Quick Revision

All seven units compressed to what you must be able to reproduce from memory. Read top to bottom in about twenty minutes.

Unit 1 — Linear Programming

Core idea

Allocate limited resources among competing activities to optimise one linear objective. Four blocks, every time: decision variables → objective function → constraints → non-negativity.

Must reproduce
Optimise Z = c₁X₁ + … + cₙXₙ s.t. Σ aᵢⱼXⱼ (≤,=,≥) bᵢ , Xⱼ ≥ 0
Four assumptions

Proportionality · Additivity · Divisibility (fails ⟹ ILP) · Certainty (tested by sensitivity analysis).

Keywords

feasible regionbasic feasible solutioncorner pointslacksurplusartificial variable

Graphical method — 6 steps

Equations → two points per line → shade feasible region → find corner points → evaluate Z at each in a table → pick best. Solve intersections simultaneously, never read them off the graph.

Simplex — the loop

Entering = most positive Cⱼ − Zⱼ. Leaving = smallest non-negative replacement ratio. New pivot row = old ÷ pivot element; every other row = old − (its pivot-column entry × new pivot row). Max stops at all Cⱼ − Zⱼ ≤ 0.

Five special cases — the identification signal
CaseSignal
Multiple optimaNon-basic variable with Cⱼ − Zⱼ = 0
UnboundedNo positive replacement ratio
InfeasibleArtificial variable stays basic at non-zero value
DegenerateBasic variable with Quantity = 0 (tie in ratios)
Duality

Max ↔ Min. m constraints → m dual variables; n variables → n dual constraints. RHS ↔ objective coefficients. Transpose the matrix. Max primal ⟹ dual constraints ≥.

Equality splits into two dual variables (+Y₃ − Y₄); a wrong-direction inequality is multiplied by −1, flipping every sign including the RHS.

Sensitivity

ΔZ = shadow price × ΔRHS, valid inside the allowable range. Binding = slack 0 and shadow price ≠ 0. Reduced cost 0 ⟹ variable is basic. A coefficient inside its range keeps the quantities but changes Z.

shadow pricereduced costallowable rangebinding constraintpost-optimality

Unit 2 — Integer Linear Programming

Core idea

LP plus an integrality restriction — because you cannot make 2.5 cars or select 0.4 of a project. It is the divisibility assumption of Unit 1 failing.

Three types

Pure (all integer) · Mixed (some integer) · Binary (0–1 decisions).

Logical constraints
Not both i and j Xᵢ + Xⱼ ≤ 1 Exactly one Xᵢ + Xⱼ = 1 j requires i Xⱼ ≤ Xᵢ At least k ΣXᵢ ≥ k Open-to-ship link Σⱼ Xᵢⱼ − C·Yᵢ = 0

Never omit the closing line — Xᵢ are binary (0,1) or … and are integers. It is a full mark.

pure ILPmixed ILPbinaryfixed chargecutting stocklinking constraint

Unit 3 — Transportation & Assignment

Telling them apart

Supply and demand given ⟹ transportation. One-to-one matching of rows to columns ⟹ assignment.

The counting block
Variables = m × n Constraints = m + n (excluding NNC) Balanced? Assignment: m = n · Transportation: Σ supply = Σ demand To balance: add a DUMMY row/column, all costs 0, quantity = the shortfall
Constraint directions

Transportation — supply ≤, demand =. Assignment — rows and columns both = 1.

Profit variant

Profit = Selling price(j) − Plant cost(i) − Transport cost(i,j), objective becomes Max.

balanceddummy rowcost matrixidle time matrixm + nm × n

⚠ Not in your notes

Unit 3's solution algorithms — North-West Corner Rule, Least Cost Method, VAM, MODI, and the Hungarian Method — are named in the session plan but are not covered anywhere in your notes, and neither paper asked for them. See the Unit 3 scope note.

Unit 4 — Theory of Games

Core idea

Two-person zero-sum: one number per cell = the row player's gain. Rows maximise, columns minimise.

Must reproduce

Maximin (max of row minima) = Minimax (min of column maxima) ⟹ saddle point, V = that value; V = 0 ⟹ fair. Dominance: drop smaller rows, bigger columns. 2 × 2 mixed: p = (d − c)/D, V = (ad − bc)/D, D = (a + d) − (b + c).

Exam

Q3A both papers: formulate the 2 × 2 matrix from sentences. Unit 4 · Assignment 7

Unit 5 — Queuing Theory

Core idea

(M/M/1):(∞/FCFS). Convert to per hour: μ = 60 ÷ service minutes. ρ = λ/μ must be < 1.

Must reproduce

P₀ = 1 − ρ · Pₙ = (1 − ρ)ρⁿ · P(n ≥ k) = ρᵏ · Ls = λ/(μ − λ) · Lq = λ²/[μ(μ − λ)] · Ws = 1/(μ − λ) · Wq = λ/[μ(μ − λ)]. Check Ls − Lq = ρ.

Exam

Q5A both papers: all parameters, then the effect of a higher λ (waits rise much faster than λ). Unit 5 · Assignment 5

Unit 6 — Simulation

Core idea

Cumulate → RN ranges from 00 (cum × 100 − 1) → convert random numbers → fill the table → average.

Must reproduce

Lorry: carry unshipped units forward. Queue: start = MAX(arrival, previous end). Profit: price × sold + salvage × unsold − cost × stock − goodwill × short.

Exam

Q2 (10 marks) both papers — the safest big question. Unit 6 · Assignment 9

Unit 7 — Decision Theory & AHP

Core idea

No probabilities ⟹ uncertainty criteria. Probabilities ⟹ EMV. Stages or a survey ⟹ decision tree.

Must reproduce

Laplace · Maximax · Maximin · Savage regret (column-wise) · Hurwicz α·max + (1 − α)·min. EMV, EPPI, EVPI = EPPI − best EMV = least EOL. Trees: roll back. Survey worth it only if EVSI > its cost. AHP: reciprocals → column-normalise → row-average.

Exam

Q1C (AHP), Q1D (criteria), Q6A (tree), Q6B (Hurwicz) — 15 marks a paper. Unit 7 · Assignment 8

The last hour before the exam

  1. Rehearse the duality conversion once with an equality constraint. It is Q1A in every paper.
  2. Say the counting block out loud: variables multiply, constraints add.
  3. Re-read the special-case identification table — especially degenerate vs multiple optima.
  4. Re-read the sensitivity four-step template: name the rule, quote the number, do the arithmetic, state the meaning.
  5. Remind yourself: "Formulate" means stop at the model.
  6. Write the RN-range rule and the queue-simulation columns once from memory — Q2 is 10 marks.
  7. Say the five decision criteria and EVPI = EPPI − best EMV out loud.

Then go in. Q1 is compulsory; pick the four of Q2–Q7 you have practised most.