WITH EFFECT FROM THE ACADEMIC YEAR 2013- 2014
EE 463
OPTIMIZATION METHODS
(Elective-II & Common to EEE & E IE)
Instruction 4 Periods per week
Duration of University Examination 3 Hours
University Examination 75 Marks
Sessional 25 Marks
UNIT-I
Introduction to Classical Optimization Techniques: Statement of optimization problem, Objective function, Classification of optimization problems.
Classical Optimization Techniques: Single-variable & Multi-variable optimization without constraints. Multi-variable optimization with equality constraints. Lagrange multiplier method, Multi-variable optimization with inequality constraints, kuhn-Tucker conditions.
UNIT-II
Linear Programming: Standard form, Formulation of the LPP, Solution of simultaneous equations by Pivotal condensation, Graphical method, Simplex algorithm, Big M method, Two phase Simplex method, Duality principle, Dual Simplex method.
UNIT-III
Non-Linear Programming: One dimensional Search method: Fibonacci method, Golden Section method.
Direct Search Method: Uni-variate Search and Pattern Search methods, Powell’s method.
UNIT-IV
Gradient Method: Steepest Descent, Conjugate Gradient and Quasi-Newton method, Fletcher-Reeves method of Conjugate gradients.
UNIT-V
Dynamic Programming: Multistage design process, Types, Principle of optimality, Computational procedure in Dynamic programming, Examples using Calculus method and Tabular method of solutions.
Suggested Reading:
1. S.S.Rao, Engineering Optimization Theory and Applications,
New Age International, 3rd Edition, 1998.
2. Jasbir S.Arora, Introduction to Optimum Design, McGraw Hill International Edition, 1989.
3. S.D.Sharma, Operational Research, Kedarnath Ramnath & Co., 2004.