? Credit Points : 10  ? SCQF Level : 11  ? Acronym : MAT-P-MP

Convexity;

Linear Programming: model formulation, simplex method: tableau form, revised SM, geometric interpretation, sensitivity analysis;

Extensions and applications of LP: goal programming, data envelopment analysis (DEA), transportation problems, piecewise linear objective, cutting plane methods;

Duality in LP, Lagrangian Relaxation; Solving LP problems using commercial mathematical programming software;

Public domain software for optimization, NEOS.

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 2 hour(s) per week for 10 weeks

Knowledge of basic mathematical programming techniques. Ability to formulate decision problems as mathematical programmes. Ability to solve simple problems and to use the right software to solve complicated problems.

Course work 15%, Exam 85%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST December 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Mrs Frances Reid
Tel : (0131 6)50 4883
Email : f.c.reid@ed.ac.uk

Course Organiser

Dr Julian Hall
Tel : (0131 6)50 5075
Email : J.A.J.Hall@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/