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15MAT303

OPTIMIZATION TECHNIQUES

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Introduction Optimization - optimal problem formulation, engineering optimization problems, optimization algorithms, numerical search for optimal solution.

Single Variable optimization Optimality criteria, bracketing methods - exhaustive search method, bounding phase method- region elimination methods - interval halving, Fibonacci search, golden section search, point estimation method- successive quadratic search, gradient based methods.

Multivariable Optimization Optimality criteria, unconstrained optimization - solution by direct substitution, unidirectional search direct search methods evolutionary search method, simplex search method, Hook-Jeeves pattern search method, gradient based methods steepest descent, Cauchy’s steepest descent method, Newton’s method, conjugate gradient method - constrained optimization. Kuhn-Tucker conditions.

TEXT BOOKS:

1. S.S. Rao, “Optimization Theory and Applications”, Second Edition, New Age

International (P) Limited Publishers, 1995.

REFERENCES:

1. Kalyanmoy

Deb,

“Optimization

for

Engineering

Design

Algorithms

and

Examples”, Prentice Hall of India, New Delhi, 2004.

2. Edwin K.P. Chong and Stanislaw H. Zak, “An Introduction to Optimization”, Second Edition, Wiley-Interscience Series in Discrete Mathematics and Optimization, 2004.

3. M. Asghar Bhatti, “Practical Optimization Methods: with Mathematics Applications”, Springer Verlag Publishers, 2000.

Books:

Lecture Plan

1. S.S. Rao, “Optimization Theory and Applications”, Second Edition, New Age International (P) Limited Publishers, 1995.

2. Kalyanmoy Deb, “Optimization for Engineering Design Algorithms and Examples”, Prentice Hall of India, New Delhi, 2004.

3. M. Asghar Bhatti, “Practical Optimization Methods: with Mathematics Applications”, Springer Verlag Publishers, 2000.

Lecture

Section

Content

L1-L3

B1-1.4

Definitions: Optimization models, simple problem formulations and solutions. Examples of some engineering optimization problems.

L4

B1-1.5

Types of Optimization Techniques and examples.

 

B1-2.1

 

L5

&2.2

Single Variable (non-linear) Optimization-Analytical methods

L6

B2-3.1

Introduction to multivariable optimization

L7

B1-2.3

Multivariable (non-linear) optimization with no constraints- Analytical methods

L8-L9

B2-4.1

Constrained Optimization Introduction and Graphical method

L10-L11

B3

Non-Linear Programming, Convex sets, convex functions

L12

B2-4.1,

Non-Linear Programming: Kuhn-Tucker conditions

B3

L13-L14

B2-2.1

Introduction to search techniques-Single variable Optimization- Bracketing methods- Exhaustive Search Method

L15

B2-2.1

Bounding face method

L16-L19

B2-2.3

Region elimination methods-Interval halving, Fibonacci search, Golden section search

L20-L21

B2-2.4

Point estimation methods-Successive Quadratic estimation

L22-L25

B2-2.5

Gradient based methods-Bisection Method, Secant Method, Newton Raphson method

L26

B2-3.1,

Introduction to numerical search of multivariable optimization

3.2

problems, Unidirectional Search

L27-L31

B2-3.3.

Direct Search Methods-Evolutionary Optimization Method, Simplex Search Method, Hooke-Jeeves pattern search method

L32-L35

B2-3.4

Gradient Based Methods- Cauchy’s steepest descent method, Conjugate direction method, Newton’s method

Evaluation Pattern:

Internal 50 (T1-15, T2-15, Q1-7, Q2-7, Programming assignment and test 6)

External 50