Operational Research

Module code: MA7077

You will be able to recognise, formulate, and classify linear and nonlinear optimization problems. With regards to linear optimisation (programming), you will learn the theory of the simplex method, and be able to use the method for solving problems with linear cost functions and constraints in the form of a convex polyhedron. In addition, you will learn techniques and methods for solving one-dimensional and multi-dimensional constrained and unconstrained nonlinear optimisation problems. You will be able to solve shortest path and minimal-tree problems, and should be familiar with basic notions and concepts from the theory of games.

Topics covered

Dynamic programming and allocating investments
Markov chains and sequential decision making
Networks and graph theory
Linear programming and the simplex method
The theory of games
Scheduling problems
Input-output analysis
Forecasting

Pre-Requisites

Linear Algebra
Real Analysis