Optimization

Code: MA321 | L-T-P-C: 3-0-0-6

Classification and general theory of optimization; Linear programming (LP) - formulation and geometric ideas, simplex and revised simplex methods, duality and sensitivity, transportation, assignment, and integer programming problems; Nonlinear optimization, method of Lagrange multipliers, Karush-Kuhn-Tucker theory, convex optimization; Numerical methods for unconstrained and constrained optimization (gradient method, Newton’s and quasi-Newton methods, penalty and barrier methods).

Texts:

1. M. S. Bazaraa, J. J. Jarvis and H. D. Sherali, Linear Programming and Network Flows, 4th Ed., Wiley, 2011.
2. N. S. Kambo, Mathematical Programming Techniques, Revised Ed., Affiliated East-West Press, 2008.

References:

1. E. K. P. Chong and S. H. Zak, An Introduction to Optimization, 4th Ed., Wiley, 2013.
2. M. S. Bazaraa, H. D. Sherali and C. M. Shetty, Nonlinear Programming: Theory and Algorithms, 3rd Ed., Wiley, 2013.
3. D. G. Luenberger and Y. Ye, Linear and Nonlinear Programming, 4th Ed., Springer, 2016.
4. K. G. Murty, Linear Programming, Wiley, 1983.
5. D. Gale, The Theory of Linear Economic Models, The University of Chicago Press, 1989