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  • 2:13 PM, Saturday, 08 Aug 2020

Course Postgraduate
Semester Sem. I
Subject Code MA611
Subject Title Optimization Techniques


Optimization: need for unconstrained methods in solving constrained problems, necessary con-
ditions 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: sim- plex
methods, duality in linear programming, transportation problem; nonlinear programming:
Lagrange multiplier, KKT conditions, convex programing.

Text Books


1. Chong, E. K. and Zak, S. H., An Introduction to Optimization, 2nd Ed., Wiley India (2001).

2. Luenberger, D. G. and Ye, Y., Linear and Nonlinear Programming, 3rd Ed., Springer

3. Kambo, N. S., Mathematical Programming Techniques, East-West Press (1997).