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Linear Programming (LP) is a powerful modelling and analysis tool that is widely used in Operations Research, Operations Management, Finance, Economics and Engineering. The goal of LP is to make the best use of limited resources. This course teaches you how to formulate and solve practical business problems arising from applications such as production planning, blending, project planning, investment portfolios and workload scheduling. The course also covers solution interpretation, sensitivity analysis, computer solution, duality, and the simplex algorithm. A mainstream course for Management Science / Operations Research majors.
This course starts with an introduction to the most fundamental Operations Research technique: linear programming. The emphasis then shifts to the formulation of LP models, extensions to LP, and the principles of sensitivity analysis using mini cases. Heuristic problem-solving, based on routing problems, is then introduced. The major topics are:• Introduction to Linear Programming• Linear Programming Formulations• Sensitivity and post-optimality analysis, including Computer Solution• Ideas and interpretations of duality in Linear Programming• Introduction to Integer Programming• Heuristic problem-solving, with application to vehicle routing problems.This course is a prerequisite for MSCI301. It is a useful complement for mathematics and computer science. Its workload in terms of class preparation, review, assignments, readings and examination preparation is about 12 hours per week.
Students who pass MSCI203 will be able to:1. Solve 2-variable linear programs by hand using the Graphical Method.2. Identify infeasible, unbounded and multiple-optima linear programs.3. Formulate an appropriate Linear Programming model from a given problem description.4. Interpret the optimal dual variables of a linear program and be able to apply LP duality concepts.5. Use sensitivity analysis to predict effects of changes to an LP’s optimal solution. 6. Formulate small Integer Programs.7. Apply heuristic principles to construct good solutions to special types of routing problems.
30 points from MSCI and/or MATH. RP: MSCI201 or MSCI204
MSCI216
MSCI201 or MSCI204
Tutorials: Approximately every third lecture session will be a tutorial or cover worked examples.
John Giffin
Your final mark will be calculated after the raw marks have been standardised. This is to ensure all assessment is given the weighting stated.
Winston, Wayne L. , Goldberg, Jeffrey B; Operations research (ISE) : applications and algorithms ; 4th ed; Duxbury ;Thomson Learning, 2004 (This is also the textbook for MSCI 301/302. Copies are available in the Library).
You will not be required to purchase a course reader. I will provide handouts as and when necessary.
Departmental Academic Policies If you require a hard copy of this document, please ask the course co-ordinator. The Department assumes that you have read this document. You should also read the “Information related to courses and assessment” on page 32 of the Enrolment Handbook 2011 (also in UC Calendar under “General Course and Examination Regulations”).Dishonest PracticeThe University of Canterbury considers cheating and plagiarism to be serious acts of dishonesty. All assessed work must be your own individual work unless specifically stated otherwise in the assessment guidelines. Material quoted from any other source must be clearly acknowledged. You must not copy the work of another person (student or published work) in any assessment including examinations, tests and assignments. Any person, who is found to have copied someone else's work, or to have allowed their work to be copied, will receive a fail grade for that piece of assessment and may face disciplinary action which may lead to a fine, community service or exclusion from the university.IMPORTANT: Where there are concerns regarding the authorship of written course work, a student can be required to provide a formal, oral explanation of the content of their work.Coversheets - Group and Individual
Domestic fee $630.00
International fee $2,775.00
* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.
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