BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI - K.K.

BIRLA GOA CAMPUS

INSTRUCTION DIVISION
FIRST SEMESTER 2015-16
Course Handout (Part II)
Date: August 3, 2015
In addition to part-I (General Handout for all courses appended to the time table) this portion gives further
specific details regarding the course.
Course No.
Course Title
Instructor-in-charge

: MATH F212
: Optimization
: Manoj Kumar Pandey

1. Objective of the Course:

The objective of the course is to provide students with:

The value of optimization and mathematical modeling in real life.

Basic techniques to formulate single and multi-objective real problem into a mathematical model.
Various techniques to solve linear and nonlinear programming problem.
The primal-dual relations and to analyze the sensitivity of decision variables.
Various techniques to solve transportation and assignment problems.

2. Learning Outcomes:
Upon completing the course the students will be able to:

Formulate real life problem into a mathematical programming problem.

Solve linear and nonlinear programming problems, and use these methods to solve real life
problems.
Use duality and post-optimality to measure the sensitivity of decision variable and constraint of a
linear programming problem.
Solve unconstraint programming problems, and use these methods to solve practical problems.

3. Pre-requisite: Basic knowledge of linear systems of algebraic equations and matrices.

4. Text Book:
H.A.Taha, Operations Research: An Introduction, Pearson Education, 9th Ed., 2012.
5. Reference Books:
R1. Ronald L. Rardin, Optimization in Operations Research, Pearson Education, 2nd Indian Reprint, 2003.
R2. F. S. Hillier and G. J. Lieberman, Introduction to Operations Research, T M H, 8th Ed, 2005.
R3. Pant J.C., Introduction to Optimization: Operations Research, Jain Brothers, New Delhi, 5th Ed, 2000.
R4. Saul I. Gass, Linear Programming Methods and Applications, Dover Publications, 5th edn., 2003.
R5. G.C. Onwubolu and B.V. Babu, New Optimization Techniques in Engineering, Springer, 1st Ed, 2004.
6. Course Plan:
Lec.
No.
1
2-6

Learning Objectives

Topics to be Covered

Sec No.

To understand the meaning of

Introduction to optimization
Optimization
How to develop Linear Programming
Two variable LP model, Graphical LP solution, T1: 2.1, 2,2,
models and how to solve two variables
Selected LP applications, Convex Set
2.3, 7.1.1
LP models by the graphical method

7-8
9-10
11-13
14-15
16-17
18-19
20-22
23

To obtain an understanding of why and

how the simplex calculations are made
and know how to recognize the special
situations

LP model in equation form, Transition from

graphical to algebraic solution
Simplex method, Artificial starting solution,
Special cases in the simplex method
The Simplex Method, Generalized simplex
tableau in matrix form
Definition of Dual Problem, Duality, PrimalDual Relationships
Additional simplex algorithms: Dual Simplex
Method, Generalized Simplex Algorithm

T1: 3.1,3.2
T1: 3.3, 3.4,
3.5
T1: 7.1.2, 7.2

To understand the concept of duality,

T1: 4.1, 7.4,
how to read and interpret the solution
4.2
of dual problem and relate the dual
T1: 4.3, 4.4
solution to the primal solution and to
explain how post optimal analysis can
Post optimal Analysis
T1: 4.5
be used by a decision maker
Definition of transportation problem, The
To formulate transportation and
T1: 5.1, 5.3
transportation Algorithm
assignment problems as LPP and how
to solve these problems
The Assignment Model
T1: 5.4

24-26

To understand Integer Programming Formulation of IP problem Branch and Bound

T1: 9.1, 9.2.1
problem and its efficacy
method for solving IPP

27-29

To understand multiples objectives Goal Programming Formulation, Goal

optimization and how to solve multi Programming Algorithms: The Weights T1: 8.1, 8.2
objective optimization
Method and The Preemptive Method

30

31-35

36-38

Unconstrained problems, Convex and

concave functions
Fibonacci Method and Golden Section
Method, Gradient of a Function, Descent
How to solve Nonlinear Programming Methods: Steepest Descent Method and
problem
Conjugate Gradient Method
Karush-Kuhn-Tucker
(KKT)
Conditions,
Quadratic Programming

39

Penalty Function Method

40-42

T1: 20.1,
20.1.1
T1: 21.1.1,
21.1.2
T1: 20.2.2,
21.2.2
R3: 6.3B

Drawbacks of the Classical Techniques,

To introduce Evolutionary Computation
Introduction to Nontraditional Optimization R5
Techniques
Techniques.

5. Evaluation Scheme:
Evaluation Components

Duration

Weightage
(%)

Date and Time

Test I

60 Min.

25

23/09/15, 4:00-5:00 PM

Test II

60 Min.

25

29/10/15, 4:00-5:00 PM

Quizzes/Attendance

**

10

**

Comprehensive Exam

3 Hours

40

11/12/15(FN)

Remarks

Closed
Book
Open
Book
Closed
Book

** To be announced later.
6.
7.
8.
9.

Self Learning Component (SLC): Use TORA, MATLAB and Mathematica software's to solve problems.
Make up Policy: Make up will be given only for genuine cases.
Chamber consultation hours: To be announced in class by the respective Instructors.
Notices: All notices in relation to the above course will be put up on Moodle Server.

Instructor-In-Charge
MATH F212