Optimisation and operations research

This unit introduces some of the fundamental concepts and algorithms of mathematical optimisation. Optimisation underpins many parts of both data analytics (machine learning) and business analytics (management science/operations research). The concepts and approaches taught in this unit will be illustrated using examples from both types of analytics, such as training ML models and planning models arising in supply chain optimisation. The unit provides an introduction to the mathematics of continuous optimisation with focus on iterative gradient descent methods, linear programming and network optimisation. It covers both the underpinning theory, such as convergence analysis and duality, and the practical implementation of optimisation algorithms.