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.

 


 

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