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MATH F212 Handout

The document provides details for the Optimization course MATH F212, including: - The course objectives to familiarize students with standard optimization methods and techniques like linear programming, nonlinear programming, and multi-objective optimization. - The textbook and reference materials. - A course plan with topics, learning objectives, and lecture references. - An evaluation scheme consisting of two tests, an assignment, seminar, and comprehensive exam. - Notices regarding course details, consultation hours, and make-up policies.

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Tarun Kumar
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131 views3 pages

MATH F212 Handout

The document provides details for the Optimization course MATH F212, including: - The course objectives to familiarize students with standard optimization methods and techniques like linear programming, nonlinear programming, and multi-objective optimization. - The textbook and reference materials. - A course plan with topics, learning objectives, and lecture references. - An evaluation scheme consisting of two tests, an assignment, seminar, and comprehensive exam. - Notices regarding course details, consultation hours, and make-up policies.

Uploaded by

Tarun Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI, HYDERABAD CAMPUS

INSTRUCTION DIVISION, FIRST SEMESTER 2015-2016


COURSE HANDOUT PART II

Date: 29-7-2015
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.
Course Name
Instructor-in-charge
Instructor

:
:
:
:

MATH F212
Optimization
P.T.V. Praveen Kumar
P.K. SAHOO

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 past several 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, Memetic Algorithms, Ant Colony
Optimization, Particle Swarm Optimization, etc. is also provided.
2. Text Book:
T1 HA Taha, Operations Research: An Introduction, Pearson Education, 9/E, 2011.
Reference Books:
R1 SS Rao, Engineering Optimization: Theory and Practice, New Age International (P) Limited,
Third Edition, 1996
R2 FS Hillier and GJ Lieberman, Introduction to Operations Research, TMH, 8/E, 2006.
R3 WL Winston, Operations Research: Applications and Algorithms, Thomson Learning, 4th
Edition, 2004
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
R6 GC Onwubolu and BV Babu, New Optimization Techniques in Engineering, Springer-Verlag,
Heidelberg, Germany, First Edition, 2004.

3. Course Plan:
Learning Objectives

Topics to be Covered

To understand the
meaning of
Optimization

Introduction to optimization

How to develop Linear


Programming models
and how to solve two
variables LP models
by the graphical
solution procedure

Two variable LP model, Graphical LP solution,


Selected LP applications, Convex Set

To obtain an
understanding of why
and how the simplex
calculations are made
and know how to
recognize the special
situations

Lectu
re
Nos.

Ref. To Text
book

2-5

T1 (2.1, 2,2, 2.4,


7.1)

LP model in equation form, Transition from graphical


to algebraic solution

6-7

T1 (3.1, 7.1.1 ,
3.2)

The Simplex Method, Generalized simplex tableau in


matrix form,

8-10

T1(3.3., 7.1.2,
7.2)

Artificial starting solution

11-13

T1(3.4, 3.5)

Special cases in the simplex method


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

Definition of Dual Problem, Duality, Primal-Dual


Relationships,

14-15

T1 (4.1, 7.4,4.2)

Economic Interpretation of Duality, Additional


simplex algorithms (Dual Simplex Method,
Generalized Simplex Algorithm),

16-17

T1(4.3, 4.4)

Post optimal Analysis

18-19

T1(4.5)

To formulate
transportation and
assignment problems
as LPP and how to
solve these problems

Definition of transportation problem, The


transportation Algorithm,

20-22

T1 (5.1, 5.3)

The Assignment Model

23

T1(5.4)

To understand
multiples objectives
optimization and how
to solve multi
objective optimization

Goal Programming Formulation,

24

T1 (8.1)

Goal Programming Algorithms: The Weights Method


and The Preemptive Method

25-26

T1(8.2)

To understand Integer
Programming problem
and its efficacy

Formulation of IP problem

27-29

T1 (9.1, 9.2)

Branch and Bound method for solving IPP


Cutting Plane method

Learning Objectives
How to solve
Nonlinear
Programming problem

Lectu
re
Nos.

Topics to be Covered
Unconstrained problems, Convex and concave
functions,
Elimination Methods: Fibonacci Method and Golden
Section Method,
Gradient of a Function, Descent Methods: Steepest
Descent Method and Conjugate Gradient Method,

31-32

T1(20.1,
Appendix D4)
R1 (5.7)

T1(21.1.1)
33-34 T1(21.1.2)R1( 6.1
1,6.12)
35

Karush-Kuhn-Tucker (KKT) Conditions,

To introduce
Evolutionary
Computation
Techniques

30

Ref. To Text
book

T1(20.2.2)

Quadratic Programming,

36-38 T1(21.2.2,Appen
dix D3)

Drawbacks of the Classical Techniques, Introduction


to Nontraditional Optimization Techniques (Genetic
Algorithms, Differential Evolution, etc.)

39-42

R6

5. Evaluation Scheme:
Component

Duration

Weightage

Date & Time

20%

11/09/2015

60 minutes

20%

10/11/2015

Assignment/Semina
r

To be
announced

20%

Comprehensive

3 hours

40%

Test I

60 minutes

Test II

Remarks
Closed Book
Closed Book

To be announced

Open Book

01/12/2015

Closed Book

6. Notices: All notices about the course will be put on Mathematics/LTC notice board, CMS.
7. Chamber Consultation Hour: To be announced in the class by the respective Instructors.
8. Make-up: Make up for the tests will normally be held in the following week. Make up will be
granted only in genuine cases. Permission must be taken in advance except in
extreme cases.

Instructor-in-charge
(MATH F212)

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