EE6003 - OPTIMISATION TECHNIQUES (Syllabus) 2013-regulation Anna University

EE6003 - OPTIMISATION TECHNIQUES (Syllabus) 2013-regulation Anna University

EE6003	OPTIMISATION TECHNIQUES	LPTC

3003

OBJECTIVES:

• To introduce the basic concepts of linear programming
• To educate on the advancements in Linear programming techniques
• To introduce non-linear programming techniques
• To introduce the interior point methods of solving problems
• To introduce the dynamic programming method

UNIT I	LINEAR PROGRAMMING	9

Introduction - formulation of linear programming model-Graphical solution–solving LPP using simplex algorithm – Revised Simplex Method.

UNIT II	ADVANCES IN LPP	9

Dualit theory- Dual simplex method - Sensitivity analysis–-Transportation problems– Assignment problems-Traveling sales man problem -Data Envelopment Analysis.

UNIT III	NON LINEAR PROGRAMMING	9

Classification of Non Linear programming – Lagrange multiplier method – Karush – Kuhn Tucker conditions–Reduced gradient algorithms–Quadratic programming method – Penalty and Barrier method.

UNIT IV	INTERIOR POINT METHODS	9

Karmarkar’s algorithm–Projection Scaling method–Dual affine algorithm–Primal affine algorithm Barrier algorithm.

UNIT V	DYNAMIC PROGRAMMING	9

Formulation of Multi stage decision problem–Characteristics–Concept of sub-optimization and the principle of optimality–Formulation of Dynamic programming–Backward and Forward recursion– Computational procedure–Conversion offinal value problem in to Initial value problem.

TOTAL : 45 PERIODS

OUTCOMES:

• To understand ethical issues, environmental impact and acquire management skills.

TEXT BOOKS:

1. Hillier and Lieberman “Introduction to Operations Research”, TMH, 2000.
2. R.Panneerselvam, “Operations Research”, PHI, 2006
3. Hamdy ATaha, “Operations Research –An Introduction”, Prentice Hall India, 2003.

REFERENCES:

1. Philips, Ravindran and Solberg, “Operations Research”, John Wiley, 2002.
2. Ronald L.Rardin, “Optimization in Operation Research” Pearson Education Pvt. Ltd. New Delhi, 2005.