Undergraduate Course: Fundamentals of Operational Research (MATH10065)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 10 (Year 4 Undergraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | 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. |
| Course description |
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.
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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 |
Information for Visiting Students
| Pre-requisites | None |
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 1 |
Timetable |
Timetable |
| 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 )
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| Assessment (Further Info) |
Written Exam
80 %,
Coursework
20 %,
Practical Exam
0 %
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| Additional Information (Assessment) |
Coursework 20%, Examination 80% |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S1 (December) | MATH10065 Fundamentals of Operational Research | 2:00 | |
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.
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Reading List
| Introduction to Operations Research, F. S. Hillier and G. Lieberman, McGraw-Hill Higher Education, 9th edition. ISBN-10: 0071267670 |
Additional Information
| Graduate Attributes and Skills |
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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