BİLGİ PAKETİ / DERS KATALOĞU
| DEPARTMENT OF INDUSTRIAL ENGINEERING (ENGLISH) | |||||
| Bachelor | TR-NQF-HE: Level 6 | QF-EHEA: First Cycle | EQF-LLL: Level 6 | ||
Ders Genel Tanıtım Bilgileri
| Course Code: | 1411311007 | ||||||||
| Ders İsmi: | Stochastic Systems and Data Management | ||||||||
| Ders Yarıyılı: | Fall | ||||||||
| Ders Kredileri: |
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| Language of instruction: | EN | ||||||||
| Ders Koşulu: | |||||||||
| Ders İş Deneyimini Gerektiriyor mu?: | No | ||||||||
| Type of course: | Necessary | ||||||||
| Course Level: |
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| Mode of Delivery: | Face to face | ||||||||
| Course Coordinator : | Prof. Dr. Ramazan YAMAN | ||||||||
| Course Lecturer(s): | |||||||||
| Course Assistants: |
Dersin Amaç ve İçeriği
| Course Objectives: | This introductory course to stochastic optimization is an introduction to students in the decision making process under uncertainty: 1) Modeling uncertainty, 2) Changes brought by uncertainty to the decision making process, 3) Difficulties brought by uncertainty to optimization. Stochastic programming, also known as decision making under uncertainty, encompasses many disciplines. For example, operations research, mathematics, economics, statistics, finance, etc. It has been applied extensively especially in the fields of logistics, transportation, telecommunications, health, energy and finance. |
| Course Content: | This course will include 1) the basic theory, modeling, applications and solution methods of stochastic programming. 2) Suitable for students with knowledge of linear programming, probability and statistics courses. 3) Since it will be research-based, it will require literature review, problem detection and modeling in the field of stochastic programming. |
Learning Outcomes
The students who have succeeded in this course;
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Ders Akış Planı
| Week | Subject | Related Preparation |
| 1) | Course Introduction and Curriculum Description | text book |
| 2) | Optimization Concept and Optimization Techniques | text book |
| 3) | Optimization and Stochastic Programming Under Uncertainties | text book |
| 4) | Optimization and Stochastic Programming Under Uncertainties | text book |
| 5) | Random Variables and Probability Distributions | text book |
| 6) | Value of Knowledge and Stochastic Solution + Gams | text book |
| 7) | Progressive Hedging Algorithm (PHA) | text book |
| 8) | midterm | text book |
| 9) | Chance Constrained Optimization | text kitabı |
| 10) | Chance Constrained Optimization | text book |
| 11) | Benders Decomposition | text book |
| 12) | Multistage Stochastic Programming + Fuzzy Programming + CBDO | text book |
| 13) | Project Presentations (L'Shaped , Dantzig Wolfe) | text book |
| 14) | Project Presentations (L'Shaped , Dantzig Wolfe) | text book |
| 15) | Project Presentations (L'Shaped , Dantzig Wolfe) | text book |
| 16) | final | text book |
Sources
| Course Notes / Textbooks: | ders kitabı-text book |
| References: | Introduction to Stochastic Programming, J. R. Birge and F. Louveaux, 2011, Springer Lectures on Stochastic Programming: Modeling and Theory, A. Shapiro, D. Dentcheva, and A. Ruszczynski, 2009, MPS-SIAM "A. Shapiro, D. Dentcheva, A. Ruszczyński: Lecture Notes on Stochastic Programming Modeling and Theory, SIAM and MPS, 2009 (free on-line copy available)" |
Ders - Program Öğrenme Kazanım İlişkisi
| Ders Öğrenme Kazanımları | 1 |
2 |
3 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Program Outcomes | ||||||||||||||
| 1) Adequate knowledge of mathematics (a), science (b) and industrial engineering (c) (1) and the ability to use this knowledge in complex engineering problems. | ||||||||||||||
| 2) Ability to work effectively both individually and in interdisciplinary and multidisciplinary teams. | ||||||||||||||
| 3) Awareness of the necessity of lifelong learning and the ability to access information, to follow developments in science and technology, and to constantly renew oneself. | ||||||||||||||
| 4) Knowledge of project management, risk management, innovation and change management, entrepreneurship and sustainable development | ||||||||||||||
| 5) Awareness of the sectors and the ability to prepare a business plan. | ||||||||||||||
| 6) Professional and ethical responsibility awareness and acting in accordance with ethical principles. | ||||||||||||||
| 7) Information about the problems of the age in the field of engineering and the effects and legal consequences of engineering practices on health, environment and safety in universal and social dimensions. | ||||||||||||||
| 8) Information about current engineering practices and standards used in engineering practices. | ||||||||||||||
| 9) The ability to identify, formulate and solve complex engineering problems, and the ability to select and apply appropriate analysis and modeling methods for this purpose. | ||||||||||||||
| 10) The ability to design a complex system, process, device or product using modern methods under realistic constraints and conditions and to meet specific requirements. | ||||||||||||||
| 11) The ability to develop, select and use modern techniques and tools necessary for the solution of engineering problems, and the ability to use information technologies effectively. | ||||||||||||||
| 12) Ability to design and conduct experiments, collect data, analyze data and interpret results for the study of engineering problems or research issues. | ||||||||||||||
| 13) Ability to communicate effectively, write reports and make presentations in Turkish and English with oral, written and visual methods. | ||||||||||||||
| 14) In-depth knowledge of appropriate analytical and experimental methods and computational methods for system integration such as simulation (a), production systems (b) operations research (c) and statistics (d). | ||||||||||||||
| 15) Skills in designing (a) and improving (b), defining goals and criteria (c), analyzing (d) and developing solutions (e) systems that include people, materials, information, equipment and energy to creatively solve real-life problems | ||||||||||||||
Ders - Öğrenme Kazanımı İlişkisi
| No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
| Program Outcomes | Level of Contribution | |
| 1) | Adequate knowledge of mathematics (a), science (b) and industrial engineering (c) (1) and the ability to use this knowledge in complex engineering problems. | |
| 2) | Ability to work effectively both individually and in interdisciplinary and multidisciplinary teams. | |
| 3) | Awareness of the necessity of lifelong learning and the ability to access information, to follow developments in science and technology, and to constantly renew oneself. | |
| 4) | Knowledge of project management, risk management, innovation and change management, entrepreneurship and sustainable development | |
| 5) | Awareness of the sectors and the ability to prepare a business plan. | |
| 6) | Professional and ethical responsibility awareness and acting in accordance with ethical principles. | |
| 7) | Information about the problems of the age in the field of engineering and the effects and legal consequences of engineering practices on health, environment and safety in universal and social dimensions. | |
| 8) | Information about current engineering practices and standards used in engineering practices. | |
| 9) | The ability to identify, formulate and solve complex engineering problems, and the ability to select and apply appropriate analysis and modeling methods for this purpose. | |
| 10) | The ability to design a complex system, process, device or product using modern methods under realistic constraints and conditions and to meet specific requirements. | |
| 11) | The ability to develop, select and use modern techniques and tools necessary for the solution of engineering problems, and the ability to use information technologies effectively. | |
| 12) | Ability to design and conduct experiments, collect data, analyze data and interpret results for the study of engineering problems or research issues. | 5 |
| 13) | Ability to communicate effectively, write reports and make presentations in Turkish and English with oral, written and visual methods. | |
| 14) | In-depth knowledge of appropriate analytical and experimental methods and computational methods for system integration such as simulation (a), production systems (b) operations research (c) and statistics (d). | 5 |
| 15) | Skills in designing (a) and improving (b), defining goals and criteria (c), analyzing (d) and developing solutions (e) systems that include people, materials, information, equipment and energy to creatively solve real-life problems |
Öğrenme Etkinliği ve Öğretme Yöntemleri
| Anlatım | |
| Bireysel çalışma ve ödevi | |
| Course | |
| Grup çalışması ve ödevi | |
| Homework |
Ölçme ve Değerlendirme Yöntemleri ve Kriterleri
Assessment & Grading
| Semester Requirements | Number of Activities | Level of Contribution |
| Homework Assignments | 2 | % 10 |
| Project | 1 | % 10 |
| Midterms | 1 | % 20 |
| Semester Final Exam | 1 | % 40 |
| total | % 80 | |
| PERCENTAGE OF SEMESTER WORK | % 40 | |
| PERCENTAGE OF FINAL WORK | % 40 | |
| total | % 80 | |
İş Yükü ve AKTS Kredisi Hesaplaması
| Activities | Number of Activities | Duration (Hours) | Workload |
| Course Hours | 14 | 3 | 42 |
| Study Hours Out of Class | 14 | 6 | 84 |
| Presentations / Seminar | 1 | 6 | 6 |
| Homework Assignments | 2 | 10 | 20 |
| Midterms | 1 | 2 | 2 |
| Final | 1 | 3 | 3 |
| Total Workload | 157 | ||