MSCI216-09S2 (C) Semester Two 2009

Linear Programming Methods

11 points

Details:
Start Date: Monday, 13 July 2009
End Date: Sunday, 15 November 2009
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 26 July 2009
  • Without academic penalty (including no fee refund): Sunday, 11 October 2009

Description

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.

Learning Outcomes

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.

Prerequisites

(1) MSCI204 or MSCI215; (2) MATH104 or MATH105 or MATH106 or MATH107 or MATH108 or MATH109 or MATH116 or MATH127 or MATH171.

Restrictions

MSCI201

Course Coordinator / Lecturer

John Giffin

Assessment

Assessment Due Date Percentage  Description
Assignment 1 20 Aug 2009 20% Assignment 1
Assignment 2 13 Oct 2009 20% Assigment 2
Rogaining Assignment 18 Sep 2009 .05% Rogaining Assignment
Final Examination 55% Final Examination

Textbooks / Resources

Required Texts

Winston, Wayne L. , Goldberg, Jeffrey B; Operations research (ISE) : applications and algorithms ; 4th ed; Duxbury ;, 2004 (This is also the text for MSCI 301 and MSCI 302).

Course links

Library portal

Notes

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 for each assessment have been standardised. This is to ensure all assessment is given the weighting stated. You should not regard 50% as a pass mark.

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 372 of the Enrolment Handbook 2009 (also in UC Calendar under “General Course and Examination Regulations”).

Coversheets - Group and Individual

Indicative Fees

Domestic fee $414.00

International fee $1,742.00

* 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.

For further information see Management, Marketing and Tourism .

All MSCI216 Occurrences

  • MSCI216-09S2 (C) Semester Two 2009