Course 39. Optimization Methods (Web Course)
Faculty Coordinator(s) :
1.
Prof. D. Nagesh Kumar
Department of Civil Engineering
Indian Institute of Science
Bangalore– 560 012
Email : nagesh@civil.iisc.ernet.in
Telephone : (91- 80)
Off
:
293 2666
Res :
351 5085
Fax :
360 0404 , 360 0683
Detailed Syllabus :
I.
Introduction: Historical Development, Engineering application of Optimization,
Formulation of design problems as mathematical programming problems, classification
of optimization problems.
II.
Linear Programming: Graphical method, Simplex method, Revised simplex method,
Duality in linear programming (LP), Sensitivity analysis, other algorithms for solving LP
problems, Transportation, assignment and other applications.
III.
Non Linear Programming: Unconstrained optimization techniques, Direct search
methods, Descent methods, Constrained optimization, Direct and indirect methods,
Optimization with calculus, Khun-Tucker conditions.
IV.
Dynamic Programming: Introduction, Sequential optimization, computational
procedure, curse of dimensionality, Applications in water resources and structural
engineering.
V.
Advanced Techniques of Optimization: Introduction, Genetic algorithms for
optimization and search.
References :
1.
S.S. Rao, “Engineering Optimization: Theory and Practice”, New Age International (P) Ltd.,
New Delhi, 2000.
2.
G. Hadley, “Linear programming”, Narosa Publishing House, New Delhi, 1990.
3. H.A. Taha, “Operations Research: An Introduction”, 5th Edition, Macmillan, New York,
1992.
4.
K. Deb, “Optimization for Engineering Design – Algorithms and Examples”, Prentice-Hall of
India Pvt. Ltd., New Delhi, 1995.