Optimization

IIT Kharagpur Course , Prof. A. Goswami

Lecture 1: Optimization - Introduction

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Lecture Details :

Optimization by Prof. A. Goswami & Dr. Debjani Chakraborty,Department of Mathematics,IIT Kharagpur.For more details on NPTEL visit http://nptel.ac.in

Course Description :

Optimization - Introduction - Formulation of LPP - Geometry of LPP and Graphical Solution of LPP - Solution of LPP : Simplex Method - Big - M Method - Two - Phase Method - Special Cases in Simple Applications - Introduction to Duality Theory - Dual Simplex Method - Post Optimaility Analysis - Integer Programming - Introduction to Transportation Problems - Solving Various types of Transportation Problems - Assignment Problems - Project Management - Critical Path Analysis - PERT - Shortest Path Algorithm - Travelling Salesman Problem - Classical optimization techniques : Single variable optimization

Unconstarined multivariable optimization - Nonlinear programming with equality constraint - Nonlinear programming KKT conditions - Numerical optimization : Region elimination techniques - Fibonacci Method - Golden Section Methods - Interpolation Methods - Unconstarined optimization techniques : Direct search method - Unconstarined optimization techniques : Indirect search method - Nonlinear programming : constrained optimization techniques - Interior and Exterior penulty Function Method - Separable Programming Problem - Introduction to Geometric Programming - Constrained Geometric Programming Problem - Dynamic Programming Problem - Multi Objective Decision Making - Multi attribute decision making

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