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Algorithmic solution methods for linear programming, transportation and integer problems; theory of duality, and sensitivity analysis. Direct follow-on to MSCI204 and mainstream course for MS/OR majors.
This course covers the standard algorithms for solving the various LP model structures. The emphasis is on the computational aspects and properties of the algorithms, rather than on the mathematical theory. The major topics are:• The simplex method, including how to obtain a starting basis for the algorithm.• The concept of duality.• Sensitivity and post-optimal analysis.• The simplex method applied to network flow and Transportation Problems.
Students who pass MSCI216 will be able to:1. Solve linear programs by hand using the simplex method.2. Construct the dual of any linear program.3. Identify infeasible and unbounded linear programs.4. Interpret the optimal dual variables of a linear program.5. Use post-optimal analysis to investigate how changes to a linear program affect its optimal solution value. 6. Apply linear programming concepts to Network Flow and Transportation problems.
(1) MSCI204 or MSCI215; (2) MATH104 or MATH105 or MATH106 or MATH107 or MATH108 or MATH109 or MATH116 or MATH127 or MATH171.
MSCI201
John Giffin
Winston, Wayne L; Operations research : applications and algorithms ; 3rd ed; Duxbury Press, 1994 (This is also the text for MSCI 315 and MSCI 316).
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Relationship to Other Courses:This course follows MSCI204 (or MSCI 215) and is part of the core for an MS/OR major. It 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 8 hours per week.Grading:Your final mark will be calculated after the raw marks have been standardised. This is to ensure all assessment is given the weighting stated.Departmental Academic Policies If you want 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 364 of the Enrolment Handbook 2008 (also in UC Calendar under “General Course and Examination Regulations”).
Domestic fee $394.00
International fee $1,641.00
* 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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