Undergraduate Course: Fundamentals of Operational Research (MATH10065)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 10 (Year 4 Undergraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | Dynamic programming is a neat way of solving sequential decision optimization problems. Integer Programming provides a general method of solving problems with logical constraints. Game theory is concerned with mathematical modelling of behaviour in competitive strategic situations in which the success of strategic choices of one individual (person, company, server, ...) depends on the choices of others. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | Student must not have taken :
MATH09002 Discrete Programming & Game Theory or MATH11089 Dynamic and Integer Programming |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | No |
Course Delivery Information
|
| Delivery period: 2013/14 Semester 1, Available to all students (SV1)
|
Learn enabled: Yes |
Quota: None |
Web Timetable |
Web Timetable |
| Course Start Date |
17/09/2013 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 22,
Seminar/Tutorial Hours 5,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
69 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
80 %,
Coursework
20 %,
Practical Exam
0 %
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S2 (April/May) | Fundamentals of Operational Research | 2:00 | | | | Main Exam Diet S1 (December) | Fundamentals of Operational Research (MATH10065) | 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 logical constraints. Ability to find optimal and equilibrium strategies for zero- and nonzero-sum 2x2 matrix games. Mastery of the theory underlying the solution methods. |
Assessment Information
| See 'Breakdown of Assessment Methods' and 'Additional Notes', above. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Dynamic Programming
Multistage decision processes; principle of optimality. Applications: network problems; inventory problem; resource allocation problem; knapsack problem; stochastic problems.
Integer Programming
Modelling: set=up costs, batch production, limited number of production methods. Logical constraints; set covering problems; systematic conversion of logical expression to IP constraints. Solution techniques: branch=and bound; Gomory pure integer cuts.
Game Theory
Optimal strategies in face of uncertainty (minimax and maximin). Two=person zero sum games, dominated strategies, saddle points, non=zero sum games, reaction curves and Nash equilibria. |
| Transferable skills |
Not entered |
| Reading list |
Introduction to Operations Research, F. S. Hillier and G. Lieberman, McGraw-Hill Higher Education, 9th edition. ISBN-10: 0071267670 |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | FuOR |
Contacts
| Course organiser | Dr Andreas Grothey
Tel: (0131 6)50 5747
Email: Andreas.Grothey@ed.ac.uk |
Course secretary | Mrs Alison Fairgrieve
Tel: (0131 6)50 5045
Email: Alison.Fairgrieve@ed.ac.uk |
|
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|
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