Unit name | Optimisation Theory and Applications |
---|---|
Unit code | EMAT30670 |
Credit points | 10 |
Level of study | H/6 |
Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
Unit director | Dr. Colin Campbell |
Open unit status | Not open |
Pre-requisites |
EMAT20200 Engineering Mathematics 2 or equivalent. |
Co-requisites |
None |
School/department | School of Engineering Mathematics and Technology |
Faculty | Faculty of Engineering |
This unit gives an overview of methods and algorithms both in linear programming (operational research) and non-linear optimisation. Techniques to be considered include: Linear Programming. Graphical solution of simple problems, basic solutions, the Simplex method, finding an initial basic solution (including artificial variables), multiple optima in the Simplex method, duality. Integer Programming. Some examples of integer programming in finance and engineering. The branch and bound method. Non-Linear Programming. The downhill simplex method. The steepest ascent method. The conjugate gradient method. Dynamic Programming (multi-stage decision making).
Aims: To give students an understanding of theory and engineering applications of linear and nonlinear optimisation, and dynamic programming.
Teaching will be delivered through a combination of synchronous and asynchronous sessions, including lectures, supported by live online sessions, problem sheets and self-directed exercises.
1 Summative Assessment, 100% - January Timed Assessment. This will assess all ILOs.