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Course Detail

Course Name Optimization Techniques
Course Code 23DLS504
Semester 1
Credits 4


Unit I

Introduction to optimization: classical optimization, Optimality criteria – Necessary and sufficient conditions for existence of extreme point.
Direct search methods: unidirectional search, evolutionary search method, simplex search method, Introduction, Conditions for local minimization. One dimensional Search methods: Golden search method, Fibonacci method, Newton’s Method, Secant Method, Remarks on Line Search Sections. Hook-Jeeves pattern search method.

Unit II

Gradient-based methods- introduction, the method of steepest descent, analysis of Gradient Methods, Convergence, Convergence Rate. Analysis of Newton’s Method, Levenberg-Marquardt Modification, Newton’s Method for Nonlinear Least-Squares.
Conjugate direction method, Introduction The Conjugate Direction Algorithm, The Conjugate Gradient Algorithm for Non-Quadratic Quasi Newton method.

Unit III

Nonlinear Equality Constrained Optimization- Introduction, Problems with equality constraints Problem Formulation, Tangent and Normal Spaces, Lagrange Condition.
Nonlinear Inequality Constrained Optimization -Introduction – Problems with inequality constraints: Kuhn-Tucker conditions.

Text Book

  1. Edwin K.P. Chong, Stanislaw H. Zak, “An Introduction to Optimization”, 2nd edition, Wiley, 2013.

Reference Books

  1. Mokhtar S. Bazarra, Hamit D Sherali, C.M. Shetty, “Nonlinear programming Theory and applications”, 2nd edition, Wiley , 2004.
  2. Mohan C. Joshi and Kannan M. Moudgalya, Optimization: Theory and Practice, Narosa Publishing House, New Delhi, 2004 (Reference)
  3. Kalyanmoy Deb, “Optimization for Engineering Design Algorithms and Examples”, Prentice Hall of India, New Delhi, 2004.
  4. S.S. Rao, “Optimization Theory and Applications”, Second Edition, New Age International (P) Limited Publishers, 1995.
  5. Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific, 1997.

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