Page 38 - REC :: M.E. CSE Curriculum and Syllabus - R2019

CP19P17 OPTIMIZATION TECHNIQUES Category L T P C
PE 3 0 0 3

Objectives:
⚫ Be familiar with Optimization techniques.
⚫ Learn to solve problems in linear programming and Integer programming.
⚫ Acquire the knowledge and analyze to solve problems in Dynamic Programming.

UNIT-I LINEAR PROGRAMMING 9
Linear Programming - Introduction - Applications - Standard Form - Geometry - Simplex - Simple Method -
Artificial Methods - Big M Method - Two Phase Simplex Method.

UNIT-II DUALITY AND NETWORKS 9
Revised Simplex Method - Duality - Dual Relations - Dual Simplex Method - Sensitivity or Post optimality Analysis -
Transportation Problem - Karmarkar’s Interior Method – Assignment Problem.

UNIT-III CLASSICAL OPTIMISATION THEORY 9
Unconstrained external problems, Newton – Ralphson method – Equality constraints – Jacobean methods –
Lagrangian method – Kuhn – Tucker conditions – Simple problems

UNIT-IV DYNAMIC PROGRAMMING 9
Dynamic Programming - Multistage Decision Process - Sub optimization and Principle of Optimality -
Computational Procedure - Calculus Method of Solution - Tabular Method of Solution - Conversion of a Final Value
Problem into an Initial Value Problem - Linear Programming as a Case of Dynamic Programming.

UNIT-V INTEGER PROGRAMMING 9
Integer Programming - Graphical Representation - Gomory’s Cutting Plane Method - Balas’ Algorithm for Zero–One
Programming Problems - Integer Polynomial Programming - Branch-and-Bound Method.

Total Contact Hours : 45

Course Outcomes:
Upon completion of the course, students will be able to
⚫ Solve optimization problems using simplex method.
⚫ Solve optimization problems using Duality.
⚫ Apply Branch and Bound to solve Non Linear Programming.
⚫ Apply Dynamic programming to solve real-life applications.
⚫ Apply integer programming and linear programming to solve real-life applications.

Reference Book(s):
1 S.S. Rao,"Engineering Optimization: Theory and Practice", New Age International Pvt., Ltd., 2013.
2 H.A. Taha,"Operations Research:An Introduction", 5th Edition, Macmillan, New York, 1992.
3 Paneer Selvam, “Operations Research”, Prentice Hall of India, 2002.
4 Gupta P.K. and Hira D.S., “Problems in Operation Research”, S.Chand& Co.,2014.
5 Natarajan AM, Balasubramani P and Tamilarasi A, “Operations Research”, Pearson Education, 2012.