MA205-5-SP-CO:
Optimisation (Linear Programming)
2016/17
Mathematics, Statistics and Actuarial Science (School of)
Colchester Campus
Spring
Undergraduate: Level 5
Current
15
-
Requisites for this module
MA114
(none)
(none)
(none)
MA305, MA306
BSC L1G1 Economics with Mathematics,
BSC L1G3 Economics with Mathematics (Including Placement Year),
BSC L1GC Economics with Mathematics (Including Year Abroad),
BSC G100 Mathematics,
BSC G102 Mathematics (Including Year Abroad),
BSC G103 Mathematics (Including Placement Year),
BSC G104 Mathematics (Including Foundation Year)
An introduction to the methods of linear programming, including both theoretical and computational aspects.
Syllabus:
Formulation of linear programming models
Graphical solution
The Simplex Algorithm, Two-Phase Simplex and Revised Simplex
Duality, Complementary Slackness and Dual Simplex
Sensitivity Analysis
Transportation Problem
Implementation of some of these ideas using MATLAB.
On completion of the course students will be able to:
- formulate an appropriate linear programming model, from a written description of a problem environment, whose solution would actually solve the problem;
- recognise the scope and limitations of linear programming modelling and appreciate its position within the Operational Research discipline;
- solve any (small) linear programming problem using an appropriate version of the Simplex Algorithm;
- perform sensitivity analysis on an optimal solution;
- use Duality Theory to prove basic theorems of Linear Programming and apply Duality Theory to recognize optimality, infeasibility or unboundedness in a linear program;
- apply the Transportation Simplex Algorithm under a variety of scenarios.
-make use of the MATLAB computer package to solve linear programming problems.
No information available.
No information available.
Available to Socrates /IP students spending all relevant terms at Essex.
This module has two one hour lectures each week, an additional lecture in even-numbered weeks and a class in odd-numbered weeks.
In the Summer term 3 hours of revision lectures are given.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
| Coursework |
Homework 1 |
|
|
| Coursework |
Homework 2 |
|
|
| Coursework |
Homework 3 |
|
|
| Coursework |
Homework 4 |
|
|
| Exam |
Main exam: 120 minutes during Summer (Main Period)
|
Additional coursework information
Information about coursework deadlines can be found in the "Coursework Information" section of the Current Students, Useful Information Maths web pages: Coursework and Test Information
Exam format definitions
- Remote, open book: Your exam will take place remotely via an online learning platform. You may refer to any physical or electronic materials during the exam.
- In-person, open book: Your exam will take place on campus under invigilation. You may refer to any physical materials such as paper study notes or a textbook during the exam. Electronic devices may not be used in the exam.
- In-person, open book (restricted): The exam will take place on campus under invigilation. You may refer only to specific physical materials such as a named textbook during the exam. Permitted materials will be specified by your department. Electronic devices may not be used in the exam.
- In-person, closed book: The exam will take place on campus under invigilation. You may not refer to any physical materials or electronic devices during the exam. There may be times when a paper dictionary,
for example, may be permitted in an otherwise closed book exam. Any exceptions will be specified by your department.
Your department will provide further guidance before your exams.
Overall assessment
Reassessment
Module supervisor and teaching staff
Dr Gerald Williams, email gwill@essex.ac.uk, tel 01206 873035
Miss Claire Watts, Department Manager, Tel. 01206 873040, email cmwatts@essex.ac.uk
Yes
Yes
No
Prof Lazoros Papageorgiou
University College London
Professor
Available via Moodle
Of 33 hours, 30 (90.9%) hours available to students:
3 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).
Disclaimer: The University makes every effort to ensure that this information on its Module Directory is accurate and up-to-date. Exceptionally it can
be necessary to make changes, for example to programmes, modules, facilities or fees. Examples of such reasons might include a change of law or regulatory requirements,
industrial action, lack of demand, departure of key personnel, change in government policy, or withdrawal/reduction of funding. Changes to modules may for example consist
of variations to the content and method of delivery or assessment of modules and other services, to discontinue modules and other services and to merge or combine modules.
The University will endeavour to keep such changes to a minimum, and will also keep students informed appropriately by updating our programme specifications and module directory.
The full Procedures, Rules and Regulations of the University governing how it operates are set out in the Charter, Statutes and Ordinances and in the University Regulations, Policy and Procedures.