National Institute of Technology Rourkela

राष्ट्रीय प्रौद्योगिकी संस्थान राउरकेला

ଜାତୀୟ ପ୍ରଯୁକ୍ତି ପ୍ରତିଷ୍ଠାନ ରାଉରକେଲା

An Institute of National Importance

Syllabus

Course Details

Subject {L-T-P / C} : MA5262 : Optimization { 3-0-0 / 3}

Subject Nature : Theory

Coordinator : Dr. Ankur Kanaujiya

Syllabus

Linear optimization: formulation and geometrical ideas of linear programming problems, simplex method, revised simplex method, duality theory, sensitivity analysis, transportation and assignment problems. Nonlinear optimization: basic theory, method of Lagrange multipliers, Karush-Kuhn-Tucker theory, convex optimization. Numerical optimization techniques: line search methods, gradient methods, Newton's method, conjugate direction methods, quasi-Newton methods.

Course Objectives

  • enumerate the fundamental knowledge of linear programming and non-linear programming problems.

Course Outcomes

to apply concept of optimization to solve various engineering problem

Essential Reading

  • Singiresu S. Rao, Engineering Optimization Theory and Practice, John Wiley & Sons, INC.
  • N. S. Kambo, Mathematical Programming Techniques, East West Press

Supplementary Reading

  • Hamdy A. Taha, Operations Research An Introduction, Pearson
  • E.K.P. Chong and S.H. Zak, An Introduction to Optimization, Wiley