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Indian Institute of Technology, Kharagpur

Constrained And Unconstrained Optimization

Indian Institute of Technology, Kharagpur and NPTEL via Swayam

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Overview

This course has been designed for postgraduate students. Operations research is not only important in its own right but also forms an integral part of applied sciences like economics, management science, engineering design problems etc. The course provides a systematic and thorough discussion on subject matter with numerous examples.

INTENDED AUDIENCE : PG student,M. Sc
PREREQUISITES : B.Sc with Mathematics as a subject
INDUSTRY SUPPORT : Purely academic course. The content is helpful for all industries who deal with mathematical programming techniques.

Syllabus

COURSE LAYOUT

Week 1: Linear Programming ProblemWeek 2: LPP with artificial variableWeek 3: More on LPP & Introduction to sensitivity AnalysisWeek 4: Sensitivity and dualityWeek 5: Revised and Dual simplex methodWeek 6: Discussion on application with examplesWeek 7: Unconstrained optimization with single variableWeek 8: Discussion on Elimination techniquesWeek 9: Unconstrained optimization with multiple variableWeek 10:KKT conditionsWeek 11:Constrained optimization – direct methodWeek 12:Constrained optimization – indirect method

Taught by

Prof. Adrijit Goswami, Prof. Debjani Chakraborty

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