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Indian Institute of Science Education and Research Bhopal


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, Bellman’s principle of optimality

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