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								MAU34802 The theory of linear programming
- Credit weighting (ECTS)
- 
5 credits
- Semester/term taught
- 
Hilary term 2020-21
- Contact Hours
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11 weeks, 3 lectures per week
- 
- Lecturer
- 
Prof. David Wilkins
- Learning Outcomes
- 
On successful completion of this module, students will be able to:
- determine optimal solutions of simple linear programming problems
using the simplex method;
- justify with reasoned logical argument the basic relationships
between feasible and optimal solutions of a primal linear programming
problem and those of the corresponding dual programme;
- explain why the simplex method provides effective algorithms
for solving linear programming problems;
- explain applications of linear algebra and linear programming
in contexts relevant to mathematical economics;
 
- Module Content
- 
  
    - Introduction to linear programming problems. 
- The Transportation Problem
- Methods for solving linear programming problems based on the Simplex
    Algorithm of George Danzig.
- Duality in the theory of linear programming problems.
- Farkas's Lemma.
- Applications of Farkas's Lemma to prove duality theorems
       in the theory of linear programming problems.
- The Karush-Kuhn-Tucker Conditions characterizing optimal
       solutions of nonlinear programming problems.
 
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- Module Prerequisite
- MAU11102 (Linear Algebra II).
- Assessment Detail
- 
This module will be examined in a 2-hour examination.
Continuous assessment will count for 20% and the annual exam will count for 80%. 
Re-assessments if required will consist of 100% exam.