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Linear and Nonlinear Optimization-Syllabus

Syllabus on Linear and Nonlinear Optimization for IIITPune for 5th Semester

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16 views

Linear and Nonlinear Optimization-Syllabus

Syllabus on Linear and Nonlinear Optimization for IIITPune for 5th Semester

Uploaded by

horridbeast000
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Indian Institute of Information Technology Pune

Linear and Nonlinear Optimization


Pre Requisites: Prerequisites: working knowledge of algebra and linear algebra.
Objectives: The course is an introduction to linear optimization and nonlinear optimization. The
objectives of the course are to present the basic theory of optimization, concentrating on results that are
useful for practical applications.

 Introduction to Optimization:
Introduction, Historical Development, Statement of an Optimization Problem, Classification of
Optimization Problems, Introduction of convexity theory.

 Linear Optimization:
Formulation of LPP, Geometry of LPP and Graphical Solution of LPP, Simplex Method,Big - M
Method, Two-Phase Method, Special Cases in Simple Applications, Revised Simplex Method,
Duality in Linear Programming, Post Optimality Analysis.
Transportation Problem: North West Corner Rule, Lowest Cost Method, Vogels
Approximation Method, transportation algorithm, unbalanced transportation problem –
Degeneracy.
Assignment problem:-Introduction, Zero-One Programming Model for Assignment Problem,
Hungarian Method.
Game Theory: Game Theory: Introduction, two-person zero-sum games, pure strategies
(minimax and maximin principles): games with saddle point , rules to determine saddle point,
mixed strategies: games without saddle point, the rules (principles) of dominance, solution
methods games without saddle point: Algebraic Method , Arithmetic Method, Matrix Method,
Graphical Method, Linear Programming Method.

 Nonlinear Optimization:
Necessary and sufficient conditions, The Newton-Raphson Method, Lagrange multipliers
method, Karush Kuhn Tucker conditions, Direct Search Method, Gradient Method, Separable
Programming, Quadratic Programming.

Text/Reference Book:
 Rao, S. S., & Rao, S. S. (2009). Engineering optimization: theory and practice. John Wiley & Sons.
 Taha, H. A. (2004). Operations Research: An Introduction, Pearson Education India.
 Deb, K. (2012). Optimization for engineering design: Algorithms and examples. PHI Learning Pvt.
Ltd..
 Bazaraa, M. S., Sherali, H. D., & Shetty, C. M. (2013). Nonlinear programming: theory and
algorithms. John Wiley & Sons.
 Hillier, F. S. (2012). Introduction to operations research. Tata McGraw-Hill Education.
 R. Panneerselvam (2018), Operations Research, 2nd edition, PHI Learning Pvt. Ltd..

Course Outcomes: Students will be able to


1. Know principles of construction of mathematical models of conflicting situations and
mathematical analysis by optimization techniques; Be able to choose rational options
in practical decision-making problems using standard linear and nonlinear optimizations.
2. Analyze any real life system with limited constraints and depict it in a model form.
3. Convert the problem into a mathematical model.
4. Solve the linear and nonlinear optimization problems.

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