MG4C6      Half Unit
Mathematical Programming: Theory and Algorithms

This information is for the 2016/17 session.

Teacher responsible

Dr Giacomo Zambelli NAB 3.36

Availability

This course is available on the MSc in Applicable Mathematics, MSc in Management, MSc in Management (CEMS MIM), MSc in Management (MiM Exchange), MSc in Management Science (Operational Research), MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and MSc in Statistics (Research). This course is available as an outside option to students on other programmes where regulations permit.

Pre-requisites

Students must have sufficient knowledge of linear algebra (linear independence, determinants, matrix inversion and manipulation) and of basic multivariate calculus (derivatives and gradients).

Course content

Introduction to theory and the solution of linear and nonlinear programming problems: including linear programming, duality, the simplex method, lagrangian duality, convex programming and KKT conditions, algorithms for linear and convex optimisation problems, theory of good formulations for integer linear programming models, integer linear programming methods (branch and bound and cutting cutting planes).

Teaching

20 hours of lectures and 15 hours of seminars in the LT.

A reading week will take place in W6. There will be no teaching during this week.

Indicative reading

Extensive lecture notes covering all parts of the course will be provided. Students interested in further readings can look at the books below:

  • D Bertsimas and J N Tsitsiklis, Introduction to Linear Optimization, Athena Scientific, 1997.
  • S Boyd and L Vandenberghe, Convex Optimization, Cambridge University Press, 2004.
  • M Conforti, G Cornuejols, G Zambelli, Integer Programming, Springer, 2014.

Assessment

Exam (100%, duration: 3 hours) in the main exam period.

Key facts

Department: Management

Total students 2015/16: 17

Average class size 2015/16: 8

Controlled access 2015/16: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills

Course survey results

(2012/13 - 2014/15 combined)

1 = "best" score, 5 = "worst" score

The scores below are average responses.

Response rate: 79%

Question

Average
response

Reading list (Q2.1)

2

Materials (Q2.3)

1.9

Course satisfied (Q2.4)

1.7

Lectures (Q2.5)

1.6

Integration (Q2.6)

1.6

Contact (Q2.7)

1.8

Feedback (Q2.8)

1.9

Recommend (Q2.9)

Yes

64%

Maybe

35%

No

1%