Syllabus
Optimization: Need for unconstrained methods in solving constrained problems, Necessary conditions of unconstrained optimization, Structure methods, Quadratic models, Methods of line search, Steepest descent method, Quasi-Newton methods: DFP, BFGS, Conjugate-direction methods:, Methods for sums of squares and nonlinear equations ,Linear Programming: Simplex Methods, Duality ii LPP, Transportation problem, Nonlinear programming: Lagrange Multiplier, KKT conditions, Convex programming.
Text Books
1. E. K. Chong and S. H. Zak, An Introduction to Optimization, 2nd Ed., Wiley India, 2001.
References
- D. G. Luenberger and Y. Ye, Linear and Nonlinear Programming, 3rd Ed., Springer India, 2008.
- N. S. Kambo, Mathematical Programming Techniques, East-West Press, 1997.