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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

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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