NPTEL Syllabus

Optimization Methods -
Web course

COURSE OUTLINE

Optimization is the process of obtaining the best

result under given circumstances. In design,
NPTEL
construction and maintenance of any engineering http://nptel.iitm.ac.in
system, engineers have to take many technological
a n d managerial decisions at several stages. The
ultimate goal of all such decisions is either to
minimize the effort required or to maximize the
Civil Engineering
desired benefit. A number of optimization methods
have been developed for solving different types of
optimization problems. In this course, after
discussing about the optimization problem Pre-requisites:
formulation, Linear Programming, Non Linear
Programming, Dynamic Programming techniques Back ground in differential calculus and
are explained in detail along with number of basic maths.
applications in civil engineering. Advanced
optimization techniques such as Evolutionary search
algorithms, Multi objective optimization are briefly Additional Reading:
introduced.
Vedula, S. and Mujumdar, P. P., Water
COURSE DETAIL Resources Systems : Modeling
Techniques and Analysis, Tata-McGraw
Hill, 2005.
Module Sub-Module Hours Total
for Hours
Sub- Hyperlinks:
Module
http://civil.iisc.ernet.in/~nagesh/stwree.htm

1. Historical 1 Coordinators:
Introduction Development;
and Basic Engineering Dr. D. Nagesh Kumar
Concepts applications of Department of Civil EngineeringIISc Bangalore
Optimization; 5
Art of Modeling

Objective 1
function;
Constraints
and Constraint
surface;
Formulation of
design
problems as
 mathematical
programming
problems

Classification 1
of optimization
problems

Optimization 2
techniques –
classical and
advanced
techniques

2. Stationary 1 6
Optimization points;
using Functions of
Calculus single and two
variables;
Global
Optimum

Convexity and 1
concavity of
functions of
one and two
variables

Optimization of 1
function of one
variable and
multiple
variables;
Gradient
vectors;
Examples

Optimization of 1
function of
multiple
variables
subject to
equality
constraints;
Lagrangian
function

Optimization of 1
function of
 multiple
variables
subject to
equality
constraints;
Hessian matrix
formulation;
Eigen values

Kuhn-Tucker 1
Conditions;
Examples

3. Linear Standard form 1 6

Programming of linear
programming
(LP) problem;
Canonical form
of LP problem;
Assumptions in
LP Models;
Elementary
operations

Graphical 1
method for two
variable
optimization
problem;
Examples

Motivation of 2
simplex
method,
Simplex
algorithm and
construction of
simplex
tableau;
Simplex
criterion;
Minimization
versus
maximization
problems

Revised 1
simplex
method; Duality
in LP; Primal-
dual relations;
Dual Simplex
 method;
Sensitivity or
post optimality
analysis

Other 1
algorithms for
solving LP
problems –
Karmarkar’s
projective
scaling method

4. Linear Use of 1 4
Programming software for
Applications solving linear
optimization
problems using
graphical and
simplex
methods

Examples for 3
transportation,
assignment,
water
resources,
structural and
other
optimization
problems

5. Dynamic Sequential 1 4
Programming optimization;
Representation
of multistage
decision
process; Types
of multistage
decision
problems;
Concept of sub
optimization
and the
principle of
optimality

Recursive 2
equations –
Forward and
backward
recursions;
 Computational
procedure in
dynamic
programming
(DP)

Discrete 1
versus
continuous
dynamic
programming;
Multiple state
variables;
curse of
dimensionality
in DP

6. Dynamic Problem 2
Programming formulation
Applications and application 6
in Design of
continuous
beam and
Optimal
geometric
layout of a
truss

Water 2
allocation as a
sequential
process

Capacity 2
expansion and
Reservoir
operation

7. Integer Integer linear 1 3

Programming programming;
Concept of
cutting plane
method

Mixed integer 2
programming;
Solution
algorithms;
Examples
8. Advanced Piecewise 1 6
Topics in linear
Optimization approximation
of a nonlinear
function

Multi objective 2
optimization –
Weighted and
constrained
methods; Multi
level
optimization

Direct and 1
indirect search
methods

Evolutionary 1
algorithms for
optimization
and search

Applications in 1
civil
engineering

Total 40

References:

1. S.S. Rao, "Engineering Optimization: Theory

and Practice", New Age International P)Ltd.,
New Delhi, 2000.

2. G. Hadley, "Linear programming", Narosa

Publishing House, New Delhi, 1990.

3. H.A. Taha, "Operations Research: An

Introduction", 5th Edition, Macmillan, New York,
1992.

4. K. Deb, "Optimization for Engineering Design-

Algorithms and Examples", Prentice-Hall of
India Pvt. Ltd., New Delhi, 1995.

5. K. Srinivasa Raju and D. Nagesh Kumar,

"Multicriterion Analysis in Engineering and
Management", PHI Learning Pvt. Ltd., New
Delhi, India, ISBN 978-81-203-3976-7, pp.288,
 2010.

A joint venture by IISc and IITs, funded by MHRD, Govt of

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India