MAT2156

Linear and integer programming

Not offered in 1999

Dr R Egudo

8 points - First semester - 6 hours per week - Gippsland, distance (even-numbered years) - Prerequisites: GCO1831, MAT1085 - Prohibitions: MAT2511, MAT2091, MAT3182, GAS2711

Objectives On the completion of the subject students will be able describe the structure and various categories of linear and integer programming models; recognise the need for a mathematical solution algorithms and be able to use this algorithms; describe and use the primal-dual relationship; perform a detailed sensitivity analysis with respect to changes in the coefficients in the objective function or the available resources; model integer programs, and apply various techniques to generate integer solutions; compare and contrast a linear program and a goal program; formulate and solve goal programming models.

Synopsis This subject aims to develop the ability to formulate management decision problems as linear programming models or discrete mathematical programming models; to introduce the 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 methods; the simplex method including negative and artificial variables, and two-phase method; duality and primal-dual relationship; post-optimality analysis including change in objective function coefficient 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 solution; applications including transportation and transhipmenttransshipment models; use of computer packages to solve linear programming and integer programming problems.

Assessment Two assignments: 40% - Examination: 60%

Prescribed texts

Winston W Introduction to mathematical programming: Applications and algorithms Duxbury, 1995

Recommended texts

Salkin H M and Mathur K Foundations of integer programming North Holland, 1989
Romero C Handbook of critical issues in goal programming Pergamon, 1991
Saigal R Linear programming: A modern integrated analysis Kluwer, 1995
Williams H P Model Building in mathematical programming Wiley, 1990

Back to the 1999 Science Handbook