Mathematical Programming

Learning Outcomes

Learning Outcomes

Having successfully completed this module you will be able to:

• Understand the basic theory and methods for linear programming problems
• Apply branch and bound and/or cutting plane algorithms to solve integer programming problems
• Build a mathematical programming model of a real-life situation
• Understand the basic properties of the interior point method and how to use it to solve convex optimization problems
• Use a computer package to solve a mathematical programing problem that arises in practice

• Linear programming: Basic applications of linear programming; basic concepts and properties of linear programming; the simplex method; duality and sensitivity analysis.
• Convex optimization: model properties and some modern applications (e.g., in data science); Interior point method for linear programs (and some comparison with the simplex method); Interior point method for general convex problems.
• Integer programming: Building integer programming models: examples with zero-one variables. General purpose branch and bound algorithm and/or the cutting plane method

Lectures, computer workshops, problem sheets, private study.

Summative

This is how we’ll formally assess what you have learned in this module.

Referral

This is how we’ll assess you if you don’t meet the criteria to pass this module.

Repeat

An internal repeat is where you take all of your modules again, including any you passed. An external repeat is where you only re-take the modules you failed.