Undergraduate Course: Mathematical Programming (BUST10011)
Course Outline
| School | Business School |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 10 (Year 3 Undergraduate) |
Availability | Available to all students |
| SCQF Credits | 20 |
ECTS Credits | 10 |
| Summary | Optimisation problems are concerned with optimising an objective function subject to a set of constraints. When optimisation problems are translated in algebraic form, we refer to them as mathematical programs. Mathematical programming, as an area within Operational Research / Management Science (OR/MS), is concerned with strategies and methods for solving mathematical programs. In this course, we address model building and validation in OR/MS, present a variety of typical OR/MS problems and their formulations, provide general tips on how to model certain managerial situations, and discuss solution strategies and present solution methods for linear programs, non-linear programs and integer programs. Last, but not least, students are encouraged to use computer software for solving mathematical programs and to interpret computer output. |
| Course description |
The 4 main topics covered in this course are: Introduction to OR/MS and Model Building, Linear Programming, Integer Programming, Non-linear Programming.
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Information for Visiting Students
| Pre-requisites | A pass in Management Science and Information Systems (BUST08007) OR
Management Science and Operations Planning (BUST10020) equivalents.
Visiting students should have at least 3 Business Studies courses at grade B or above (or be predicted to obtain this). We will only consider University/College level courses.
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Course Delivery Information
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| Academic year 2014/15, Available to all students (SV1)
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Quota: None |
| Course Start |
Semester 2 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
200
(
Lecture Hours 20,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 4,
Directed Learning and Independent Learning Hours
174 )
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| Assessment (Further Info) |
Written Exam
70 %,
Coursework
30 %,
Practical Exam
0 %
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| Additional Information (Assessment) |
By one project (30%) and a final examination (70%).
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| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
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| Main Exam Diet S2 (April/May) | | 2:00 | |
Learning Outcomes
Objective/Learning Outcomes
Knowledge and Understanding
On completion of the course students should:
(i) be able to assess critically the utility of a number of mathematical programming techniques
(ii) be able to describe mathematical programming solution techniques
(iii) be able to use mathematical programming methods to model management decision problems.
Cognitive Skills
On completion of the course students should:
(i) demonstrate ability in deciding whether a problem is amenable to solution by mathematical programming techniques
(ii) demonstrate ability in using mathematical programming solution techniques
(iii) demonstrate ability in explaining the solution to mathematical programming models.
Key Skills
On completion of the course students should:
(i) be able to formulate problems in mathematical programming terms
(ii) be able to solve mathematical programming problems using commercial software.
(iii) be able to communicate mathematical programming solutions to non-specialists.
Subject Specific Skills
On completion of the course students should:
(i) have extended their model building skills
(ii) have increased their model solution skills.
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Reading List
Recommended Reading:
1. S. P. Bradley, A. C. Hax, and T. L. Magnanti (1977), Applied Mathematical Programming, Addison-Wesley. [JCM Library shelfmark QA402.5 Bra; copy on order for Main Library HUB Reserve};
2. M. S. Bazaraa, H. D. Sherali, C. M. Shetty (2006), Nonlinear Programming: Theory and Algorithms, third edition, Wiley. [Copy in Main Library HUB Reserve shelfmark T57.8 Baz].
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Additional Information
| Graduate Attributes and Skills |
Not entered |
| Additional Class Delivery Information |
There will be four x two-hour non-compulsory tutorials 4.10-6pm on Thursdays in Weeks 2,5,9 and 11. |
| Keywords | mathematical programming, operational research, model building |
Contacts
| Course organiser | Dr Jamal Ouenniche
Tel: (0131 6)50 3792
Email: Jamal.Ouenniche@ed.ac.uk |
Course secretary | Ms Patricia Ward-Scaltsas
Tel: (0131 6)50 3823
Email: Patricia.Ward-Scaltsas@ed.ac.uk |
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