JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

ADVANCED OPTIMIZATION TECHNIQUES AND APPLICATIONS

M.Tech I Year I Semester (R17)

UNIT - I

Single Variable Non-Linear Unconstrained Optimization: One dimensional Optimization methods, Uni-modal function, elimination method, Fibonacci method, golden section method, interpolation methods- quadratic & cubic interpolation methods.

UNIT - II

Multi Variable Non-Linear Unconstrained Optimization: Direct search method – Univariant Method – pattern search methods – Powell’s – Hook – Jeeves, Rosenbrock search methods – gradient methods, gradient of function, steepest decent method, Fletcher reeves method. Variable metric method.

UNIT - III

Geometric Programming: Polynomials – arithmetic – geometric inequality – unconstrained G.P – constrained G.P Dynamic Programming: Multistage decision process, principles of optimality, examples, conversion of final problem to an initial value problem, application of dynamic programming, production inventory. Allocation, scheduling replacement.

UNIT - IV

Linear Programming: Formulation – Sensitivity analysis. Change in the constraints, cost coefficients, coefficients of the constraints, addition and deletion of variable, constraints. Simulation: Introduction – Types – Steps – application – inventory – queuing – thermal system.

UNIT - V

Integer Programming: Introduction – formulation – Gomory cutting plane algorithm – Zero or one algorithm, branch and bound method. Stochastic Programming: Basic concepts of probability theory, random variables – distributions – mean, variance, Correlation, co variance, joint probability distribution – stochastic linear, dynamic programming.

REFERENCES:

  • 1. Optimization theory & Applications/ S.S Rao/ New Age International
  • 2. Introductory to operation research/Kasan& Kumar/Springer
  • 3. Optimization Techniques theory and practice / M.C Joshi, K.M Moudgalya/ Narosa Publications.
  • 4. Operation Research/H.A. Taha/TMH
  • 5. Optimization in operations research/R.L Rardin
  • 6. Optimization Techniques/Benugundu & Chandraputla/Person Asia
  • 7. Optimization Techniques /Benugundu & Chandraputla / Pearson Asia

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