Syllabus

Course Code: *Elective-IV    Course Name: Optimization Techniques

MODULE NO / UNIT COURSE SYLLABUS CONTENTS OF MODULE NOTES
1 Introduction to Classical Methods & Linear Programming Problems Terminology, Design Variables, Constraints, Objective Function, Problem Formulation. Calculus method, Kuhn Tucker conditions, Method of Multipliers. Linear Programming Problem, Simplex method, Two-phase method, Big-M method, Duality, Integer linear Programming, Dynamic Programming, Sensitivity analysis.
2 Single Variable Optimization Problems: Optimality Criterion, Bracketing Methods, Region Elimination Methods, Interval Halving Method, Fibonacci Search Method, Golden Section Method. Gradient Based Methods: NewtonRaphson Method, Bisection Method, Secant Method, Cubic search method.
3 Multi Variable and Constrained Optimization Technique, Optimality criteria, Direct search Method, Simplex search methods, Hooke-Jeeve‘spatternsearch method, Powell‘s conjugate direction method, Gradient based method, Cauchy‘s Steepest descent method, Newton‘s method, Conjugate gradient method. Kuhn - Tucker conditions, Penalty Function, Concept of Lagrangian multiplier, Complex search method, Random search method.
4 Genetic Algorithm: Types of reproduction operators, crossover & mutation, Simulated Annealing Algorithm, Particle Swarm Optimization (PSO) – Example Problems
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