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Algorithmic solution methods for linear programming, transportation and network flow problems; theory of duality and sensitivity analysis. Direct follow-on to MSCI204 and a mainstream course for Management Science / Operations Research majors.
This course starts with the algorithmic basics of 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:• The Simplex Method for solving general linear programs• LP formulations• Ideas and interpretations of duality• Sensitivity and post-optimal analysis• Introduction to Integer Programming• Network flow problems•Heuristic problem-solving for routing problems.This course follows MSCI204 (or MSCI215) 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.
Students who pass MSCI216 will be able to:1. Solve linear programs by hand using the Simplex Method.2. Identify infeasible and unbounded linear programs.3. Formulate a Linear Programming model from a situation description.4. Interpret the optimal dual variables of a linear program.5. Use sensitivity analysis to predict effects of changes to an LP’s optimal solution. 6. Apply Network Flow procedures.7. Formulate small Integer Programs.8. Apply heuristic principles to approximately solve special types of routing problems.
(1) MSCI204 or MSCI215; (2) MATH104 or MATH105 or MATH106 or MATH107 or MATH108 or MATH109 or MATH116 or MATH171.
MSCI201
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 ;, 2004 (You will not be required to purchase a Course Reader. Handouts will be provided as and when necessary).
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.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 35 of the Enrolment Handbook 2010 (also in UC Calendar under “General Course and Examination Regulations”).Coversheets - Group and Individual
Domestic fee $435.00
International fee $1,862.00
* 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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