MA423      Half Unit
Optimisation Theory and Modelling

This information is for the 2025/26 session.

Course Convenor

Dr Ahmad Abdi

Availability

This course is compulsory on the MSc in Operations Research & Analytics. This course is available on the CEMS Exchange, Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in Management (MBA Exchange), MBA Exchange and MPA in Data Science for Public Policy. This course is available with permission as an outside option to students on other programmes where regulations permit. This course uses controlled access as part of the course selection process.

This course is available on the MSc in Operations Research & Analytics, and MSc Mathematics and Computation. This course is available as an outside option to students on other programmes where regulations permit.

This course has a limited number of places (it is controlled access). Priority is given to MSc students in the Department of Mathematics.

Requisites

Additional requisites:

Pre-requisites: Familiarity at undergraduate level with linear algebra (matrix multiplication, geometric interpretation of vectors, linear independence).

Course content

The course covers the theory of mathematical optimisation and its practical application in Operations Research.

On the theory side, the course presents linear programming including the notion of duality and the simplex algorithm, integer programs and how to solve them, dynamic programming, and optimisation methods on graphs.

On the application side, the course presents modelling techniques in mixed-integer programming, solution of optimisation problems with special-purpose programming languages, and interpretation of the solutions.

Teaching

10 hours of seminars and 20 hours of lectures in the Autumn Term.
2 hours of lectures in the Spring Term.

Formative assessment

Students will be expected to submit coursework, covering theory and modelling, for feedback.

 

Indicative reading

The course has its own textbook which will be provided during the term. The course will be taught from the textbook and also slides.

In addition to the textbook, students may also wish to consult:

  • F S Hillier & G J Lieberman, Introduction to Operations Research, 9th edition (2009) (7th edition of Hillier & Lieberman (2000) is also acceptable). 
  • Wayne Winston, Operational Research; Applications and Algorithms, Fourth/International Student Edition.
  • D Bertsimas and J N Tsitsiklis, Introduction to Linear Optimization, Athena Scientific (3rd ed., 1997)
  • George B. Dantzig and Mukund N. Thapa, Linear Programming 2: Theory and extensions, Springer (2003)

Assessment

Exam (60%), duration: 120 Minutes in the Spring exam period

Project (40%)

Students will be expected to submit a combination of homework and projects, covering theory and modelling.


Key facts

Department: Mathematics

Course Study Period: Autumn Term

Unit value: Half unit

FHEQ Level: Level 7

CEFR Level: Null

Total students 2024/25: 25

Average class size 2024/25: 13

Controlled access 2024/25: No
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

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