MA605

Optimization Techniques (3 – 0 - 0) 3

Linear programming – formulation – Graphical and simplex methods – Big-M method – Two phase method – Dual simplex method – Primal Dual problems.

Unconstrained one dimensional optimization techniques - Necessary and sufficient conditions – Unrestricted search method - Fibonacci and Golden section method – Quadratic interpolation, cubic interpolation and direct root methods.

Unconstrained n dimensional optimization techniques – direct search methods – Random search methods – Pattern search methods - Rosenbrock’s method - Descent methods -Steepest descent, conjugate gradient, Quasi - Newton methods.

Constrained optimization Techniques - Necessary and sufficient conditions – Equality and inequality constraints - Kuhn-Tucker conditions - Gradient projection method-cutting plane method- penalty function method.

Dynamic programming – Principle of optimality – recursive equation approach – application to shortest route, cargo-loading, allocation and production schedule problems.

References: 

FOX, R. L., Optimization methods for Engineering Design, Addition Wesley.

RAO S. S., Optimization :Theory and Application, Wiley Eastern Press..

TAHA, H.A., Operations Research- An Introduction, Prentice Hall of India.