OPTIMIZATION TECHNIQUES AND APPLICATIONS

UNIT I:
Single variable non linear unconstrained optimization:
One dimensional minimization methods(248):- Uni-modal function ,elimination methods, unrestricted
search, exhaustive search,, Fibonacci method, golden section method, interpolation method.
UNIT II:
Multi variable non-linear unconstrained optimization: Direct search method, search methods, invariant
method, pattern search method, Rossen - Brocks method of rotating decent methods, gradient of a
function(335), steepest decent method(339), Fletcher Reeves method(343), variable metric method.
UNIT III:
Geometric programming: Posynomial(492) arithmetic - geometric inequality(500) unconstrained
G.P(501)- constrained G.P (508). DYNAMIC PROGRAMMING: Multistage decision process(545),
principles of optimality(549), examples(555), conversion of final problem to an initial value
problem(566), application of dynamic programming(576) , production inventory, allocation, scheduling
replacement.
UNIT IV:
Linear programming Formulation Sensivity analysis(207). Change in the constraints(215), cost
coefficients(212), coefficients of the constraints, addition and deletion of variable(214), constraints.
Simulation Introduction Types- steps application inventory queuing thermal system. Integer
Programming- Introduction(589) formulation Gomory cutting plane algorithm(591) Zero or one
algorithm(604), branch and bound method(609)
UNIT V:
Stochastic programming:
Basic concepts of probability theory(632), random variables(633)- distributions(643)-mean,
variance,correlation(640), co variance(640), joint probability distribution(639)- stochastic linear(647),
dynamic programming