15MAT303 OPTIMIZATION TECHNIQUES 2 1 0 3

Introduction
Optimization - optimal problem formulation, engineering optimization problems,
optimization algorithms, numerical search for optimal solution.

Single Variable optimization

Optimality criteria, bracketing methods - exhaustive search method, bounding phase
method- region elimination methods - interval halving, Fibonacci search, golden section
search, point estimation method- successive quadratic search, gradient based methods.

Multivariable Optimization
Optimality criteria, unconstrained optimization - solution by direct substitution,
unidirectional search – direct search methods evolutionary search method, simplex search
method, Hook-Jeeves pattern search method, gradient based methods – steepest descent,
Cauchy’s steepest descent method, Newton’s method, conjugate gradient method -
constrained optimization. Kuhn-Tucker conditions.

TEXT BOOKS:
1. S.S. Rao, “Optimization Theory and Applications”, Second Edition, New Age
International (P) Limited Publishers, 1995.

REFERENCES:
1. Kalyanmoy Deb, “Optimization for Engineering Design Algorithms and
Examples”, Prentice Hall of India, New Delhi, 2004.
2. Edwin K.P. Chong and Stanislaw H. Zak, “An Introduction to Optimization”,
Second Edition, Wiley-Interscience Series in Discrete Mathematics and
Optimization, 2004.
3. M. Asghar Bhatti, “Practical Optimization Methods: with Mathematics
Applications”, Springer Verlag Publishers, 2000.
 Lecture Plan
Books:
1. S.S. Rao, “Optimization Theory and Applications”, Second Edition, New Age
International (P) Limited Publishers, 1995.
2. Kalyanmoy Deb, “Optimization for Engineering Design Algorithms and Examples”,
Prentice Hall of India, New Delhi, 2004.
3. M. Asghar Bhatti, “Practical Optimization Methods: with Mathematics Applications”,
Springer Verlag Publishers, 2000.

Lecture Section Content

Definitions: Optimization models, simple problem formulations
L1-L3 B1-1.4 and solutions.
Examples of some engineering optimization problems.

L4 B1-1.5 Types of Optimization Techniques and examples.

B1-2.1
L5 Single Variable (non-linear) Optimization-Analytical methods
&2.2
L6 B2-3.1 Introduction to multivariable optimization
L7 Multivariable (non-linear) optimization with no constraints-
B1-2.3
Analytical methods
L8-L9 B2-4.1 Constrained Optimization – Introduction and Graphical method
L10-L11
B3 Non-Linear Programming, Convex sets, convex functions
B2-4.1,
L12 Non-Linear Programming: Kuhn-Tucker conditions
B3
Introduction to search techniques-Single variable Optimization-
L13-L14 B2-2.1
Bracketing methods- Exhaustive Search Method
L15 B2-2.1 Bounding face method
L16-L19 Region elimination methods-Interval halving, Fibonacci search,
B2-2.3
Golden section search
L20-L21 B2-2.4 Point estimation methods-Successive Quadratic estimation
L22-L25 Gradient based methods-Bisection Method, Secant Method,
B2-2.5
Newton Raphson method
L26 B2-3.1, Introduction to numerical search of multivariable optimization
3.2 problems, Unidirectional Search
Direct Search Methods-Evolutionary Optimization Method,
L27-L31 B2-3.3.
Simplex Search Method, Hooke-Jeeves pattern search method
L32-L35 Gradient Based Methods- Cauchy’s steepest descent method,
B2-3.4
Conjugate direction method, Newton’s method

Evaluation Pattern: Internal – 50 (T1-15, T2-15, Q1-7, Q2-7, Programming assignment and test – 6)
External – 50