Undergraduate Course: Linear Programming, Modelling and Solution (MATH10073)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 10 (Year 3 Undergraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | Linear programming (LP) is the fundamental modelling technique in optimal decision-making. This course will introduce the concepts of LP modelling, explore the mathematical properties of general LP problems and study the theory of the simplex algorithm as a solution technique. Students will use the Xpress mathematical programming system to create, solve and analyse case studies and then present their work in oral and written form. |
| Course description |
Linear programming
Decision variables, objective function, bounds and constraints. The feasible region; geometric and algebraic characterisation of an optimal solution. The dual of an LP problem and duality theory. Theory underlying sensitivity and fair prices.
Modelling
Introduction to the Xpress mathematical programming system as a means of modelling, solving and analysing LP case studies. Exploration of the modelling language Mosel to define index sets, data arrays, decision variables, constraints, solve LP problems, analyse problem sensitivity and report the results in a suitable format for further processing using Excel.
Solution
Study of the simplex algorithm for LP problems. Geometric and algebraic concepts underlying the algorithm and consequences for solution methods. Proof of termination for non-degenerate LPs. Theory of the standard (tableau) simplex method and the revised simplex method (but no hand calculations!)
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Information for Visiting Students
| Pre-requisites | None |
| High Demand Course? |
Yes |
Course Delivery Information
|
| Academic year 2015/16, Available to all students (SV1)
|
Quota: 54 |
| Course Start |
Semester 2 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 15,
Seminar/Tutorial Hours 5,
Supervised Practical/Workshop/Studio Hours 10,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
66 )
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| Assessment (Further Info) |
Written Exam
50 %,
Coursework
50 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
Coursework 50%, Examination 50% |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | MATH10073 Linear Programming, Modelling and Solution | 1:30 | |
Learning Outcomes
Ability to model, solve and analyse a simple case study using Xpress and
present an investigation of that case study in oral and written form.
Understanding of the mathematical theory underlying LP and the simplex
algorithm as a method of solution.
|
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 |
| Study Abroad |
Not Applicable. |
| Keywords | LPMS |
Contacts
| Course organiser | Dr Julian Hall
Tel: (0131 6)50 5075
Email: |
Course secretary | Mr Brett Herriot
Tel: (0131 6)50 4885
Email: |
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