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Pilani Pilani Campus: Birla Institute of Techonology and Science

This document provides details for the course AAOC C222 Optimization at BITS Pilani. The course aims to familiarize students with standard optimization techniques like linear programming and nonlinear programming. It will cover topics such as the simplex method, duality, transportation and assignment problems, unconstrained optimization, integer programming, and evolutionary computation techniques. Students will be evaluated based on a mid-semester test, tutorial/assignment, and comprehensive exam. Instructors for the course are listed and textbooks and references provided.

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Shlok Satyam
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224 views

Pilani Pilani Campus: Birla Institute of Techonology and Science

This document provides details for the course AAOC C222 Optimization at BITS Pilani. The course aims to familiarize students with standard optimization techniques like linear programming and nonlinear programming. It will cover topics such as the simplex method, duality, transportation and assignment problems, unconstrained optimization, integer programming, and evolutionary computation techniques. Students will be evaluated based on a mid-semester test, tutorial/assignment, and comprehensive exam. Instructors for the course are listed and textbooks and references provided.

Uploaded by

Shlok Satyam
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© Attribution Non-Commercial (BY-NC)
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BIRLA INSTITUTE OF TECHONOLOGY AND SCIENCE, Pilani Campus

INSTRUCTION DIVISION FIRST SEMESTER 2012-2013 Course Handout Part II

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Date: 03/08/2012 In addition to part-I (General Handout for all courses appended to the time table) this portion gives further specific details regarding the course. Course No. : AAOC C222 Course Title : OPTIMIZATION Instructor-in-charge : SRIKANTA ROUTROY Instructors : Bhupendra K Sharma; CB Gupta; Chandra Shekhar; Javid Ali; Md. Baseer Ahmed; Rajesh P Mishra; Rakhee; Sai Jagan Mohan; Shashi

1. Scope and Objective of the Course:

Engineers, scientists, analysts and managers are often faced with the challenge of making tradeoffs between different factors in order to achieve desirable outcomes. Optimization is the process of choosing these trade-offs in the best way. Optimization problems, having reached a degree of maturity over the years, are encountered in physical sciences, engineering, economics, industry, planning, and many other areas of human activity. Objective of the course is set to familiarize the students with standard methods of solving optimization problems. This course deals with details of various aspects associated with optimization. These include description of optimization techniques, namely, Linear Programming and Nonlinear Programming, and their applications to various engineering and science disciplines including economics and finance. Multi-objective optimization which handles optimization aspects of more than one objective is also discussed. A brief and informative description of Nontraditional optimization techniques such as Genetic Algorithms, Differential Evolution, etc. is also provided.

2. Text Book:
T1 HA Taha, Operations Research: An Introduction, Pearson Education, 9/E, 2011.

Reference Books:

R1 WL Winston, Operations Research: Applications and Algorithms, Thomson Learning, 4th Edition, 2004 R2 FS Hillier and GJ Lieberman, Introduction to Operations Research, TMH, 8/E, 2006. R3 CB Gupta, Optimization in Operations Research, Second Edition, IK publication, New Delhi, 2012. R4 JC Pant, Introduction to Optimization: Operations Research, Jain Brothers, New, 6/E, 2004 R5 A Ravindran, DT Philips and JJ Solberg, Operations Research: Principles and Practice, John Wiley & Sons, Singapore, Second Edition, 1987

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R6 GC Onwubolu and BV Babu, New Optimization Techniques in Engineering, SpringerVerlag, Heidelberg, Germany, First Edition, 2004. R7 SS Rao, Engineering Optimization: Theory and Practice, New Age International (P) Limited, Third Edition, 1996
3. Course Plan: Learning Objectives To understand the meaning of Optimization How to develop Linear Programming models and how to solve two variables LP models by the graphical solution procedure To obtain an understanding of why and how the simplex calculations are made and know how to recognize the special situations To understand the concept of duality, how to read and interpret the solution of dual problem and relate the dual solution to the primal solution and to explain how post optimal analysis can be used by a decision maker To formulate transportation and assignment problems Topics to be Covered Introduction to optimization Lecture Nos. 1 Ref. To Text book

Two variable LP model, Graphical LP solution, LP problems, Convex Set

2-6

T1(2.1, 2,2, 2.2 A, B, 7.1, 7.1.1)

LP model in equation form, Transition from graphical to algebraic solution The Simplex Method, Generalized simplex tableau in matrix form, Revised Simplex method Artificial starting solution Special cases in the simplex method Definition of Dual Problem, Duality, Primal-Dual Relationships, Economic Interpretation of Duality, Additional simplex algorithms (Dual Simplex Method, Generalized Simplex Algorithm), Post optimal Analysis

7-8 9-10 11-13 14-15 16-17

T1(3.1,3.2, 3.3., 7.1.2, 7.2 3.4, 3.5) T1 (4.1, 7.4,4.2, 4.3, 4.4,

18-19

4.5)

Definition of transportation problem, The transportation Algorithm,

20-22

T1 (5.1, 5.3,

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as LPP and how to solve these problems To understand multiples objectives optimization and how to solve multi objective optimization To understand Integer Programming problem and its efficacy Learning Objectives How to solve Nonlinear Programming problem The Assignment Model Goal Programming Formulation, Goal Programming Algorithms: The Weights Method and The Preemptive Method Formulation of IP problem Branch and Bound method for solving IPP Cutting Plane method Topics to be Covered Unconstrained problems, Convex and concave functions, Elimination Methods: Direct search method Gradient of a Function, Descent Methods: Steepest Descent Method Karush-Kuhn-Tucker (KKT) Conditions, Quadratic Programming, To introduce Evolutionary Computation Techniques 4. Evaluation Scheme: Component Mid Semester Tutorial Test/Assignment Comprehensive Duration 90 minutes ---------180 minutes Marks 105 60 135 Weightage (%) 35 20 45 Date & Time Drawbacks of the Classical Techniques, Introduction to Nontraditional Optimization Techniques (Genetic Algorithms, Differential Evolution, etc.)

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23-24 25 26-27

5.4) T1 (8.1, 8.2)

28-30

T1 (9.1, 9.2)

Lecture Nos. 31 32-34 35 36 37-38 39-40

Ref. To Text book T1(20.1, 20.1.1) T1(21.1.1, 21.1.2) T1 (20.2.2) T1 (21.2.2) Class Note

Remarks CB OB Partially CB

05/10 8.00 9.30 am Common hour 15/12 FN

5. Make-Up Policy: Only genuine cases will be entertained (Prior permission will be needed for make

up, usually make-up will be held within a week after the regular test)

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6. Problems: Students are strongly advised to work out all the problems in the text-book and do similar problems from the reference books. It is also strongly recommended that the students should try out the algorithms on computers to get a better understanding of the subject.
7. Chamber Consultation Hours: To be announced in the class by the respective Instructors. 8. Notice: Notices concerning this course will be displayed on Mechanical Engineering Department Notice Board.

INSTRUCTOR-IN-CHARGE (AAOC C222)

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