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
Course Notes¶
This set of course notes was graciously shared by Tong Hui Kang 
, updated as of 02 February 2020.
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Author's Note¶
This contains my revision notes midterms and finals. I have obtained 90% for the first three of the four exams/quiz.
The images are not my work, and most of them are taken from the slides.
The source code is available in my repository.