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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2011/2012
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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Dynamic and Integer Programming (MATH11089)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Course typeStandard AvailabilityNot available to visiting students
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) Credits10
Home subject areaMathematics Other subject areaNone
Course website None Taught in Gaelic?No
Course descriptionDynamic 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 Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Course Delivery Information
Delivery period: 2011/12 Full Year, Not available to visiting students (SS1) 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
Main Exam Diet S2 (April/May)Dynamic and Integer Programming2:00
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
KeywordsDIP
Contacts
Course organiserDr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk
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