The course covers a broad range of optimisation algorithms and models. The course will cover the following topics: linear programming, simplex algorithm, duality, sensitivity analysis, two player zero-sum games, network optimisation, minimum cost flow, network simplex algorithm, integer programming, branch and bound methods, cutting plane methods, dynamic programming. Throughout the course, a number of applications from various areas will be discussed.

Learning Objectives

At the end of the term, students will be able to:

  • Formulate a linear optimisation model and determine the appropriate algorithm to solve
  • Understand and appreciate the relative computational difficulty of different types of optimisation models
  • Understand duality and sensitivity analysis for linear optimisation
  • Identify potential applications of optimisation to engineering systems problems

Measurable Outcomes

  • Be able to formulate a linear optimisation model and know how to solve it
  • Be able to interpret the output from the solution of an optimisation problem and provide intuition on why it is the optimum
  • Be able to interpret and apply the sensitivity analysis reports from linear optimisation
  • Demonstrate a working knowledge of software for solving optimisation problems

Pre-Requisite Subject(s)

Prerequisites (for Exchange Students):  Multivariable Calculus and Linear Algebra

12 Credits

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