## MA208Half UnitOptimisation Theory

This information is for the 2017/18 session.

Teacher responsible

Prof Bernhard von Stengel COL 4.12

Availability

This course is available on the BSc in Actuarial Science, BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Statistics with Finance. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.

Pre-requisites

Mathematical Methods (MA100) and Introduction to Abstract Mathematics (MA103) are pre-requisites. Real Analysis (MA203) is desirable, and students who have not done MA203 should contact the teacher responsible.

Course content

The course describes various techniques of optimisation, gives a mathematical presentation of the relevant theory, and shows how they can be applied. Introduction and review of relevant mathematical background. Introduction to combinatorial optimisation; shortest paths in directed graphs; algorithms and their running time. Classical results on continuous optimisation: Weierstrass's Theorem on continuous functions on compact set; optimisation of differentiable functions on open sets; Lagrange's Theorem on equality constrained optimisation; Kuhn and Tucker's Theorem on inequality constrained optimisation. Linear programming and duality theory.

Teaching

22 hours of lectures and 10 hours of classes in the LT.

Formative coursework

Written answers to set problems will be expected on a weekly basis.

Good sources of literature are R K Sundaram, A First Course in Optimisation Theory; N L Biggs, Discrete Mathematics (2nd edition). Additional notes will be made available throughout the course.

Assessment

Exam (100%, duration: 2 hours) in the main exam period.

Key facts

Department: Mathematics

Total students 2016/17: 55

Average class size 2016/17: 15

Capped 2016/17: No

Value: Half Unit

Guidelines for interpreting course guide information

PDAM skills

• Self-management
• Problem solving
• Application of information skills
• Communication
• Application of numeracy skills
• Specialist skills

Course survey results

(2014/15 - 2016/17 combined)

1 = "best" score, 5 = "worst" score

The scores below are average responses.

Response rate: 67%

Question

Average
response

2.4

Materials (Q2.3)

2.4

Course satisfied (Q2.4)

2.2

Lectures (Q2.5)

2.7

Integration (Q2.6)

2.2

Contact (Q2.7)

2.1

Feedback (Q2.8)

2.2

Recommend (Q2.9)

 Yes 49% Maybe 40% No 11%