SAS - Probabilistic and Deterministic Models of Decision Optimization 2400-ZEWW318
1. Subject of operational research. Model of the decision-making process
2. Linear programming. Simplex method. Duality in linear programming. Parametric programming (LP)
3. Integer programming. The method of division and constraints (LP)
4. Nonlinear Programming: unconstrained and constrained optimization (NLP)
5. The allocation issue (ASSIGN)
6. The transportation task (TRANS)
7. Network flows. Shortest path, maximum flow, additional restrictions (NETFLOW)
8. Pseudorandom number generators
9. Monte Carlo integration methods
Type of course
Learning outcomes
Student is expected to acquire the ability to formulate and model probabilistic and deterministic decision optimization problems using the SAS System in the following areas: self-building a mathematical model, selection of an appropriate method (algorithm) for solving a task, presentation and interpretation of data and obtained results.
This subject is part of the Data Mining Certificate Program conducted in cooperation with SAS Institute Polska. Completing the course increases the competences of participants in the labor market, giving them theoretical and practical foundations in the field of probabilistic and deterministic methods of decision optimization.
SU05, SU06, SK01, SK03, SU04, SU03, SU02, SU01, SW03, SW02, SW01, SW04, SW05, SK02, SK04
Assessment criteria
Form of crediting the course: preparation of a final project which is a solution to the problem of decision optimization with the use of selected optimization methods learned during classes. The final project should contain the formulation of the research problem, data description, the method of solving the task using SAS procedures, the code of the program implementing the solution, a report containing tables and result charts along with the interpretation of the obtained results, and final conclusions. The final grade also includes points for homework-solving activities.
Classes conducted in a computer laboratory (in the academic year 2020/2021, classes in remote mode)
Bibliography
Obligatory literature:
1. Renata Dudzińska-Baryła, Optymalizacja decyzji w module SAS/OR, Akademia Ekonomiczna, Katowice 2008.
2. Tadeusz Trzaskalik, Wprowadzenie do badań operacyjnych z komputerem, PWE, Warszawa 2007.
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
Supplementary literature:
1. SAS Institute Inc., SAS/OR 9.1 User's Guide: Mathematical Programing, SAS Institute Inc., Cary, NC, USA 2004
2. Giuseppe Calafiore and Fabrizio Dabbene, Probabilistic and Randomized Methods for
Design under Uncertainty, Springer, London 2006
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: