FIRST SEMESTER 2019-2020

Course Handout Part II

01-08-2019
In addition to part-I (General Handout for all courses appended to the time table) this portion gives further
specific details regarding the course.

Course No. : MATH F212

Course Name : Optimization
Instructor-in-charge: Dipak Kumar Satpathi
Instructor : P.T.V. Praveen Kumar, PK Sahoo, Sumit Kumar Vishwakarma

1. Scope and Objective of the Course:

Engineers, scientists, analysts and managers are often faced with the challenge of making trade-offs
between different factors in order to achieve desirable outcomes. Optimization is the process of
choosing these trade-offs in the best way. Optimization problems, having reached a degree of
maturity over the past several years, are encountered in physical sciences, engineering, economics,
industry, planning, and many other areas of human activity. Objective of the course is set to
familiarize the students with standard methods of solving optimization problems.
This course deals with details of various aspects associated with optimization. These include
description of optimization techniques, namely, Linear Programming and Nonlinear Programming,
and their applications to various engineering and science disciplines including economics and
finance. Multi-objective optimization which handles optimization aspects of more than one objective
is also discussed. A brief and informative description of Nontraditional optimization techniques such
as Genetic Algorithms, Differential Evolution, Memetic Algorithms, Ant Colony Optimization,
Particle Swarm Optimization, etc. is also provided.
2. Text Book:
T1 HA Taha, Operations Research: An Introduction, Pearson Education, 10/E, 2018.
Reference Books:
R1 SS Rao, Engineering Optimization: Theory and Practice, New Age International (P) Limited,
Third Edition, 1996
R2 FS Hillier and GJ Lieberman, Introduction to Operations Research, TMH, 10/E, 2017.
R3 WL Winston, Operations Research: Applications and Algorithms, Thomson Learning, 4th
Edition, 2004
R4 JC Pant, Introduction to Optimization: Operations Research, Jain Brothers, New, 6/E, 2004.
R5 A Ravindran, DT Philips and JJ Solberg, Operations Research: Principles and Practice, John
Wiley & Sons, Singapore, Second Edition, 1987
R6 GC Onwubolu and BV Babu, New Optimization Techniques in Engineering, Springer-Verlag,
Heidelberg, Germany, First Edition, 2004.
3. Course Plan:
Chapter in the
Lecture Nos. Learning Objectives Topics to be Covered Text Book

Understand the concepts of

1 Optimization. Learn basic Introduction to optimization
optimization techniques
Understand and develop Linear Two variable LP model, Graphical LP T1 (2.1, 2,2, 2.4,
2-4 Programming models for solution, Selected LP applications, Convex 7.1)
mathematical problems Set
5-6 Understand different techniques LP model in equation form, Transition from T1 (3.1, 7.1.1 ,
available for solving two, graphical to algebraic solution 3.2)
multivariate LP problems.

7-9 The Simplex Method Generalized simplex T1(3.3., 7.1.2,

tableau in matrix form, Revised Simplex 7.2)
Method.

10-12 Artificial starting solution T1(3.4, 3.5)

Special cases in the simplex method
13-14 Definition of Dual Problem, Duality, T1 (4.1, 7.4,4.2)
Primal-Dual Relationships.
Understand and solve special
cases in the LP problems,
15-16 Economic Interpretation of Duality, T1(4.3, 4.4)
introduce sensitivity analysis to
Additional simplex algorithms (Dual
re-evaluate a solution. Practical
Simplex Method, Generalized Simplex
application of LP for solving
Algorithm),
real time problems
T1(4.5)
17-18 Post optimal Analysis
19-21 Definition of transportation problem, The T1 (5.1, 5.3)
Understand special cases of transportation Algorithm,
simplex problems and its
procedures.
22 The Assignment Model T1(5.4)
23-24 Understand multiple objective Goal Programming Formulation T1 (8.1, 8.2)
optimization problems and develop
models for solving them

25-26 Understand Integer Programming Formulation of IP problem T1 (9.1, 9.2)

Problems and different techniques
for solving IPP Branch and Bound method for solving IPP
Cutting Plane method
 27-28 Understand the difference Unconstrained problems, Convex and T1 (20.1)
between LPP and Nonlinear concave functions,
Programming Problems. Solve
Nonlinear Programming R1 (5.7)
29-30 Elimination Methods: Fibonacci Method
Problems
and Golden Section Method,
Gradient of a Function, Descent Methods: T1 (21.1.1)
31-33 Steepest Descent Method and Conjugate T1(21.1.2)R1( 6.1
Gradient Method, 1,6.12)

34-35 Karush-Kuhn-Tucker (KKT) Conditions, T1 (20.2.2)

36-38 T1(21.2.2)
Quadratic Programming,

Introduce Evolutionary Drawbacks of the Classical Techniques,

Computation Techniques Introduction to Nontraditional Optimization
39-42 R6
Techniques (Genetic Algorithms,
Differential Evolution, etc.)

5. Evaluation Scheme:
Weightage Nature of
Component Duration Date & Time Component

20%
Quizzes (5) 15 min To be announced. Closed Book

35% 1/10, 9.00 -- 10.30

Midsem 90min AM Closed Book

45% 50%Closed
Book
Comprehensive 3 hours 6/12 FN
50%Open
Book
* The quizzes will be announced in the previous lecture class and will be conducted towards the end of
the lecture/tutorial. Out of 5, best 4 will be chosen.
Total marks: 200
6. Notices: All notices about the course will be put on CMS.
7. Chamber Consultation Hour: To be announced in the class by the respective Instructors.
8. Make-up: Make up for the tests will normally be held in the following week. Make up will be
Granted only in genuine cases. Permission must be taken in advance except in
 extreme cases.
9. Academic Honesty and Integrity Policy: Academic honesty and integrity are to be maintained by all the
students throughout the semester and no type of academic dishonesty is acceptable.