Mathematics

**MTH ****409: Optimization Techniques**** ****(4)**

**Pre-requisites**: MTH 303 Real Analysis I

Maxima and minima, Lagrange multipliers method, formulation of optimization problems, linear programming, non-linear programming, integer programming problems

Convex sets, separating hyperplanes theorem, simplex method, two phase simplex method, duality theorem, zero-sum two-person games, branch and bound method of integer linear programming

Dynamic programming, Bellmanâ€™s principle of optimality

*Suggested Books*:

- Katta G. Murty,
*Linear Programming*, Revised edition, Wiley, 1983 - Griva, S. Nash, A. Sofer,
*Linear and Non-linear Optimization*, second edition, SIAM, 2008 - M. Bazaraa, H. Sherali, C. Shetty,
*Non-linear Programming: Theory and Algorithms*, third edition, Wiley Inter-Science, 2006

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