NPTEL Syllabus

Optimization - Web course

COURSE OUTLINE
Modelling and Defining Optimization Problems
Solving Linear Programming Problems
Application of Linear Programming Problems
Nonlinear Programming Problems

NPTEL
http://nptel.iitm.ac.in

COURSE DETAIL
Lectures

Mathematics

Topic/s

Review of Basic Linear Algebra, Matrices and Vectors,

Systems of Linear Equations

Coordinators:

Modeling Optimization Problems, Defining the Problem,

Formulating a Mathematical Model

Dr. Debjani Chakraborty

Department of MathematicsIIT
Kharagpur

Classical
optimization
optimization

Prof. A. Goswami
Department of MathematicsIIT
Kharagpur

Multivariable optimization

Formulation of Linear Programming Problems, Standard

Form of Linear Programming Models, Assumptions in Linear
Programming, Examples of Linear Programming Models

techniques:

Single variable

Linear Programming models

Graphical solution to Linear

Graphical sensitivity analysis

Programming Problems,

Solving Linear Programming Problems: The Simplex

Method, Setting up the Simplex Method, The Algebra of the
Simplex Method

The Simplex Method in Tabular Form

10

Linear programming using artificial variable - The TwoPhase Method

11

Linear programming using artificial variable - The Big-M

Method

12

Special cases in simplex applications

13

Introduction to Duality theory, Primal-Dual relationship

14

Dual simplex method

15

Post optimality analysis

16

Introduction to Transportation problem

17

Solving balanced and unbalanced transportation problem

18

Assignment problem

19

Hungarian method to solve assignment problem

20

The Transhipment problem

21

Shortest path problem, linear programming formulation to

Shortest path problem

22

Dijkstra's algorithm

23

Network problem, Critical path method

24

PERT

25

linear programming formulation to CPM and PERT

26

Travelling sales man problem

27

Integer linear programming Branch and bound algorithm

28

Integer linear programming Cutting plane algorithm

29

Computational consideration in Integer linear programming

30

Applications to real life problems

31

Nonlinear programming basics

32

Elimination methods to solve Nonlinear programming

33

Comparison of Elimination methods

34

Interpolation methods

35

Implementation in multivariate Nonlinear programming

problems

36

Unconstrained optimization techniques for Nonlinear

programming

37

38

39

Direct and indirect search methods to solve Nonlinear

programming problem
Nonlinear programming Constrained optimization
technique
Direct and indirect method for Constrained optimization

References:
Optimization: Theory and applications By S. S. Rao
Operations Research - An Introduction By Hamdy A. Taha
A joint venture by IISc and IITs, funded by MHRD, Govt of India

http://nptel.iitm.ac.in