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ME682: Optimization Techniques

Teaching Scheme Credits Marks Distribution


Theory Marks Practical Marks Total
L T P C Marks
ESE CE ESE CE
3 0 2 5 70 30 30 20 150

Course Content:
Sr. Teaching
Topics
No Hrs.
.
1 Introduction to Optimization: 02

Mathematical formulation, Classification of optimization


problems, Engineering applications of optimization

2 Classical Optimization Techniques: 08

Single variable optimization.


Multivariable unconstrained optimization.
Multivariable optimization with equality constraints: Direct
substitution, method of Lagrange multipliers, method of
constrained variation.
Multivariable optimization with inequality constraints: Kuhn-
Tucker conditions.

3 Single Variable Optimization: 06

Unimodal function
Elimination Methods: unrestricted search, exhaustive search.
Dichotomous search, Interval halving method, Fibonacci method,
Golden section method
Interpolation Methods: Quadratic and cubic interpolation methods.
Direct Root methods: Newton method, Quasi-Newton method,
Secant method.

4 Multivariable unconstrained optimization: 08

Direct search methods: Random search methods, Grid search


method, Univariate method, Hooke and Jeeves method, Powells
method.
Indirect search methods: Steepest descent method, Conjugate
gradient method, Newtons method.
5 Multivariable optimization with equality constraints: 08

Random search methods, Sequential linear programming,


Sequential quadratic programming.
Basic approach of penalty function methods, Interior and exterior
penalty function methods.

6 Geometric Programming: 06

Introduction, posynomials
Unconstrained Geometric Programming Problem: Arithmetic
Geometric inequality, PrimalDual relationship and Sufficiency
conditions.
Constrained Geometric Programming problem
Applications of Geometric Programming

7 Modern Methods of Optimization: 04

Genetic algorithms, simulated annealing, fuzzy optimization,


neural-network-based methods, Particle Swarm Optimization.
Total Hrs. 42
Reference Books:
1. Rao S. S., Engineering Optimization: Theory and Practice, 3rd edition, New Age
International (P) Ltd Publishers.
2. Jasbir S. Arora, Introduction to Optimum Design, McGraw Hill.
3. Ravindran A., Ragsdell K. M. and Reklaitis G. V., Engineering Optimization:
Methods and Applications, 2nd edition, Wiley India.
4. Belegundu A. D., Chandrupatla T. R., Optimization Concepts and Applications in
Engineering, 2nd edition, Cambridge University Press.
5. Kalyanmoy Deb, Optimization for Engineering Design: Algorithms and Examples,
Prentice Hall.