Course Details in 2025/26 Session

Module Title	LM Advanced Management Mathematics
School	Mathematics
Department	Mathematics
Module Code	06 33874
Module Lead	Prof Michal Kocvara
Level	Masters Level
Credits	20
Semester	Semester 2
Pre-requisites	LM Integer Programming and Combinatorial Optimisation - (06 33233) LM Nonlinear Programming I and Heuristic Optimisation - (06 33862)
Co-requisites	LM Integer Programming and Combinatorial Optimisation - (06 33233) LM Nonlinear Programming I and Heuristic Optimisation - (06 33862)
Restrictions	None
Contact Hours	Lecture-46 hours Tutorial-10 hours Guided independent study-144 hours Total: 200 hours
Exclusions
Description	Many decision problems arising in managerial decision making in the public as well as in the private sector are inherently nonlinear, and the same holds for various problems occurring in science and engineering. Many of these nonlinear optimization problems can be formulated as convex conic programming problems, with different choices of the cone. In this course, the essential ideas as well as the most important classes of conic programming, second-order and semidefinite, are studied in detail. Applications of conic programming, for instance in robust optimization and eigenvalue optimization are also studied. Tackling highly realistic nonlinear problems leads to solution methods totally different from those of, say, linear programming. In this course, further theory as well as several highly innovative solution methods for nonlinear decision problems are studied. This module further develops knowledge of both constrained and unconstrained optimisation.
Learning Outcomes	By the end of the module students should be able to: Understand and explain basic concept of conic programming Formulate optimisation problems as conic programs Formulate dual problems to different conic problems Understand and explain further concepts of nonlinear programming Discuss several different solution methods, apply them, and understand their limitation in practice Discuss recent trends and latest developments in nonlinear programming
Assessment	33874-01 : Raw Module Mark : Coursework (100%)
Assessment Methods & Exceptions	3 hour Written Unseen Examination (80%); In-course Assessment (20%).
Other
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