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Operational Research – (M.Sc.)

The University of Edinburgh

College of Science & Engineering
Location: Edinburgh / United Kingdom / View location on map ▾ Hide location on map ▴
Duration: 12 months Start Date: September
Educational Form:
  • Taught
Education Variants:
  • Parttime
  • Fulltime
Languages: English 
-3.176015,55.921585

Location of The University of Edinburgh

This course is designed to give a broad foundation in Operational Research (OR), and to provide an understanding of the techniques of OR and develop the skills required to incorporate these techniques in the management decision process.

It provides training in the mathematical and computational foundations of OR and experience in modelling practical decision problems. It covers the solution of these models using existing software packages and teaches the skills needed to implement novel software solutions on conventional or high-performance computers. There is a focus on risk management and computational optimisation, and evolving application areas such as finance, telecommunications, energy and data mining.

Specific named degrees exist for students who follow particular themed pathways. Some of the courses are delivered by industrial, financial and academic specialists from both the UK and abroad.


Contents

Graduates will be able to identify appropriate OR techniques to apply to practical problems, and select the mathematical techniques and software required to compute a solution.

Specifically, students will acquire the core skills of Java programming, the XPress linear optimization modelling language Mosel, the Simul8 simulation package as well as developing high-level applications of Excel.

Depending on your choice of optional courses, you will develop more specialist skills in computing, optimization and statistics, as well as an insight into a range of industrial and financial applications of OR.

IELTS

You are normally required to take an English Proficiency Test.

Most European Universities recognise the IELTS test.

Take test

Requirements

To be successful an OR analyst needs to enjoy problem solving and be keen to see the solutions implemented in practice. This requires communication and interpersonal skills, as well as mathematical skills. These skills will be developed during the course, but a prerequisite is to have a good first degree (e.g. a U.K. upper second) or equivalent, in a numerate discipline, such as mathematics, statistics, computer science, engineering, physical or biological sciences, economics or business studies.

Mathematical Skills

You will need an aptitude for mathematics to join our course and should have done some mathematics as part of your university degree. The following are the type of mathematics you will encounter on the course. It is important that you have mastered the items in bold before starting the course.

* Algebra: * Rearranging and simplifying expressions
* Equalities and inequalities
* Sequences: limits and series


* Matrices: * Matrix operations: multiplication, transposition, inversion
* Determinant of matrix, nonsingularity


* Linear Algebra: * Solving systems of simultaneous linear equations
* Scalar product, norms
* Linear dependence


* Functions of one variable: * Plotting graphs of functions
* Linear, quadratic, logarithmic and exponential functions
* Differentiation: critical points; classifying minimizers/maximizers
* Taylor expansion
* Integration: area under a curve
* Continuity
* Differentiability


* Functions of several variables: * Differentiation, partial derivatives
* Gradient, Hessian, necessary and sufficient conditions for a minimizer/maximizer
* Taylor expansion


* Convexity: * Convex sets
* Convex and concave functions


* Elements of Probability Theory: * Random variables: expected value, variance
* Distributions: binomial, exponential, normal, Poisson



If your first language is not English or your first degree is not from a British University, you will need to provide evidence of your ability at spoken and written English.

English Language Skills

Applicants coming from countries where English is not the first and only language will be required to provide a certificate of English proficiency. The following tests and scores (taken no more than 2 years before making your application) are acceptable.

1. International English Language Testing System (IELTS)

* an overall score of 6.5
* and a score of 6.0 in all sections

2. Test of English as a Foreign Language (TOEFL)

* Paper-based test * an overall score of 580
* and a score of 55 in all three sections
* and a score of 4.0 in the Test of Written English [TWE]


* Computer-based test * an overall score of 237
* and a score of 22 in all three sections
* and a score of 4.0 in the Writing Section


* iBT test * a score of 23 in all four sections
* an overall score of 92



NB: If you take the paper-based version of TOEFL, then the Test of Written English is compulsory. You should ascertain when booking your TOEFL test that this test is available. If not, you should make arrangements to take the IELTS test.

To send your TOEFL certificate directly to the School of Mathematics the institution code is 0917 and the department code is 72

3. University of Cambridge Certificate of Proficiency in English

* Grade B

4. University of Cambridge Certificate in Advanced English

* Grade A

The grades shown are the minimum allowed. If your test results are below the minimum requirements we require you to do more study. You can do this anywhere and resit one of the above tests, or do a course in Edinburgh before the OR course starts. If your score is close to the minimum requirement we recommend you do more study. The following table gives an estimate of how many weeks' extra study is required in the Edinburgh courses. There is a charge for this tuition.

It is important for an OR practitioner to be able to use computers fluently to model new problems. This may involve using or adapting existing packages or using programming languages to develop new applications, and it is important to be interested in this and see it as a creative activity. There are no formal entry requirements for computing skills, but if you have limited experience of computing we advise you to do some preliminary work before joining the course.

Computing Skills A familiarity with MS Windows or Unix (use of spreadsheets and word processing) would be helpful. You will do some computer programming on the course and you will have an easier start with this if you already have some programming experience. A knowledge of any of the high-level programming languages like C, FORTRAN, F90, Visual Basic or Java will be helpful. However, if you have no programming skills then you will be given a chance to develop them within this MSc.

Students' projects will have a programming component and programming skills have to be developed. Java will be used as the computing language for algorithmic work in the MSc. This is also used by the MSc in HPC. Java is a well structured object oriented language which is less error prone than C++ and provides a ready route to producing WEB applications.

An intensive course on object-oriented programming with Java will be given in weeks 0-5 of semester 1. This Java course does not assume that you have previous programming experience. However if you have not used any programming language before, you will have less work to do in this course if you do some preliminary work before the start of the course. Once you have been accepted for the course you will be sent more guidance. A good public tutorial on Java is the SUN Java Tutorial.

Language Proficiency

Cambridge English: Advanced (CAE): Grade A (Score: 80)

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