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An overview of the most significant modelling techniques, methods and theory arising from deterministic-based models in Operations Research. Covering linear programming, integer programming, networks, and dynamic programming models, including the use of commerical software for solution. Examining heuristics, metaheuristics, duality theory, optimality conditions, and decomposition. A mainstream course for MS/OR majors.
This course is essential for any student majoring in MS/OR who wishes to enter 600-level Honours courses in a subsequent year.
(1) MSCI204 or MSCI215; (2) MSCI216; (3) any one of COSC121, ACIS125, AFIS125, ENEL206, MATH170, MATH171, MATH280, MATH282, orany course involving an appropriate level of computer programming, as approved by the Head of Department. RP: MATH203, MATH251, MATH252 or MATH254.
MSCI315, MSCI316
MATH203, MATH251, MATH252 or MATH254.
John Raffensperger
John Giffin
You may work in pairs for assignments 1-2, but not assignment 3. Assignments are due at the beginning of class. Late assignments will be penalized 10% per day. Use the appropriate cover sheet, which you can find at www.mang.canterbury.ac.nz/for/CoversheetGROUP.doc and www.mang.canterbury.ac.nz/for/CoversheetINDIVIDUAL.doc.Assignment 1, due 11 March 2010, 10%, 20 marks.From the AMPL book, http://www.ampl.com/BOOK/ch1-2.pdf, work problems 1.3 through 1.6. In problem 1.3, part c, create a “run file” with a for{} loop that changes avail["reheat"] automatically to produce the information for the required graph. Make sure you get the interesting extreme ends of the graph.With your answers to the questions, show your model and data files, with the output, in line with the answers. Please don’t put them in an appendix. If you show the model and make a mistake, I may be able to give you partial credit. You can print the model and output in small print, if you wish.Assignment 2, due 25 March 2010, 10%, 20 marks.Assignment 3, due 01 June 2010, 20%, 40 marks.
What you should know before the course starts:Winston chapters 1-3, sections 4.1-4.14, 4.16, chapter 5, sections 6.1-6.10, 7.1, 8.1-8.5, 9.1, 9.2.You should especially review:•“Basic linear algebra,” pp. 11-29, 32-41. Try using Excel to transpose a matrix and to find the inverse of a matrix.•“Review of differential calculus,” pp. 610-615, 630-641, 655-659.•Sections 4.5, 4.6, 6.1-6.10, 11.1-11.4, and 11.6. Be able to write the dual of a linear program.Text and Readings:•Fourer, R., Gay, D.M., & Kernighan, B.W., AMPL: A Modeling Language for Mathematical Programming, Thomson Publishing, Pacific Grove, CA, 2003. Chapter 1 is online. The book is in the library.•Winston, Wayne, Operations Research: Applications and Algorithms, 4th edition.•Some material from the internet.Software: AMPL, CPlex, and Scite.More details are in the document “AMPL and Scite.htm” on the K:\MSCI301 folder.Grading:The marks for the assessment items will be standardised before a final grade is determined. 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 35 of the Enrolment Handbook 2010 (also in UC Calendar under “General Course and Examination Regulations”).Coversheets - Group and Individual
Domestic fee $1,186.00
International fee $5,075.00
* 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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