Lahore University of Management Sciences

MATH 343 Optimization Techniques

Math 534 Advanced Optimization Techniques
Fall Semester 2015-16
Instructor
Room No.
Office Hours
Email
Telephone
Secretary
TA
Course URL (if
any)
Course Basics
Credit Hours
Lecture(s)

Recitation/Lab
(per week)
Tutorial (per
week)

Faqir M. Bhatti
Room 9-251A, 2nd Floor, SSE Building Department of Mathematics
TBA
fmbhatti@lums.edu.pk
042-35608013/ 042 35608226
Noreen Irshad
TBA
https://lms.lums.edu.pk

3
Number of
Lec(s) Per
Week
Number br of
Lec(s) Per
Week
Number of
Lec(s) Per
Week

Duration 75 minutes

Duration

Duration

Course Distribution
Core
Elective
Elective
Open for Student Third year and fourth year. Also for Master students in
Category
Mathematics, Computer Sciences, Computer Engineering and
Economics, Physics.
Close for Student First Year and Second year
Category
COURSE DESCRIPTION

Lahore University of Management Sciences

The aims of this course is to present the basic mathematical tools to optimization
Technique: Linear and integer programming (simplex methods )and non-linear
optimization (quadratic program, Kuhn-Tucker conditions and search methods);Various
methods for unconstrained and Constrained Optimization problems are part of the
course. The course work involves carry-home assignments requiring mathematical
modeling and investigating optimal solutions to problems from industry, engineering and
economics by using Mathematica / Matlab. Necessary guidance about Mathematica/
Matlab will be provided in the class / tutorial sessions
COURSE PREREQUISITE(S)
Math 120 Linear Algebra and Differential Equations
Or Math 220 Linear Algebra
And
Math 120 Cal-II

COURSE OBJECTIVES
-

ability to formulate an optimization problem and understand its

mathematical basics to find the analytical or Numerical
Solution.
- ability to identify the most appropriate optimization techniques (or
tools) for a given optimization problem.
- ability to apply optimization techniques to maximize the
performances of various models in computer science, engineering and
economics,

Grading Breakup and Policy

Quiz(s): 10
20%
Attendance in class: 10%
Midterm Examination: 25%
Project:
15%
Final Examination:
30%
2

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Examination Detail

Midterm
Exam

Final
Exam

Yes/No: Yes
Combine Separate:
Duration: 100 minutes
Preferred Date:
Exam Specifications: Closed Book/Closed Notes, Calculator allowed,
but not Graphical
Yes/No: Yes
Combine Separate: Combine
Duration: 120 minutes
Exam Specifications: Closed Book/Closed Notes, Calculator allowed,
but not Graphic

COURSE OVERVIEW
Lecture

Lecture
1-3

Lecture
4-7

Topic

Recommended
Readings

Objectives/
Application
s

Optimization Preliminaries:
Review of the theory of
maxima, minima (two
variables); positive definite
matrices, convexity of regions
and functions; quadratic
function and Hessian matrix;
uniqueness of minimum.
Unconstrained Optimization:
Single search techniques:
Bracketing method; Quadratic
and cubic interpolation;
Fibonacci search; Goldensection.

Lecture
8-12

Lecture
13-14

Lecture
15-16

Lecture
17
Lecture
18-19

Lecture
20-21

Lecture
22-23

Lecture
24-28

Lahore University of Management Sciences

Gradient , conjugate- gradient
and direct- search methods:
Newton ;Steepest descent;
Davidon-Fletcher-Powell (
DFP ); Fletcher- Reeves ;
Hooke and Jeeves.
Direct Search methods: Hooke
and Jeeves ; pattern search ;
Nelder and Mead ; Simplex
method
Constrained Optimization:
Introduction ; review of
Lagrange multipliers
technique with equality
constraints; inequality
constraints and slack
variables; Kuhn-Tucker
Midterm
Constrained Optimization (
Contd):
Cutting plane method;
Rosens projection method.
Sequential linear
programming ( SLP) and
Sequential quadratic
programming (SQP)
techniques
Interior and Exterior Penaltyfunctions to handle equality
,inequality and mixed type of
constraints.
Introduction to Calculus of
Variations: Preliminaries;
derivation of Eulers equation
with fixed and moving
boundaries; isoperimetric
4

Lahore University of Management Sciences

constraints; direct variational
methods by Ritz and Galerkin
;application to solution of a
BVP.

Textbook(s)/Supplementary Readings
Suggested books
1 Charles A Byrne A First Course in Optimization 2013
2 JAN A. SNYMAN Practical Mathematical Optimization, Springer 2005
3 Bunday, B. D. : Basic Optimization Methods, Edward Arnold Ltd.
4 Gupta,A.S. :
Calculus of Variations with Applications, Prentice-Hall of
India. 2004
5 Chiang,Alpha.C. : Fundamental Methods of Mathematical Economics,
McGraw Hill
Class Handouts ( Students are advised to browse time to time website:
lms.lums.edu.pk )