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CE 602: Optimization Method Instructor: Rajib Kumar Bhattacharjya Room No. 105 (M Block) Phone No. 2428 Email: rkbc@iitg.ernet.in |
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Class Timing
Tuesday : 16.00 - 16.55 (Room No. 3102) Wednesday : 15.00 - 15.55 (Room No. 3102) Thursday : 18.00 - 18.55 (Room No. 3102)
Pre-requisites: Nil
Syllabus
Basics of engineering analysis and design, need for optimal design, formulation of optimal design problems, basic difficulties associated with solution of optimal problems. Classical optimization methods, necessary and sufficient optimality criteria for unconstrained and constrained problems, Kuhn-Tucker conditions, global optimality and convex analysis. Linear optimal problems, Simplex method, Introduction to Karmarkar's algorithm; numerical methods for nonlinear unconstrained and constrained problems, sensitivity analysis, linear post optimal analysis. Sensitivity analysis of discrete and distributed systems; introduction to variational methods of sensitivity analysis, shape sensitivity. Introduction to integer programming, dynamic programming, stochastic programming and geometric programming. Introduction to genetic algorithm and simulated annealing.
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Method of Assessment
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