MAS423   Advanced Operations Research   (10 credits)

Description

Mathematical Programming is concerned with the algorithms that deal with constrained optimisation problems. We consider only constraints which are linear, and for which the objective function to be maximised or minimised is also linear. These problems are not continuously differentiable and so they do not fall into the category of problems considered in organisation; special algorithms have to be developed. The module considers not only the solution of such problems but also the important area of post-optimality analysis; i.e. given the solution can one answer questions about the effect of small changes in the parameters of the problem (such as values of the cost coefficients)? Additional topics will include the transportation and assignment problems.

Reading List