Durham University
Programme and Module Handbook
This is an archived handbook for a previous year. The current undergraduate and postgraduate handbooks can be viewed using the links above.

Undergraduate Handbook 2016-2017 (archived)

Module MATH4251: OPERATIONS RESEARCH IV

Department: Mathematical Sciences

MATH4251: OPERATIONS RESEARCH IV

TypeLevelCreditsAvailabilityModule CapLocation
Open 4 20 Not available in 2016/2017 Durham

Pre-requisites

  • Core Mathematics A (MATH 1012) AND a minimum of 40 credits of Mathematics modules at Level 3.

Corequisites

  • None.

Excluded Combinations

  • Operations Research III (MATH3141)

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.
  • Reading material on a topic related to: integer programming, queueing theory.

Learning Outcomes

Subject-specific Knowledge
  • By the end of the module students will: be able to solve novel and/or complex problems in Operations Research.
  • have a systematic and coherent understanding of theoretical mathematics in the fields Operations Research.
  • have acquired coherent body of knowledge of these subjects 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.
  • Brief treatment of finite state Markov chains.
  • Deterministic and probabilistic dynamic programming.
  • Markov decision processes, including policy-improvement algorithms.
  • Inventory Theorem.
  • Knowledge and understanding of a topic in the following areas: integer programming, queueing theory.
Subject-specific Skills
  • In addition students will have specialised mathematical skills in the following areas which can be used with minimal guidance: 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

ActivityNumberFrequencyDurationTotal HoursAttendance Monitored
Lectures 40 2 per week for 19 weeks and 2 in term 3 1 Hour 40
Preparation and Reading 160
Total 200

Summative Assessment

ComponentComponent WeightingElementLength/DurationElement WeightingResit Opportunity
Examination 100% three hour written examination 100%

Formative Assessment

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


Students who do not attend monitored activities shown under Teaching Methods and Learning Hours, or who fail to complete the summative or formative assessment(s) specified above, may be subject to the Academic Progress procedures defined in the University's General Regulation V, and may be required to leave the University.