BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI - K.K.

BIRLA GOA CAMPUS

INSTRUCTION DIVISION
FIRST SEMESTER 2014-15
Course Handout (Part II)
Date: July 30, 2014
In addition to part-I (General Handout for all courses appended to the time table) this portion gives further
specific details regarding the course.
Course No. : MATH F212 & AAOC C222
Course Title : Optimization
Instructor-in-charge : Mayank Goel
Instructor : Manoj Kumar Pandey
1. Scopes and Objective of the Course:
An optimization problem in its simple form is one in which some entity with or without being subjected to
certain constraints is minimized or maximized. The entity to be optimized may be profit, cost, time, product
efficiency, consumer utility, etc. The constraints may involve manpower, availability of space, raw materials,
funds, machine capabilities, governmental controls, etc. There are also optimization problems with more
than one objective but such problems will not be normally considered in this course. The subject of
optimization is multidisciplinary in nature. Optimization Problems are encountered in physical sciences,
engineering, economics, industry, planning, and many other areas of human activity. Background needed for
undertaking this course is acquaintance with Calculus, Set Theory and Linear Algebra. Objective of the
Course is to familiarize the student with standard methods of solving optimization problems. A brief and
informative description of Nontraditional optimization techniques such as Genetic Algorithms, Differential
Evolution, Memetic Algorithms, Ant Colony Optimization, Particle Swarm Optimization, etc. is also provided.

2. Text Book:
H.A.Taha, Operations Research: An Introduction, Pearson Education, 9th Ed., 2012.
3. Reference Books:
R1. Ronald L. Rardin, Optimization in Operations Research, Pearson Education, 2nd Indian Reprint, 2003.
R2. F. S. Hillier and G. J. Lieberman, Introduction to Operations Research, T M H, 8th Ed, 2005.
R3. Pant J.C., Introduction to Optimization: Operations Research, Jain Brothers, New Delhi, 5th Ed, 2000.
R4. Winston, Operations Research: Applications and Algorithms, Thomson, 3rd Ed, 1996.
R5. Saul I. Gass, Linear Programming Methods and Applications, Dover Publications, 5th edn., 2003.
R6. G.C. Onwubolu and B.V. Babu, New Optimization Techniques in Engineering, Springer, 1st Ed, 2004.
R7. A. Ravindran, D.T. Philips and J.J. Solberg, Operation Research: Principles and Practice, John Wiley &
Sons, 2nd Ed, 2004.
4. Course Plan:

Lec.
Learning Objectives Topics to be Covered Sec No.
No.
To understand the meaning of
1 Introduction to optimization
Optimization
How to develop Linear Programming
models and how to solve two variables Two variable LP model, Graphical LP solution, T1: 2.1, 2,2,
2-6
LP models by the graphical solution Selected LP applications, Convex Set 2.3, 7.1.1
procedure
LP model in equation form, Transition from
7-8 T1: 3.1,3.2
To obtain an understanding of why and graphical to algebraic solution
how the simplex calculations are made Simplex method, Artificial starting solution, T1: 3.3, 3.4,
9-10
and know how to recognize the special Special cases in the simplex method 3.5
situations The Simplex Method, Generalized simplex
11-13 T1: 7.1.2, 7.2
tableau in matrix form
 To understand the concept of duality, Definition of Dual Problem, Duality, Primal- T1: 4.1, 7.4,
14-15
how to read and interpret the solution Dual Relationships 4.2
of dual problem and relate the dual Additional simplex algorithms: Dual Simplex
16-17 T1: 4.3, 4.4
solution to the primal solution and to Method, Generalized Simplex Algorithm
explain how post optimal analysis can
18-19 Post optimal Analysis T1: 4.5
be used by a decision maker
Definition of transportation problem, The
20-22 To formulate transportation and T1: 5.1, 5.3
transportation Algorithm
assignment problems as LPP and how
23 to solve these problems The Assignment Model T1: 5.4
To understand Integer Programming Formulation of IP problem Branch and Bound
24-26 T1: 9.1, 9.2.1
problem and its efficacy method for solving IPP

To understand multiples objectives Goal Programming Formulation, Goal

27-29 optimization and how to solve multi Programming Algorithms: The Weights T1: 8.1, 8.2
objective optimization Method and The Preemptive Method

Unconstrained problems, Convex and T1: 20.1,

30
concave functions 20.1.1
Fibonacci Method and Golden Section
Method, Gradient of a Function, Descent T1: 21.1.1,
31-34
How to solve Nonlinear Programming Methods: Steepest Descent Method and 21.1.2
problem Conjugate Gradient Method
Karush-Kuhn-Tucker (KKT) Conditions, T1: 20.2.2,
35-37
Quadratic Programming 21.2.2
38 Penalty Function Method R3: 6.3B
Drawbacks of the Classical Techniques,
To introduce Evolutionary Computation Introduction to Nontraditional Optimization
39-42 R6
Techniques Techniques (Genetic Algorithms, Differential
Evolution, etc.

5. Evaluation Scheme:

Weightage
Evaluation Components Duration Date and Time Remarks
(%)
Test I 60 Min. 25 13/09/14, 02.00-03.00 PM CB
Test II 60 Min. 25 18/10/14, 02.00-03.00 PM CB
Surprise test ** 10 **
Comp. Exam 3 Hours 40 01/12/14(FN) CB

** To be announced later.
6. Self Learning Component (SLC): Use TORA, MATLAB and Mathematica software's to solve optimization
problems.
7. Make up Policy: Make up will be given only for genuine cases and for that prior permission has to be obtained
from I/C.
8. Chamber consultation hours: To be announced in class by the respective Instructors.
9. Problems: Students are strongly advised to work out all the problems in the text-book and do similar problems
from the reference books. It is also strongly recommended that the students should try out the algorithms on
computers to get a better understanding of the subject.
10. Notices: All notices in relation to the above course will be put up on Moodle Server.

Instructor-In-Charge
MATH F212/AAOC C222