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Durham University

Faculty Handbook 2022-2023

Module Description

Please ensure you check the module availability box for each module outline, as not all modules will run each academic year.

Department: Mathematical Sciences

MATH3141: OPERATIONS RESEARCH III

Type Open Level 3 Credits 20 Availability Available in 2022/23 Module Cap Location Durham

Prerequisites

  • Calculus I (Maths Hons) (MATHNEW1) or Calculus I (MATH1061) and Probability I (MATH1597) and Linear Algebra I (Maths Hons) (MATHNEW2) or Linear Algebra I (MATH1071).

Corequisites

  • None.

Excluded Combination of Modules

  • None.

Aims

  • To introduce some of the central mathematical models and methods of operations research.

Content

  • Introduction to Operations Research.
  • Linear programming: primal/dual simplex algorithm, sensitivity analysis, transportation algorithm.
  • Optimisation on networks.
  • Introduction to Markov chains.
  • Inventory theory.
  • Markov decision processes.
  • Further topics chosen from: integer programming, iterative non linear programming, dynamic programming.

Learning Outcomes

Subject-specific Knowledge:
  • Ability to solve novel and/or complex problems in Operations Research.
  • Systematic and coherent understanding of the theoretical mathematics underlying Operations Research.
  • A coherent body of knowledge, demonstrated through one or more of the following topic areas: linear programming and the simplex algorithm; duality and sensitivity analysis for L.P.; optimisation on network models; finite state Markov chains; deterministic and probabilistic dynamic programming; Markov decision processes, including policy-improvement algorithms; inventory theory. .
Subject-specific Skills:
  • Specialised mathematical skills which can be used with minimal guidance in the following areas: Modelling, Computation.
Key Skills:

    Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module

    • Lectures demonstrate what is required to be learned and the application of the theory to practical examples.
    • Assignments for self-study develop problem-solving skills and enable students to test and develop their knowledge and understanding.
    • Formatively assessed assignments provide practice in the application of logic and high level of rigour as well as feedback for the students and the lecturer on students' progress.
    • The end-of-year examination assesses the knowledge acquired and the ability to solve predictable and unpredictable problems.

    Teaching Methods and Learning Hours

    Activity Number Frequency Duration Total/Hours
    Lectures 42 2 per week in Michaelmas and Epiphany; 2 in Easter 1 Hour 42
    Problems Classes 8 Fortnightly in Michaelmas and Epiphany 1 Hour 8
    Preparation and Reading 150
    Total 200

    Summative Assessment

    Component: Examination Component Weighting: 100%
    Element Length / duration Element Weighting Resit Opportunity
    Written examination 3 Hours 100%

    Formative Assessment:

    Eight written assignments to be assessed and returned. Other assignments are set for self-study and complete solutions are made available to students.


    Attendance at all activities marked with this symbol will be monitored. Students who fail to attend these activities, or to complete the summative or formative assessment specified above, will be subject to the procedures defined in the University's General Regulation V, and may be required to leave the University



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