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Default Sathyabama Institute of Science and Technology ME CSE SCSA5105 Advanced Optimization Techniques Syllabus

Sathyabama Institute of Science and Technology ME CSE SCSA5105 Advanced Optimization Techniques Syllabus

SATHYABAMA INSTITUTE OF SCIENCE AND TECHNOLOGY SCHOOL OF COMPUTING

SCSA5105 ADVANCED OPTIMIZATION TECHNIQUES
L T P Credits Total Marks
3 * 0 3 100

UNIT 1 INTRODUCTION TO OPTIMIZATION 9 Hrs.
Formulation of optimization problem- Simplex Method - Big M Method - Two phase method - Dual Simplex method - Integer
Programming- Gomory All Integer cutting plane Method-Gomory Mixed Integer Method-Branch and Bound Method

UNIT 2 NON LINEAR PROGRAMMING 9 Hrs.
Introduction – Unconstrained and Constrained Optimization- Kuhn Tucker conditions- Relative Maximum and Minimum
values- Method of Lagrangian Multipliers- Hessian Matrix- Quadratic programming- Wolfe’s Modified Simplex Method –
Problems

UNIT 3 DYNAMIC PROGRAMMING 9 Hrs.
Recursive relationship - Solution to recursive equation - Dynamic Programming Algorithm - Principle of Optimality -
Maximum and minimum values - Solution of LPP by Dynamic Programming - Multi stage problem

UNIT 4 QUEUEING NETWORKS 9 Hrs.
Introduction to Concept of Queuing Models - Single Server - Multiple server Models - Problems - Pollaczek Khinchine
theorem. Theoretical concepts of Open queuing networks (Theory) - Closed Queuing Networks (Theory) - Queues in series
(Theory).

UNIT 5 DECISION ANALYSIS AND SIMULATION 9 Hrs.
Introduction to Decision Making process – Elements – Decision making under uncertainty – Maximin and Maximax criteria-
Hurwitz criterion – Laplace criterion – Minimax Regret criterion – Decision tree analysis- Problems - Simulation - Nature and
need for simulation - Monte Carlo method – Applications to Queuing systems.
Max. 45 Hrs.

TEXT / REFERENCE BOOKS
1. J.K. Sharma, “Operations Research Theory and Applications”, 4th Edition, Macmillan India Ltd., 2010.
2. F.S.Hillier & G.J. Lieberman, "Introduction to Mathematical Programming", McGraw Hill International Edition.
3. H.A.Taha "Operations Research: An Introduction", 6th Edition, Macmillan.
4. Prem Kumar Gupta and D.S. Hira, “Operations research”, S Chand, 2000.
5. Sharma .S.D, “Operations Research”, Kedarnath Ramnath & Co, 2002.
6. Gupta. P.K and Man Mohan “Problems in Operations Research”, Sultan Chand and Sons, 7th Edition, 1995.

END SEMESTER EXAMINATION QUESTION PAPER PATTERN
Max. Marks: 100 Exam Duration: 3 Hrs.
PART A: 5 Questions of 6 Marks each – No choice 30 Marks
PART B: 2 Questions from each unit of internal choice, each carrying 14 Marks 70 Marks
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