{"id":859,"date":"2021-10-17T10:01:58","date_gmt":"2021-10-17T10:01:58","guid":{"rendered":"https:\/\/itgeeks.in\/home\/?p=859"},"modified":"2021-10-17T10:02:00","modified_gmt":"2021-10-17T10:02:00","slug":"2k6-ec-805-f-optimization-techniques","status":"publish","type":"post","link":"https:\/\/itgeeks.in\/home\/?p=859","title":{"rendered":"2K6 EC 805 (F): OPTIMIZATION TECHNIQUES"},"content":{"rendered":"\n

Module I: Linear programming I (13 hours)<\/strong>
Systems of linear equations and inequalities – convex sets – convex functions – formulation of linear programming problems – theory of simplex method – simplex algorithm – Charne\u2019s M method – two phase method – duality in linear programming – dual simplex method
Module II: Linear programming II (13 hours)<\/strong>
Sensitivity analysis – parametric programming – bounded variable problems – transportation problem – development of the method – integrality property – degeneracy – unbalanced problems – assignment problem – development of the Hungarian method – routing problems
Module III: Nonlinear programming (13 hours)<\/strong>
Mathematical preliminaries of non-linear programming – gradient and Hessian – unimodal functions – convex and concave functions – role of convexity – unconstrained optimization – fibonacci search – golden section search – optimal gradient method – classical optimization – Lagrange multiplier method – Kuhn-tucker conditions – quadratic programming – separable convex programming – frank and wolfe method
Module IV: Dynamic programming & game theory (13 hours)<\/strong>
Nature of dynamic programming problem – Bellman\u2019s optimality principle – cargo loading problem – replacement problems – multistage production planning and allocation problems – rectangular games – two person zero sum games – pure and mixed strategies – 2\uf0b4m and m\uf0b42 games – relation between theory of games and linear programming<\/p>\n\n\n\n

REFERENCES<\/strong>
1.\u00a0Bazarra M.S., Jarvis J.J. & Sherali H.D. \u2018Linear Programming and Network Problems’, John Wiley<\/a>
2.\u00a0Bazarra M.S., Sherali H.D. & Shetty C.M., ‘Nonlinear Programming, Theory and Algorithms’, John Wiley<\/a>
3. Hadley G., ‘Linear Programming’, Addison Wesley, Narosa<\/a>
4.\u00a0Hillier F.S. & Lieberman G.J. ‘Introduction to Operations Research’, McGraw Hill<\/a>
5. Ravindran A., Phillips D.T. & Solberg J. J., Operations Research Principles and Practice, John Wiley
6.\u00a0Taha H.A., Operations Research, An introduction, P.H.I.<\/a>
7. Wagner H.M., \u2018Principles of Operations Research with Application to Managerial Decisions’, P.H.I\u00a0\u00a0<\/a><\/p>\n\n\n\n

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S8 QUESTION PAPERS<\/a><\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

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