Optimization Methods in A Few Selected Areas
Optimization Methods in A Few Selected Areas
Contents
1. Introduction to optimization methods (1 hr.)
2. Optimization (8 hr.s)
• Calculus based method
• Lagrange multiplier
• Kuhn-Tucker Condition
3. Linear programming problem (12 hr.s)
• Simplex method
• Revised simplex method
• Duality
• Dual simplex method
• Post optimality problems
• Sensitivity analysis
4. Transportation problem (4 hr.s)
• North-west corner Rule
• Row-minimum method
• Vogel’s Approximation
• u-v method
5. Introduction to Game Theory (Decision making under competition) (6 hr.s)
• Game with pure strategies
• Game with mixed strategies
• Dominance property
• Graphical method for 2 x n (or m x 2) Games
6. Introduction to Queuing Model (6 hr.s)
• Characteristics involved in queuing models
• Markovian models (variations of M|M|1 and M|M|c models)
References:
1. An introduction to optimization by E. K. P. Chong and S. H. Zak (Wiley)
2. Engineering optimization – Theory and practice by S. S. Rao (New Age international Pvt. Ltd.)
3. Operation research: An introduction by H. Taha (Prentice Hall, India)
4. Operation Research by R. Panneerselvam (Prentice Hall, India)
5. Linear Programming and Game Theory by D. Chatterjee (Prentice Hall, India)
6. Quantitative Techniques for Decision Making by Gupta and Khanna (Prentice Hall, India)
7. Optimization in operation research by Rardin (Pearson Education)
Evaluation
• 2 in-sem exam
• Final exam
• Attendance
I will add the marks of all three components.