Postgraduate Course: Fundamentals of Optimization (MATH11111)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Not available to visiting students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | None |
| Course website |
https://info.maths.ed.ac.uk/teaching |
Taught in Gaelic? | No |
| Course description | Convexity; Linear Programming: model formulation, simplex method (SM): tableau form, revised SM, geometric interpretation, sensitivity analysis; Extensions and applications of LP: goal programming, data envelopment analysis (DEA), network optimization 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. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Course Delivery Information
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| Delivery period: 2012/13 Semester 1, Not available to visiting students (SS1)
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WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
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| Main Exam Diet S1 (December) | Fundamentals of Optimization | 2:00 | | |
Summary of Intended Learning Outcomes
| Knowledge of basic optimization techniques. Ability to formulate decision problems as optimization problems. Ability to solve simple problems and to use the right software to solve complicated problems. |
Assessment Information
| Continuous Assessment 15%; Examination 85% |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | FuO |
Contacts
| Course organiser | Dr Julian Hall
Tel: (0131 6)50 5075
Email: |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: |
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