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
Personal development skills
- Problem solving
- Application of numeracy skills
- Specialist skills
Course survey results
(2012/13 - 2014/15 combined)
1 = "best" score, 5 = "worst" scoreThe scores below are average responses.
Response rate: 79%
Question |
Average | ||||||
---|---|---|---|---|---|---|---|
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) |
|