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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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