerini ve algoritmalarn rencilerin kullanabilmelerini
salamak.
1. To teach the non-linear optimization theory to the students.
2. To have the students become able to employ non-linear optimization techniques and
algorithms.
1.
2.

Bu dersi baaryla tamamlayan ykseklisans rencileri aadaki konularda bilgi, beceri ve

yetkinlik kazanrlar;
1.
2.

3.
4.

5.
6.
7.
8.

(Course Learning
Outcomes)
Maddeler halinde 4-9 adet

Matrisler teorisi, matrislerin normu, vektr uzaylar; tersinir matrisler ve zdeerler ile ilikisi
Simetrik matrisler, pozitif tanml ve negatif tanml matrisler, orthogonal matrisler ve saysal
deerleri; Hessian matrisleri ve iaretlerine ilikin konkavlk yn; Simetrik matrislerin zdeerleri,
zvektrleri ve bularn zellikleri
Trevler, subgradient ve gradient kavram, ynl trevler
En kk kareler yntemi, Lagrange interpolasyon formlasyonu; Kapal fonksiyonlarn tanm ve
kapal fonksiyonlarn varl teoremi; Konveks kmeler ve konveks fonksiyonlar, temel zellikleri;
Lineer ve konveks programlama
ki deikenli fonksiyonun ekstremumu iin yeterlilik koullar; Quadratik fonksiyonlar ve bunlarn
ekstremumu
Subdiferansiyel ve geometrik optimizasyon arasndaki balant; Lagrange fonksiyonu ve eitsizlik
eklinde kstlamal lineer olmayan optimizasyon.
Yan koulsuz optimizasyon ve Taylor serileri arasndaki balant; Temel minrler.
Khun-Tucker koullar

MSc. students who successfully pass this course gain knowledge, skills and proficiency in the
following subjects ;
1. Matrix theory, matrix norm, vector spaces, relation of invertible matrices and eigenvalues.
2. Symmetric matrices, positive and negative definite matrices, orthogonal matrices and their numeric
values; Hessian matrices; eigenvalues and eigenvectors of symmetric matrices and their attributes.
3. Derivatives, subgradient and gradient concepts, directional derivatives.
4. Least squares method, Lagrange interpolation; Definition of implicit functions and implicit function
theorem; Convex sets and convex functions; their basic features; Linear and convex programming
5. Conditionds for extremum points of a bivariate function; Quadratic functions and their extremum
points
6. Relation between subdifferential and geometric optimization; Lagrange function and non-linear
constrained optimization
7. Unconditional optimization and its relation with Taylor Series, Principal minors
8. Kuhn-Tucker conditions.

(GRADUATE COURSE CATALOGUE FORM)

Ders Kitab

devler ve Projeler

Bazaraa, M.S., Shetty, C.M., Nonlinear Programming Theory and Algorithms, John
Wiley & Sons, Inc.,
Nash, S:G., Sofer, A., Linear and Nonlinear Programming, McGraw-Hill, Inc., New
York, 1996.
Luenberger, D.G., Introduction to Linear and Nonlinear Programming, AddisonWesley, Reading, MA, 1984.
Hertog, D. Den, Interior point approach to linear, Quadratic, and Convex
Programming, Kluwer Academic Publishers, Dordrecht, The Netherlands, 1994.
1979
RENCLERE BR ADET DEV VERLECEKTR.

(Homework & Projects)

STUDENTS WILL BE ASSIGNED A HOMEWORK.

Laboratuar Uygulamalar

(Laboratory Work)

Bilgisayar Kullanm

(Computer Use)

Dier Uygulamalar

(Other Activities)

Baar Deerlendirme
Sistemi

Faaliyetler
(Activities)
Yl i Snavlar
(Midterm Exams)
Ksa Snavlar
(Quizzes)
devler
(Homework)
Projeler
(Projects)
Dnem devi/Projesi
(Term Paper/Project)
Laboratuar Uygulamas
(Laboratory Work)
Dier Uygulamalar
(Other Activities)
Final Snav
(Final Exam)

(Textbook)

Dier Kaynaklar
(Other References)
Maddeler halinde en ok 5 adet

(Assessment Criteria)

Adedi*
(Quantity)
1

Deerlendirmedeki Katks, %
(Effects on Grading, %)
% 45

% 10

% 45

*Yukarda Belirtilen Saylar Minimum Olup Yerine Getirilmesi Zorunludur (veya: Gerekli Grld Takdirde
Arttrlabilir).

DERS PLANI
Hafta
1
2
3
4
5
6
7
8
9
10
11
12
13
14

Konular
Matrisler teorisi, matrislerin normu, vektr uzaylar, tersinir matrisler ve zdeerler ile ilikisi
Simetrik matrisler, pozitif tanml ve negatif tanml matrisler, orthogonal matrisler ve saysal deerleri
Hessian matrisleri ve iaretlerine ilikin konkavlk yn
Simetrik matrislerin zdeerleri, zvektrleri ve onlarn zellikleri
Trevler, subgradient ve gradient kavram, ynl trevler
En kk kareler yntemi, Lagrange interpolasyon formlasyonu
Kapal fonksiyonlarn tanm ve kapal fonksiyonlarn varl teoremi
Konveks kmeler ve konveks fonksiyonlarn temel zellikleri
Lineer ve konveks programlama; Gradient Yntemi
ki deikenli fonksiyonun ekstremumu iin yeterlilik koullar; Quadratik fonksiyonlar ve bunlarn
ekstremumu
Subdiferansiyel ve geometrik optimizasyon arasndaki balant
Lagrange fonksiyonu ve eitsizlik eklinde kstlamal lineer olmayan optimizasyon
Yan koulsuz optimizasyon ve Taylor serileri arasndaki balant; Temel minrler.
Khun-Tucker koullar

Dersin
ktlar
1
2
2
2
3
4
4
4
4
5
6
6
7
8

COURSE PLAN
Weeks
Topics
9.
Matrix
theory,
matrix
norm,
vector
spaces,
relation
of invertible matrices and eigenvalues.
1
Symmetric matrices, positive and negative definite matrices, orthogonal matrices and their numeric
2
3
4
5
6
7
8
9
10
11
12
13
14

values;
Hessian matrices; and their concavity based on positive or negative definite derivatives
Eigenvalues and eigenvectors of symmetric matrices and their attributes
Derivativess, subgradient and gradient concepts, directional derivatives.
Least squares method, Lagrange interpolation;
Definition of implicit functions and implicit function theorem;
Convex sets and convex functions; their basic features
Linear and convex programming; Gradient Method.
Conditionds for extremum points of a bivariate function; Quadratic functions and their extremum points
Relation between subdifferential and geometric optimization;
Lagrange function and constrained non-linear optimization
Unconditional optimization and its relation with Taylor Series; Principal minors.
Kuhn-Tucker conditions.

Course
Outcomes
1
2
2
2
3
4
4
4
4
5
6
6
7
8

Dersin Endstri Mhendislii Ykseklisans Programyla likisi

Programn mezuna kazandraca bilgi, beceri ve yetkinlikler (programa ait ktlar)
i.

ii.

iii.

iv.

v.

vi.

Katk
Seviyesi
1
2
3
X

Endstri Mhendislii alma alanlarnn ilikili olduu

disiplinler aras etkileimi kavrayabilme, ilgili program alannda
bilgilerini uzmanlk dzeyinde gelitirebilme ve derinletirebilme (Bilgi).
Endstri Mhendislii alma alanlarnda edindii uzmanlk dzeyindeki
kuramsal ve uygulamal bilgileri kullanabilme, farkl disiplin alanlarndan gelen
bilgilerle btnletirip yorumlayarak yeni bilgiler oluturabilme ve karlalan
sorunlar aratrma yntemlerini kullanarak zmleyebilme (Beceri).
Endstri Mhendislii alma alanlar ile ilgili uzmanlk gerektiren bir almay,
bilgi ve becerilerini eletirel bir yaklamla deerlendirip, renme srecini
ynlendirerek, bamsz olarak yrtp, karlalan ve ngrlemeyen karmak
sorunlarn zm iin yeni stratejik yaklamlar gelitirerek sorumluluk alp,
liderlik yaparak zm retebilme (Bamsz alabilme, Sorumluluk Alabilme
ve renme Yetkinlii).
X
Endstri Mhendislii alma alanlarndaki gncel gelimeleri ve kendi
almalarn, nicel-nitel veriler ile destekleyerek, gerekli dzeyde bilgisayar
yazlm ile birlikte biliim ve iletiim teknolojilerini kullanarak, sosyal ilikileri
eletirel bir bak as ile inceleyip gelitirerek ve gerektiinde deitirerek
alanndaki ve alan dndaki gruplara, yazl, szl ve grsel olarak sistemli
biimde aktarabilme (letiim ve Sosyal Yetkinlik).
X
Bir yabanc dili yeterli dzeyde kullanarak szl ve yazl iletiim kurabilme,
kendi almalarn, Endstri Mhendislii alanlarndaki uluslararas
platformlarda, yazl, szl ve/veya grsel olarak aktarabilme (Yabanc Dilde
letiim ve Sosyal Yetkinlik).
X
Endstri Mhendislii alma alanlar ile ilgili verilerin toplanmas,
yorumlanmas, uygulanmas ve duyurulmas aamalarnda toplumsal, bilimsel,
kltrel ve etik deerleri gzeterek denetleyebilme, bu deerleri retebilme,
ilgili konularda strateji, politika ve uygulama planlar gelitirebilme ve elde edilen
sonular, kalite sreleri erevesinde deerlendirebilme, zmsedii bilgiyi,
problem zme ve/veya uygulama becerilerini, disiplinleraras almalarda
kullanabilme (Alana zg Yetkinlik).
1: Az, 2. Ksmi, 3. Tam

Relationship between the Course and Industrial Engineering Curriculum

Program Outcomes
i.

ii.

iii.

iv.

v.

vi.

Level of
Contribution
1
2
3

Grasping interdisciplinary interaction related to ones area and developing and

intensifying the current and high knowledge in that area based upon the
competency in graduate level (knowledge).
By means of ability to use theoretical and practical information related to ones
area, to combine and interpret them with information from different disciplines
producing new information and solving the faced problems by related
searching methods (skill).
By means of the ability to critically analyze knowledge, skills and also a study
related to ones area that requires expertise on that area, directing and
continuing independently, developing new strategies for the problems that are
not foreseen and taking the responsibilities together with fulfilling the leader
role, the ability to produce solutions for that problems (competence to work
independently, competence to take responsibility, competence to learning).
X
By means of the ability to promote current development and studies by
supporting with qualitative and quantitative data and to use computer software
together with information and communication technologies with a required
level, critical analyzing, developing and altering, if required, social
relationships and the norms directing these relationships, establishing written
oral and visual communication with groups within ones or different fields
(communication and social competency).
Proficiency in a foreign language at least European Language Portfolio B2 X
Level- and establishing written, oral and visual communication with that
language for presenting ones studies in the international environment
(communication and social competency).
X
By means of the ability to inspect the steps like gathering, interpreting,
implementing and announcing related data with the ones area by overseeing
scientific, cultural and ethical norms, teaching these norms, developing
strategy, policy and action plans in related subjects and evaluating the obtained
results by making the use of quality processes, using the gathered information
and solving problems and/or implementation skills in the interdisciplinary
strategies (area specific competency).
1: Little, 2. Partial, 3. Full

Dzenleyen (Prepared by)

Prof. Dr. Elimhan Mahmudov

Tarih (Date)
13.06.2011

mza (Signature)