Operations Research

Module code: MA7077

Module co-ordinator: Ivan Tyukin

Module Outline

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

  • 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

Learning

  • 33 one-hour lectures
  • 10 one-hour workshops

Assessment

  • Exam, two hours (50%)
  • Coursework (50%) 

Pre-Requisites

  • Linear Algebra  
  • Real Analysis