MA427      Half Unit
Mathematical Optimisation

This information is for the 2022/23 session.

Teacher responsible

Dr Giacomo Zambelli

Availability

This course is available on the Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in Management (MBA Exchange), MSc in Applicable Mathematics, MSc in Operations Research & Analytics, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (LSE and Fudan), MSc in Statistics (Financial Statistics) (Research), MSc in Statistics (Research), MSc in Statistics (Social Statistics) and MSc in Statistics (Social Statistics) (Research). This course is available as an outside option to students on other programmes where regulations permit.

Pre-requisites

Students must have sufficient knowledge of linear algebra (linear independence, determinants, matrix inversion and manipulation) and of basic multivariate calculus (derivatives and gradients).

Course content

Introduction to the theory and solution methods of linear and nonlinear programming problems, including: linear programming duality, Lagrangian duality, convex programming and Karush-Kuhn-Tucker conditions, algorithms for linear and convex optimisation problems, theory of good formulations for integer linear programming models, integer linear programming methods (branch and bound and cutting planes).

Teaching

This course is delivered through a combination of classes and lectures totalling a minimum of 30 hours across Lent Term.

Formative coursework

Weekly exercises will be given that will be solved and discussed during the seminars. Three of those exercises will be handed in as formative coursework and the students will be given feedback on their submissions.

Indicative reading

Extensive lecture notes covering all parts of the course will be provided. Students interested in further readings can look at the books below.

  • D Bertsimas and J N Tsitsiklis, Introduction to Linear Optimization (1997)
  • S Boyd and L Vandenberghe, Convex Optimization (2004)
  • M Conforti, G Cornuejols, G Zambelli, Integer Programming (2014)

Assessment

Exam (100%, duration: 3 hours) in the summer exam period.

Key facts

Department: Mathematics

Total students 2021/22: 16

Average class size 2021/22: 8

Controlled access 2021/22: Yes

Lecture capture used 2021/22: Yes (LT)

Value: Half Unit

Guidelines for interpreting course guide information

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills