Department of Mathematical Sciences, Unit Catalogue 2011/12 |
|
Credits: | 6 |
Level: | Honours (FHEQ level 6) |
Period: |
Semester 1 |
Assessment: | EX 100% |
Supplementary Assessment: | MA30087 Mandatory extra work (where allowed by programme regulations) |
Requisites: | Before taking this unit you must take MA10207 and take MA10210 |
Description: | Aims & Learning Objectives: Aims: To present methods of optimisation commonly used in OR, to explain their theoretical basis and give an appreciation of the variety of areas in which they are applicable. Objectives: On completing the course, students should be able to * Recognise practical problems where optimisation methods can be used effectively * Implement appropriate algorithms, and understand their procedures * Understand the underlying theory of linear programming problems, especially duality. Content: The Nature of OR: Brief introduction. Linear Programming: Basic solutions and the fundamental theorem. The simplex algorithm, two phase method for an initial solution. Interpretation of the optimal tableau. Applications of LP. Duality. Topics selected from: Sensitivity analysis and the dual simplex algorithm. Brief discussion of Karmarkar's method. The transportation problem and its applications, solution by Dantzig's method. Network flow problems, the Ford-Fulkerson theorem. Non-linear Programming: Revision of classical Lagrangian methods. Kuhn-Tucker conditions, necessity and sufficiency. Illustration by application to quadratic programming. |
Programme availability: |
MA30087 is Optional on the following programmes:Department of Biology & Biochemistry
|