SAS - Probabilistic and Deterministic Models of Decision Optimization 2400-IiE3ZMOD2
1. The subject of operational research. Model of the decision-making process
2. Linear programming. The simplex method. Duality in linear programming. Parametric programming (LP)
3. Integer programming. Branch and bound method. Binary programming (LP).
4. Non-linear optimization without and with constraints (NLP)
5. Assignment problem (ASSIGN)
6. Transportation problem (TRANS)
7. Flows in networks. Shortest path, maximum flow, additional restrictions (NETFLOW)
8. Comments on multicriteria programming, interactive programming, genetic optimization.
9. Matrix operations in SAS (IML)
10. Advanced SAS array operations (IML)
11. Pseudorandom number generators
12. Integration with Monte Carlo methods
13. Economic simulations
14. VaR calculation
15. Methods of reduction of variance
16. Bootstrap method
Type of course
It is expected to acquire the ability to formulate and model problems of probabilistic and deterministic decision optimization using the SAS System in the area of: independent construction of a mathematical model, selection of the appropriate method (algorithm) to solve a task, presentation and interpretation of data and results. The subject is part of the Data Mining Certificate Program, consisting of seven blocks, run in cooperation with SAS Institute Polska. Completing the course increases the competences of participants of the classes on the labor market, giving them theoretical and practical foundations in the scope of probabilistic and deterministic methods of decision optimization.
KW01, KW02, KW03, KU01, KU02, KW03, KK01, KK02, KK03
Preparing a project that solves the problem of optimizing decisions by means of selected optimization methods learned during classes. The project should include the formulation of the problem, a description of the data, the method of solving the task by means of SAS procedures, the code of the program implementing the solution, a report containing tables and result charts together with the interpretation of the results, final conclusions.
The project is carried out outside the classroom in the computer room. Presence and activity in the classroom is also taken into account when determining the final grade of the classes
1. Renata Dudzińska-Baryła, Optymalizacja decyzji w module SAS/OR, Akademia Ekonomiczna, Katowice 2008.
2. Tadeusz Trzaskalik, Wprowadzenie do badań operacyjnych z komputerem, PWE, II wydanie zmienione, Warszawa 2008.
3. Xitao Fan, Akos Felsovalyi, Stephen A. Sivo, Sean C. Keenan, SAS for Monte Carlo Studies:A Guide for Quantitative Researchers, SAS Insitute Inc., Cary, NC, USA 2002
4. SAS Institute Inc., SAS/OR 9.1 User's Guide: Mathematical Programing, SAS Institute Inc., Cary, NC, USA 2004
5. Giuseppe Calafiore and Fabrizio Dabbene, Probabilistic and Randomized Methods for
6. Design under Uncertainty, Springer, London 2006
Information on level of this course, year of study and semester when the course unit is delivered, types and amount of class hours - can be found in course structure diagrams of apropriate study programmes. This course is related to the following study programmes:
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: