OPTIMIZATION METHODS

D. Nagesh Kumar
Associate Professor
Department of Civil Engineering,
Indian Institute of Science, Bangalore - 560 012
Email : nagesh@civil.iisc.ernet.in
URL: http://www.civil.iisc.ernet.in/~nagesh

Brief Contents
Overview of optimization and classification of optimization problems; Optimization
using calculus, Kuhn-Tucker Conditions; Linear Programming - Graphical method,
Simplex method, Revised simplex method, Sensitivity analysis, Examples of
transportation, assignment, water resources and other applications; Dynamic
Programming - Introduction, Sequential optimization, computational procedure, curse
of dimensionality, Applications in water resources and structural engineering; Other
topics in Optimization - Piecewise linear approximation, Multi objective optimization,
Multi level optimization; Direct and indirect search methods; Evolutionary algorithms
for optimization and search; Applications in civil engineering.

OPTIMIZATION METHODS
DETAILED CONTENTS
Module 1: Introduction and Basic Concepts (05)
Historical Development; Engineering applications of Optimization; Art of Modeling;
Objective function; Constraints and Constraint surface; Formulation of design
problems as mathematical programming problems; Classification of optimization
problems based on nature of constraints, structure of the problem, deterministic
nature of variables, separability of functions and number of objective functions;
Optimization techniques classical and advanced techniques.

Module 2: Optimization using Calculus (06)

Stationary points - maxima, minima and saddle points; Functions of single and two
variables; Global Optimum; Convexity and concavity of functions of one and two
variables; Optimization of function of one variable and multiple variables; Gradient
vectors; Examples; Optimization of function of multiple variables subject to equality
constraints; Lagrangian function; Optimization of function of multiple variables
subject to equality constraints; Hessian matrix formulation; Eigen values; KuhnTucker Conditions; Examples.

Module 3: Linear Programming (06)

Standard form of linear programming (LP) problem; Canonical form of LP problem;
Assumptions in LP Models; Elementary operations; Graphical method for two
variable optimization problem; Examples; Motivation of simplex method, Simplex
algorithm and construction of simplex tableau; Simplex criterion; Minimization versus
maximization problems; Revised simplex method; Duality in LP; Primal-dual
relations; Dual Simplex method; Sensitivity or post optimality analysis; other
algorithms for solving LP problems Karmarkars projective scaling method.

Module 4: Linear Programming Applications (04)

Use of software for solving linear optimization problems using graphical and simplex
methods; Examples for transportation, assignment, water resources, structural and
other optimization problems.

Module 5: Dynamic Programming (04)

Sequential optimization; Representation of multistage decision process; Types of
multistage decision problems; Concept of sub optimization and the principle of
optimality; Recursive equations Forward and backward recursions; Computational
procedure in dynamic programming (DP); Discrete versus continuous dynamic
programming; Multiple state variables; curse of dimensionality in DP.

Module 6: Dynamic Programming Applications (06)

Problem formulation and applications for Design of continuous beam, Optimal
geometric layout of a truss, Water allocation as a sequential process, Capacity
expansion, Reservoir operation etc.

Module 7: Integer Programming (03)

Integer linear programming; Concept of cutting plane method; Mixed integer
programming; Solution algorithms; Examples.

Module 8: Further topics in Optimization (06)

Piecewise linear approximation of a nonlinear function; Multi objective optimization
Weighted and constrained methods; Multi level optimization; Direct and indirect
search methods; Evolutionary algorithms for optimization and search; Applications in
civil engineering.

OPTIMIZATION METHODS
Lecture Plan

Module

1. Introduction and
Basic Concepts

2. Optimization
using Calculus

3. Linear
Programming

4. Linear
Programming
Applications

Sub-Module
Historical Development; Engineering
applications of Optimization; Art of Modeling
Objective function; Constraints and
Constraint surface; Formulation of design
problems as mathematical programming
problems
Classification of optimization problems
Optimization techniques classical and
advanced techniques.
Stationary points; Functions of single and
two variables; Global Optimum
Convexity and concavity of functions of one
and two variables
Optimization of function of one variable and
multiple variables; Gradient vectors;
Examples.
Optimization of function of multiple variables
subject to equality constraints; Lagrangian
function.
Optimization of function of multiple variables
subject to equality constraints; Hessian
matrix formulation; Eigen values.
Kuhn-Tucker Conditions; Examples.
Standard form of linear programming (LP)
problem; Canonical form of LP problem;
Assumptions in LP Models; Elementary
operations.
Graphical method for two variable
optimization problem; Examples.
Motivation of simplex method, Simplex
algorithm and construction of simplex
tableau; Simplex criterion; Minimization
versus maximization problems.
Revised simplex method; Duality in LP;
Primal-dual relations; Dual Simplex method;
Sensitivity or post optimality analysis.
Other algorithms for solving LP problems
Karmarkars projective scaling method.
Use of software for solving linear
optimization problems using graphical and
simplex methods.
Examples for transportation, assignment,
water resources, structural and other
optimization problems.

Hours for
SubModule

Total
Hours

1
2
1
1
1
6
1

1
1
1

1
1
1
4
3

Module

5. Dynamic
Programming

6. Dynamic
Programming
Applications
7. Integer
Programming

8. Advanced Topics
in Optimization

Total

Sub-Module
Sequential optimization; Representation of
multistage decision process; Types of
multistage decision problems; Concept of
sub optimization and the principle of
optimality.
Recursive equations Forward and
backward recursions; Computational
procedure in dynamic programming (DP).
Discrete versus continuous dynamic
programming; Multiple state variables; curse
of dimensionality in DP.
Problem formulation and application in
Design of continuous beam and Optimal
geometric layout of a truss.
Water allocation as a sequential process
Capacity expansion and Reservoir operation

Integer linear programming; Concept of

cutting plane method.
Mixed integer programming; Solution
algorithms; Examples.
Piecewise linear approximation of a
nonlinear function
Multi objective optimization Weighted
and constrained methods; Multi level
optimization.
Direct and indirect search methods.
Evolutionary algorithms for optimization
and search.
Applications in civil engineering.

Hours for
SubModule

Total
Hours

4
2

2
6
2
2
1
3
2
1
2
6
1
1
1
40