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 |
Taught in Gaelic? | No |
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 (not applicable to Visiting Students)
Pre-requisites |
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Co-requisites | |
Prohibited Combinations | |
Other requirements | None |
Additional Costs | None |
Course Delivery Information
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Delivery period: 2011/12 Full Year, 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 |
Week 1, Monday, 11:10 - 13:00, Zone: King's Buildings. Lecture Theatre 1, Grant Institute |
Exam Information |
Exam Diet |
Paper Name |
Hours:Minutes |
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Main Exam Diet S2 (April/May) | Dynamic and Integer Programming | 2:00 | | |
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
None |
Additional Information
Academic description |
Not entered |
Syllabus |
Not entered |
Transferable skills |
Not entered |
Reading list |
Not entered |
Study Abroad |
Not entered |
Study Pattern |
Not entered |
Keywords | DIP |
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 2011 The University of Edinburgh - 16 January 2012 6:25 am
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