Opt Mef344
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Transcript of Opt Mef344
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8/13/2019 Opt Mef344
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8/13/2019 Opt Mef344
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Topics LecturesT / R
(Chapter)
Unconstrained Optimization:
Multivariable optimization, Optimality: Necessary and
Sufficient conditions, Convexity, Gradient based methods
5 T1 (3),
R1 (2)
Constrained Optimization - 1:
Linear Programming (LP), LP problem, Modeling, Geometry of
LP problem, Standard form, The Simplex method
3 T1 (4),
R2 (3,4)
Constrained Optimization2:
Revised simplex method, Duality in LP, The Dual Simplex
method, Sensitivity analysis, Quadratic Programming
3 T1 (4),
R2 (3,4)
Constrained Optimization3:
Standard Non Linear Programming (NLP) form, Necessary and
Sufficient conditions for optimality, Linear constraints: Rosens
method, Non-Linear constraints: Zoutendujks method,
Generalized Reduced Gradient Method, The sequential
quadratic programming (SQP)
6 T1 (5),
R2(7)
Penalty Functions, Duality and Geometric Programming 3 T1 (6)
Direct Search Methods for Nonlinear Optimization:
Cyclic co-ordinate search, Hooke and Jeeves pattern search
method, Rosenbergs method,Nelder and Mead Simplex
method
4 T1 (7)
Multiobjective Optimization 2 T1 (8)
Integer and Discrete Programming 2 T1 (9)
Transportation, Assignment and Network Problems 3 T1 (11)
6. Evaluation Scheme:Component Duration % Weightage Date & Time Remarks
Test I 60 min 2003.03.14
10.3011.30Closed book
Test II 60 min 2006.04.14
10.3011.30Closed book
Quiz -- 15 Surprise Open/Closed book
Comprehensive 180 min 4508.05.14
09.0012.00Closed book
7. Chamber Consultation Hour:Room No.: A-313/11 and Time: Friday, 12.00 - 13.00
8. Notices: All notices will be displayed only on Moodle server.9. Make-up Policy:No makeup for Quizzes. Makeup for Tests needs prior permission or any
genuine emergency.
Instructor-in-charge
ME F344