NPTEL Syllabus

Optimization Techniques - Web course

COURSE OUTLINE
1. Nonlinear programming

NPTEL

2. Geometric programming
3. Dynamic programming

http://nptel.iitm.ac.in

4. Search Techniques :
One dimensional Search Methods

Mathematics

Unconstrained Multi-dimensional Search Methods

Constrained Multi-dimensional Search Methods.

Pre-requisites:

COURSE DETAIL
Module
No.

Topic/s

Nonlinear programming : Convex sets and convex

functions, Kuhn-Tucker conditions. Convex quadratic
programming: Wolfes and Pivot complementary
algorithms. Separable programming

12

Geometric programming : Problems with positive

coefficients up to one degree of difficulty, Generalized
method for the positive and negative coefficients

Dynamic programming:Discrete and continuous

dynamic programming(simple illustrations).

Lectures

Linear Programming
Additional Reading:

Unconstrained Multi-dimensional Search

Methods:
Univariate search method, Method of steepest
descent, Conjugate radient method, Fletcher Reeves
method,

books.google.co.in
Coordinators:
Dr. Shiv Prasad Yadav
Department of MathematicsIIT Roorkee

Constrained Multi-dimensional Search Methods:

Rosens Gradient projection method, Penalty function
method.
References:
1. Taha H.A. - Operations Research; An Introduction, 7th ed.,2003, MacMillan
Publishing Co.
2. Ravindran A., Phillips, D.T., Solberg J.J.,. - Operations Research :
Principles and Practice, 2nd ed.,2001, John Wiley & Sons.

Hyperlinks:
en.wikipedia.org/wiki/Operations
Research

Search Techniques :
One dimensional Search Methods: Unimodal
functions, imultaneous uniform search method,
Sequential search method, Fibonacci search method,
Golden section search method.

Hillier F.S., Lieberman G.J. Introduction to Operations Research,

7th ed.,2002,Tata McGraw - Hill
publishing Company Limited New
Delhi.

Dr. Tilak Raj Gulati

Department of MathematicsIIT Roorkee

3. Pant J.C. - Introduction to Optimization techniques(Operations Research),

6th ed., 2005, Jain Brothers, New Delhi.
A joint venture by IISc and IITs, funded by MHRD, Govt of India

http://nptel.iitm.ac.in