6121 (v.5) Advanced Optimisation Techniques 501
| Area: | Department of Mathematics and Statistics |
| Credits: | 25.0 |
| Contact Hours: | 3.0 |
| Lecture: | 3 x 1 Hours Weekly |
| Syllabus: | Linear programming - duality, the dual simplex algorithm, the revised simplex algorithm, decomposition techniques for large scale LPs. Integer programming - applications, techniques of cutting planes, implicit enumeration, and Branch and Bound. Non-linear programming - introduction to basic theory. |
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| Unit Outcomes: | On successful completion of this unit the student will have gained an understanding of the theory and application of various algorithms to solve a linear programming problems and a good understanding of the methods to solve combinatorial optimization problems. |
| Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information. |
| Unit References: | Calvert J.E. and Voxman W.L., 1989, 'Linear Programming', Harcourt Brace Javanovich. Chvatal, V., 1993, 'Linear Programming', Freeman. Garfinkel R.S. and Nemhauser G.L., 1972, 'Integer Programming', Wiley. Hiller F.S. and Lieberman G.T., 1990, 'Introduction to Operations Research', 5th Edition, McGraw-Hill. Murty K.G., 1976, 'Linear and Combinatorial Programming', John Wiley & Sons, New York. Papadimitriou C.H. and Steiglitz K., 1982, 'Combinatorial Optimisation. Algorithms and Complexity', Prentice-Hall. Winston W.L., 1994, 'Operations Research - Applications and Algorithms', Duxbury Press, Wadsworth. |
| Unit Texts: | No prescribed text. |
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| Unit Assessment Breakdown: | Assignments (two) 40%. Final Examination 60%. |
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | | |
Current as of: February 2, 2004
CRICOS provider code 00301J
