Operational Research
MODULE CODE
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Module Aims
Aim 1
The aim of this module is to introduce to students methods for solving constrained optimization problems. Apart from lagrangian methods, the module will focus on linear programs and how they can be solved using for example the simplex method or other methods in more special circumstances such as in zero-sum games and in network optimization problems.
Module Content
Linear Programming: simplex algorithm, duality, sensitivity analysis.
Lagrangian Methods: Lagrange multipliers, Lagrangian sufficiency theorem, duality.
Two-person zero-sum games: mixed strategies, minimax theorem, Nash equilibria.
Network problems: transportation and assignment, maximum flow, shortest path.
Learning Outcomes
On successful completion of this module, a student will be able to:
Teaching Methods
The class contact will consist of teaching classes together with workshops. Teaching classes will introduce new material and provide examples. Tutorials have no new material introduced. Students will attempt problems during the tutorials. Key elements of the learning strategy are regular sessions during which problems are attempted. Throughout the week students will be given a list of problems to attempt.
Assessment Methods
The module is assessed through a Written Exam.