Unit information: Optimisation Theory and Applications in 2020/21

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

Description including Unit Aims

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.

Intended Learning Outcomes

1. Students will gain an understanding of a range of techniques in optimisation theory covering linear and non-linear optimisation and dynamical programming.
2. Through examples students will learn how these techniques can be applied in practice across a diverse range of fields.

Teaching Information

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.

Assessment Information

1 Summative Assessment, 100% - January Timed Assessment. This will assess all ILOs.

Reading and References

• Pablo Pedregal, Introduction to Optimization, Springer (2004)
• Hamdy Taha, Operations Research: An Introduction, Prentice-Hall International