JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

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 methods, ,, 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

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 systems

UNIT - IV

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.

UNIT - V

Geometric Programming: Polynomials – arithmetic - geometric inequality – unconstrained G.P- constrained G.P (<= TYPE ONLY) Non-traditional optimization Techniques: Genetic Algorithms-Steps-Solving simple problems- Comparitions of similarities and dissimilarities between traditional and non-traditional techniques- Particle Swarm Optimization (PSO)- Steps(Just understanding)-Simulated Annealing-Steps-Simple problems.

REFERENCES:

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

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