Undergraduate Course: Linear Programming, Modelling and Solution (MATH10073)
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 3 Undergraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | Linear programming (LP) is the fundamental modelling technique in optimal decision-making. This course will introduce the concepts of LP modelling, explore the mathematical properties of general LP problems and study the theory of the simplex algorithm as a solution technique. Students will use the Xpress mathematical programming system to create, solve and analyse case studies and then present their work in oral and written form. |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | No |
Course Delivery Information
|
| Delivery period: 2013/14 Semester 2, Available to all students (SV1)
|
Learn enabled: Yes |
Quota: 54 |
Web Timetable |
Web Timetable |
| Course Start Date |
14/01/2014 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
98 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
50 %,
Coursework
50 %,
Practical Exam
0 %
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S2 (April/May) | MATH10073 Linear Programming, Modelling and Solution | 2:00 | | |
Summary of Intended Learning Outcomes
Ability to model, solve and analyse a simple case study using Xpress and
present an investigation of that case study in oral and written form.
Understanding of the mathematical theory underlying LP and the simplex
algorithm as a method of solution. |
Assessment Information
| See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Linear programming
Decision variables, objective function, bounds and constraints. The feasible region; geometric and algebraic characterisation of an optimal solution. The dual of an LP problem and duality theory. Theory underlying sensitivity and fair prices.
Modelling
Introduction to the Xpress mathematical programming system as a means of modelling, solving and analysing LP case studies. Exploration of the modelling language Mosel to define index sets, data arrays, decision variables, constraints, solve LP problems, analyse problem sensitivity and report the results in a suitable format for further processing using Excel.
Solution
Study of the simplex algorithm for LP problems. Geometric and algebraic concepts underlying the algorithm and consequences for solution methods. Proof of termination for non-degenerate LPs. Theory of the standard (tableau) simplex method and the revised simplex method (but no hand calculations!) |
| 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 Applicable. |
| Study Pattern |
See 'Breakdown of Learning and Teaching activities' above. |
| Keywords | LPMS |
Contacts
| Course organiser | Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary | Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk |
|
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