## MA205-5-SP-CO:Optimisation (Linear Programming)

The details
2023/24
Mathematics, Statistics and Actuarial Science (School of)
Colchester Campus
Spring
Current
Monday 15 January 2024
Friday 22 March 2024
15
09 August 2023

Requisites for this module
MA114
(none)
MA114
(none)

MA305, MA306

## Key module for

BSC N233 Actuarial Science (Including Placement Year),
BSC N323 Actuarial Science,
BSC N324 Actuarial Science (Including Year Abroad),
BSC N325 Actuarial Science (Including Foundation Year),
BSC L1G1 Economics with Mathematics,
BSC L1G3 Economics with Mathematics (Including Placement Year),
BSC L1G8 Economics with Mathematics (Including Foundation Year),
BSC L1GC Economics with Mathematics (Including Year Abroad),
BSC G1G4 Mathematics with Computing (Including Year Abroad),
BSC G1G8 Mathematics with Computing (Including Foundation Year),
BSC G1GK Mathematics with Computing,
BSC G1IK Mathematics with Computing (Including Placement Year),
BSC I1G3 Data Science and Analytics,
BSC I1GB Data Science and Analytics (Including Placement Year),
BSC I1GC Data Science and Analytics (Including Year Abroad),
BSC I1GF Data Science and Analytics (Including Foundation Year),
MSCIN399 Actuarial Science and Data Science

## Module description

An introduction to the methods of linear programming, including both theoretical and computational aspects.

## Module aims

No information available.

## Module learning outcomes

By the end of the module, students will be expected to:

1. formulate an appropriate linear programming model, from a written description of a problem environment, whose solution would actually solve the problem;

2. recognise the scope and limitations of linear programming modelling and appreciate its position within the Operational Research discipline;

3. solve any (small) linear programming problem using an appropriate version of the Simplex Algorithm;

4. perform sensitivity analysis on an optimal solution;

5. use Duality Theory to prove basic theorems of Linear Programming and apply Duality Theory to recognize optimality, infeasibility or unboundedness in a linear program;

6. outline the Transportation Simplex Algorithm and find basic feasible solutions.

## Module information

Indicative 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

## Learning and teaching methods

Teaching in the department will be delivered using a range of face to face lectures, classes and lab sessions as appropriate for each module. Modules may also include online only sessions where it is advantageous, for example for pedagogical reasons, to do so.

## Bibliography*

• Winston, W.L. (2004) Operations research: applications and algorithms. 4th ed. Australia: Thomson Brooks/Cole.
The above list is indicative of the essential reading for the course.
The library makes provision for all reading list items, with digital provision where possible, and these resources are shared between students.

## Assessment items, weightings and deadlines

Coursework / exam Description Deadline Coursework weighting
Coursework   Assignment 1  23/02/2024
Coursework   Assignment 2  22/03/2024
Exam  Main exam: In-Person, Open Book (Restricted), 120 minutes during Summer (Main Period)
Exam  Reassessment Main exam: In-Person, Open Book (Restricted), 120 minutes during September (Reassessment Period)

### 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.

Coursework Exam
20% 80%

### Reassessment

Coursework Exam
20% 80%
Module supervisor and teaching staff

Availability
Yes
Yes
No

## External examiner

Dr Yinghui Wei
University of Plymouth
Dr Murray Pollock
Newcastle University
Director of Statistics / Senior Lecturer
Resources
Available via Moodle
Of 33 hours, 33 (100%) hours available to students:
0 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).

Further information

* Please note: due to differing publication schedules, items marked with an asterisk (*) base their information upon the previous academic year.

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