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

Implementation of the revised simplex method; interior point methods for linear, quadratic and nonlinear optimization; sparse matrix techniques in optimization; decomposition methods: Benders and Dantzig-Wolfe decompositions; Newton method, self-concordant barriers, semidefinite programming; Applications of mathematical programming in finance, telecommunications, energy sector.

? Pre-requisites : PGs only

Home subject area

Operational Research, (School of Mathematics, Schedule P)

? Normal year taken : Postgraduate

? Delivery Period : Semester 2 (Blocks 3-4)

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

Understanding of practical methods of large-scale optimization and their modern implementations. Awareness of the practical complexity of the problems. Ability to model real-life problems as optimization problems. Ability to develop and implement an optimization technique.

Examination 100%

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 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/