METODI DI OTTIMIZZAZIONE PER L'INGEGNERIA A - L

Academic Year 2025/2026 - Teacher: Arturo BUSCARINO

Expected Learning Outcomes

This course aims to introduce students to the fundamental concepts of linear programming and stochastic programming in the context of engineering and business applications, where these techniques are employed for process optimization. The course covers both the theoretical foundations and methodological tools required to formulate and solve optimization problems, as well as their practical application to engineering challenges.


Knowledge and Understanding
Upon completion of the course, students will have acquired a solid understanding of the principles underlying the formulation and solution of linear, binary, and integer optimization problems, as well as sensitivity analysis. Additionally, students will gain foundational knowledge in statistics and probability, serving as an introduction to stochastic optimization problems.


Applied Knowledge and Understanding
Students will be capable of defining and solving constrained optimization problems, with particular emphasis on engineering applications. They will also be able to evaluate the optimality of the solutions obtained.


Judgement and Decision-Making
Students will develop the ability to select appropriate modeling and solution strategies for optimization problems, taking into account the complexity and feasibility of the methods employed.


Communication Skills
Students will be able to clearly communicate the costs, benefits, and rationale behind different optimization techniques. They will also be able to rigorously describe the characteristics of optimization problems and justify the decisions made during problem formulation, particularly in engineering processes constrained by limited resources.


Learning Skills
Students will be able to identify and consult relevant books and scientific publications that provide deeper insights and specialized knowledge on the optimization techniques covered in the course.

Course Structure

The course includes frontal lectures to acquire theoretical knowledge and exercises to develop the ability to model and solve optimization problems.

Required Prerequisites

Basic knowledge on Calculus.

Attendance of Lessons

Attending the course is not mandatory but highly recommended

Detailed Course Content

  • Introduction to Constrained Optimization Problems
    Overview of optimization problems, including the definition of objective functions and constraints, mathematical formulation, and illustrative examples from engineering applications.

  • Deterministic vs. Stochastic Models
    Problem definition and data collection; formulation of mathematical models; introduction to statistics and probability; stochastic distributions  (normal, exponential, weibull, ecc).

  • Linear Programming
    Classical examples and fundamental assumptions; standard and augmented forms; simplex method theory; artificial variables and equality constraints; Big-M method; duality; sensitivity analysis; brief overview of alternative linear programming solution methods.

  • Integer and Binary Programming
    Binary variables; branch-and-bound method; introduction to mixed-integer programming.

  • Introduction to Stochastic Optimization
    Evolutionary algorithms; simulation; introduction to statistical learning.

  • Textbook Information

    (1) F. S. Hillier, G. J. Lieberman, "Introduction to operation research", McGraw Hill, 2021

    (2) G. James, D. Witten, T. Hastie, R. Tibshirani, "An introduction to statistical learning", Springer, 2020

    Course Planning

     SubjectsText References
    1Introduction to optimization problems with engineering examplesBook (1) - chapter 1; Lecture notes
    2Deterministic modelsBook (1) - chapter 2
    3Stochastic modelsBook (1) - chapter 2
    4Basic concepts on statistics and probabilityLecture notes
    5Linear programming: classic examplesBook (1) - chapter 3
    6Linear programming: standard and augmented formsBook (1) - chapter 3
    7Linear programming: the simplex methodBook (1) - chapter 4
    8Linear programming: the big-M methodBook (1) - chapter 5
    9Duality and sensitivity analysisBook (1) - chapter 6-7
    10Integer programmingBook (1) - chapter 12
    11Binary programmingBook (1) - chapter 12
    12Mixed-integer programmingBook (1) - chapter 12
    13Stochastic optimizationBook (1) - chapter 14; Book (1) - chapter 20
    14Statistical learningBook (2)

    Learning Assessment

    Learning Assessment Procedures

    The examination will consist of a written test, aimed at assessing the ability to formulate and solve an optimization problem, and an oral test, aimed at evaluating theoretical and practical knowledge.

    Examples of frequently asked questions and / or exercises

    Example of Written Test:
    - Given a problem in verbal form, determine the decision variables, their domain, the objective function, and the constraints.
    - Determine the optimal solution using an appropriate method.
    - Perform a sensitivity analysis of the solution.

    Examples of Oral Test Questions:
    - Fundamental theorem of linear programming;
    - Duality;
    - Branch-and-bound method;
    - Weibull distribution.