Monash University Science handbook 1995

Copyright © Monash University 1995
Enquiries to publishing@udev.monash.edu.au

GAS2711

Linear programming

BS BN BB BT BM BR BI DT BC BP BDT

Dr Baikunth Nath

6 points * First semester * 5 hours per week * Gippsland/Distance * Prerequisites: GAS1711, GCO1831 (GAS1612 is desirable)

This subject aims to develop the ability to formulate management decision problems as linear programming models or discrete mathematical programming models; to introduce mathematical solution procedures and the use of computer software; to develop a basis for interpreting solutions and to emphasise the need for sensitivity analysis and flexibility of models. Topics include building linear programming models; general characteristics and review of the graphical solution method; the simplex method including negative variables and artificial variables, and the two-phase method; duality and the primal-dual relationship; post-optimality analysis including change in objective function coefficients or constraint resources, addition of a new constraint or a new decision variable; parametric linear programming; linear goal programming models and methods of solutions; integer programming models - use of discrete variables, cutting plane and branch and bound methods of solutions; applications including transportation and transshipment models; use of computer packages to solve LP and IP problems.

Assessment

Two assignments: 40% * Examination: 60%

Prescribed texts

Chang V L and Sullivan R S Quantitative systems for business plus Version 2.0, Prentice-Hall, 1991

Thie P R An introduction to linear programming and game theory 2nd edn, Wiley, 1988



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