Optimization in Engineering
Module I:
Idea of Engineering optimization problems, Classification of optimization algorithms, modeling of problems and principle of modeling. Linear Programming: Formulation of LPP, Graphical solution, Simplex method, Big-M method, Revised simplex method, Duality theory and its application, Dual simplex method , Sensitivity analysis in linear programming.
Module II:
Transportation problems: Finding an initial basic feasible solution by Northwest Corner rule, Least Cost rule, Vogel’s approximation method, Degeneracy, Optimality test, MODI method, Stepping stone method. Assignment problems: Hungarian method for solution of Assignment problems. Integer Programming: Branch and Bound algorithm for solution of integer programming problems.
Module III:
Non-linear programming: Introduction to non-linear programming. Unconstraint optimization: Fibonacci and Golden Section Search method. Constrained optimization with equality constraint: Lagrange multiplier, Projected gradient method. Constrained optimization with inequality constraint: Kuhn-Tucker condition, Quadratic programming.
Module IV:
Queuing models: General characteristics, Markovian queuing model, M/M/1 model, Limited queue capacity, multiple server, Finite sources, Queue discipline.