Postgraduate Course: Dynamic and Integer Programming (MATH11089)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Not available to visiting students |
Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
None |
Course website |
None |
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Course description |
Dynamic Programming: Sequential decision processes. Principle of optimality. Applications: network, inventory, option pricing, resource allocation problem, knapsack problems. Stochastic problems. Lagrangian relaxation: The Lagrangian Dual, finding approximate solutions and bounds.
Integer programming: modelling, relaxations, unimodularity, Branch and Bound, Gomory cuts, knapsack problems. |
Entry Requirements
Pre-requisites |
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Co-requisites |
|
Prohibited Combinations |
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Other requirements |
None
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Additional Costs |
None |
Course Delivery Information
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Delivery period: 2010/11 Semester 1, Not available to visiting students (SS1)
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WebCT enabled: Yes |
Quota: None |
Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
No Classes have been defined for this Course |
First Class |
First class information not currently available |
Summary of Intended Learning Outcomes
Ability to formulate and solve a sequential decision optimization problem. Ability to formulate and solve optimization problems with integer variables. |
Assessment Information
Continuous assessment 25%; Examination 75%. |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary |
Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 6:19 am
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