Opt Mef344

download Opt Mef344

of 2

Transcript of Opt Mef344

  • 8/13/2019 Opt Mef344

    1/2

  • 8/13/2019 Opt Mef344

    2/2

    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