Advanced Operations Research

Course aim

The aim is to provide the student with the knowledge of interior point techniques for linear programming problems; techniques that constitute the alternative to Simplex point methods, especially for large-scale optimization. Thanks to the increasing computer capabilities, many problems are more successfully addressed by interior point techniques than by the classical simplex method. This course will provide the student with a knowledgeable background to decide which is the best choice for the problem at hand.
This topic is also essential as a first step toward the more complex theory of interior point methods for non linear programming. Interior point theory is an important background because of its applications to problems of process control, predictive control, or design optimisation.

Course content

Linear Programming, Primal-Dual Methods, The Central Path, Mehrota's Predictor-Corrector Algorithm, Karmarkar's Algorithm, Primal-Dual Methods: Development of the Fundamental Ideas, Complexity Theory, Primal-Dual Potential-Reduction Algorithm, Path-Following Algorithms: Predictor-Corrector Method, Infeasible-Interior-Point Algorithms, Superlinear Convergence and Finite Termination.

Textbook(s)

Stephen J. Wright 1997, Primal-Dual Interior-Point Methods, Society for Industrial and Applied Mathematics, E-Book available for UniSA students at http://www.

Prerequisite(s)

Corequisite(s)

Nil

Teaching method

Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.

Assessment

Assignment 1, Assignment 2, Examination

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 2)
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.

Non-award enrolment
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.