40.002 Optimisation¶

No. of Credits: 12 Subject Credits

Pre-requisites:

Pre-requisites (for Exchange Students): Multivariable Calculus and Linear Algebra

Course Description¶

The course covers a broad range of optimisation algorithms and models.

The course will cover the following topics: linear programming, simplex algorithm, duality, sensitivity analysis, two player zero-sum games, network optimisation, minimum cost flow, network simplex algorithm, integer programming, branch and bound methods, cutting plane methods, dynamic programming.

Throughout the course, a number of applications from various areas will be discussed.

Learning Objectives¶

At the end of the term, students will be able to:

Formulate a linear optimisation model and determine the appropriate algorithm to solve
Understand and appreciate the relative computational difficulty of different types of optimisation models
Understand duality and sensitivity analysis for linear optimisation
Identify potential applications of optimisation to engineering systems problems

Measurable Outcomes¶

Be able to formulate a linear optimisation model and know how to solve it
Be able to interpret the output from the solution of an optimisation problem and provide intuition on why it is the optimum
Be able to interpret and apply the sensitivity analysis reports from linear optimisation
Demonstrate a working knowledge of software for solving optimisation problems