Birla Institute of Technology & Science, Pilani Work-Integrated Learning Programmes Division First Semester 2013-2014 Course Handout

Course No. Course Title Instructor Course Description: Optimization of functions of one and many variables with and without constraints; KuhnTucker conditions; gradient methods; linear programming; simplex and integer programming methods; duality theory; transportation and assignment problems; dynamic programming; branch and bound methods; models of linear production systems, sequencing and scheduling, PERT, CPM. Scope & Objectives Engineers, scientists, analysts and managers are often faced with the challenge of making trade-offs between different factors in order to achieve desirable outcomes. Optimization is the process of choosing these trade-offs in the best way. Optimization problems, having reached a degree of maturity over the past several years, are encountered in physical sciences, engineering, economics, industry, planning, and many other areas of human activity. Objective of the course is set to familiarize the students with standard methods of solving optimization problems. Prescribed Text Book T1. Taha, Hamdy A, Operations Research: An Introduction, Pearson Education, 8 th, Edition, 2007. : AAOC ZC222 : Optimization : A. MICHAEL ALPHONSE

Reference Book
R1.

C.B. Gupta, Optimization Techniques in Operation Research, I.K. International Publishing House Pvt. Ltd., 2008. FS Hillier and GJ Lieberman, Introduction to Operations Research, TMH, 8/E, 2006. Igor Griva, Stephen G Nash & Ariela Sofer, Linear & Nonlinear Optimization , Books 24X7 Online Digital Library J.C.Pant, Introduction to Optimization: Operations Research, Jain Brothers 7/E 2008.

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AAOC ZC222 (Course Handout)

First Semester 2013-2014 Topic

Page 2

Plan of Self Study Week Learning Objectives No. 1 How to develop Linear Programming models and how to solve two variables LP models by the graphical solution procedure 2 How the simplex calculations are made and know how to recognize the special situations 3 4 5 6 7-8 9 10 11 12-13 14 15 16 17 18 To understand the concept of duality, how to read and interpret the solution of dual problem and relate the dual solution to the primal solution and to explain how post optimal analysis can be used by a decision maker To formulate transportation problems as LPP and how to solve these problems

Reference to Text Book Introduction to Linear T1-Chapter 2, 2.1 to Programming, LP Model and 2.3 graphical solution Simplex Method T1-Chapter 3, 3.1 to 3.3 R3- 5.1 to 5.3 Artificial starting solution and T1-Chapter 3, 3.4 to special cases 3.5 R3- 5.4 to 5.5 Dual Problem, Interpretation T1-Chapter 4, 4.1 to of duality 4.3 R3- 6.1 to 6.2 Dual Simplex Method T1-Chapter 4, 4.4 R3- 6.3 Post optimal or sensitivity T1-Chapter 4, 4.5 analysis R3- 6.4 Transportation Model T1-Chapter 5, 5.1 to 5.3 R3- 8.2

Review Session Syllabus for Mid-Semester Test (Closed Book): Topics in Week No. 1 to 9 To formulate assignment problems as LPP Assignment Problem T1-Chapter 5, 5.4 and how to solve these problems R3- 8.2 To obtain an understanding of why and Advanced Linear T1-Chapter 7, 7.1-7.2 how the simplex calculations are made. Programming Network Models To understand multiples objectives optimization and how to solve multi objective optimization To understand Integer Programming problem and its efficacy Dynamic Programming CPM & PERT Goal Programming Integer Linear Programming Dynamic Programming T1-Chapter 6, 6.5 T1-Chapter 8, 8.1 to 8.2 T1-Chapter 9, 9.1, 9.2.1, 9.2.3 T1-Chapter 10, 10.1, 10.2, 10.3.1, 10.3.3, 10.4.1 T1-Chapter 13, 13.4

Decision analysis and Game theory Game Theory Review Session Syllabus for Comprehensive Exam (Open Book): All topics given in Plan of Self Study

Evaluation Scheme: EC No. EC-1 Evaluation Component & Type of Examination Assignment/Quiz
Duration

Weightage 15%

Day, Date, Session,Time ** Details to be announced on LMS Taxila website by Instructor Sunday, 08/09/2013 (FN)* 10 AM 12 Noon Sunday, 10/11/2013 (FN)* 9 AM 12 Noon

EC-2 EC-3

Mid-Semester Test

(Closed Book)* Comprehensive Exam (Open Book)*

** Details to be announced on LMS Taxila website by Instructor 2 Hours 3 Hours

35% 50%

AAOC ZC222 (Course Handout)

First Semester 2013-2014

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** Please check the details by 24th July, 2013 on LMS Taxila web site.
* Legend: AN: AfterNoon Session; FN: ForeNoon Session Closed Book Test: No reference material of any kind will be permitted inside the exam hall. Open Book Exam: Use of any printed / written reference material (books and notebooks) will be permitted inside the exam hall. Loose sheets of paper will not be permitted. Computers of any kind will not be allowed inside the exam hall. Use of calculators will be allowed in all exams. No exchange of any material will be allowed. Note: It shall be the responsibility of the individual student to be regular in maintaining the self study schedule as given in the course handout, attend the online/on demand lectures as per details that would be put up in the BITS LMS Taxila website www.taxila.bits-pilani.ac.in and take all the prescribed components of the evaluation such as Assignment (Course Page on LMS Taxila), Mid Semester Test and Comprehensive Examination according to the Evaluation Scheme given in the respective Course Handout. If the student is unable to appear for the Regular Test/Examination due to genuine exigencies, the student must refer to the procedure for applying for Make-up Test/Examination, which will be available through the Important Information link on the BITS WILP website on the date of the Regular Test/Examination. The Make-up Tests/Exams will be conducted only at selected exam centres on the dates to be announced later. Instructor-in-Charges