UMA031 OPTIMIZATION TECHNIQUES

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**Scope of Operations
Research**: Introduction to linear and non-linear programming formulation

of different models.

**
Linear Programming:** Geometry of linear programming, Graphical method,
Linear programming (LP) in standard form, Solution of LP by simplex and revised
simplex methods, Exceptional cases in LP, Duality theory, Dual Simple method,
Sensitivity analysis.

Integer Programming:

**CPM and PERT:** Drawing of networks,
Removal of redundancy, Network computations, Free slack, Total slack, Crashing,
Resource allocation.

**Non-Linear
Programming:** Characteristics, Concepts of convexity, maxima and minima of
functions of n-variables using Lagrange multipliers and Kuhn-Tuker conditions,
One dimensional search methods, Fibonacci, golden section method and gradient
methods for unconstrained problems.

**Software:** Introduction to software
for optimization techniques (TORA).

*Text Books*

*Taha, H.A., Operations Research: An Introduction, Prentice Hall of India (2007) 8*^{th}ed.*Kasana, H.S., Introductory Operation Research: Theory and Applications, Springer Verlag (2005).*

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*Reference Books*

*Rardin, Ronald L., Optimization in Operations research, Pearson Education (2005).*

*Ravindran A, Phllips D.T. and Solberg J.J.
Operation Research: Principles and Practice, John Wiley (2007).*