MA301

Optimization Techniques

Information

Instructor: Dr Manjil Pratim Saikia

Contact: [email protected] (please only use this email address to send me emails related to this course)

Lecture Time & Place: T 1000-1055 (Room 5), W 0900-0955 (Room 4) and F 1400-1455 (Room 8)

Office Hours: T 1700-1800 and Th 1700-1800 in Faculty Block - II, Office F-7 (also by appointment)

Course Prerequisites: It will be assumed that students are familiar with the following courses: MA101, MA203, CS101, CS201 and CS301.

Attendance Policy: Attendance is mandatory, institute policy is minimum 75% continous attendance failing which the student is not allowed to sit in exams. If you have a genuine reason for missing the lectures please talk to me or the HoD as soon as possible (talking just a few weeks before the exam will not be sufficient).

Course Details

Linear programming problem: formulation and geometric ideas, simplex algorithm, duality, transportation and assignment problem, Integer programming problems; Nonlinear optimization: method of Lagrange multipliers, Karush-Kuhn-Tucker theory, numerical methods for nonlinear optimization; Convex optimization and quadratic programming; Applications of linear, integer and quadratic programming to various areas of science and engineering.

Reading Materials

The recommended textbook for major portions of the course is Numerical Optimization with Applications by Suresh Chandra, Jayadeva and Aparna Mehra (Narosa Publishing House, 2016). This book is available in the institute library. I will supplement this book with other materials of my own for some portions of the course.

Each week two students will be in charge of transscribing the lectures for that week. This should be done in LaTeX using the template available here, you should use this style file and bib file when required. All figures must be preferably in pdf format (check Ipe for instance), otherwise in both EPS and jpg format. The output should look something like this. The transcribing will earn you marks for a part of Assessment III.

Exams

Assessment I