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  • 8:10 PM, Friday, 29 Mar 2024


Course Dual Degree (B. Tech + Master of Science / Master of Technology)
Semester Electives
Subject Code MA362
Subject Title Optimization Techniques

Syllabus

Optimization: Need for unconstrained methods in solving constrained problems, Necessary conditions of unconstrained optimization, Structure methods, Quadratic models, Methods of line search, Steepest descent method, Quasi-Newton methods: DFP, BFGS, Conjugate-direction methods:, Methods for sums of squares and nonlinear equations ,Linear Programming: Simplex Methods, Duality ii LPP, Transportation problem, Nonlinear programming: Lagrange Multiplier, KKT conditions, Convex programming.

Text Books

1. E. K. Chong and S. H. Zak, An Introduction to Optimization, 2nd Ed., Wiley India, 2001.

References
  1. D. G. Luenberger and Y. Ye, Linear and Nonlinear Programming, 3rd Ed., Springer India, 2008.
  2. N. S. Kambo, Mathematical Programming Techniques, East-West Press, 1997.