CIE344 Advanced Optimization Techniques Syllabus:
CIE344 Advanced Optimization Techniques Syllabus – Anna University Regulation 2021
COURSE OBJECTIVES:
• Learn to solve integer programming problems
• To know how to solve the Dynamic programming problems
• Learn to solve non – linear programming problems with un constrained optimization problems
• Understand to solve non-linear programming problems using KKT conditions, quadraticand separable programming
• To create awareness of Meta heuristic algorithms.
UNIT I INTEGER PROGRAMMING
Branch and Bound technique –cutting plane algorithm method – Travelling Salesman problem – Traveling Salesman Problem – Branch and Bound Algorithms for TSP – Heuristics for TSP – Chinese Postman Problem – Vehicle Routing Problem
UNIT II DYNAMIC PROGRAMMING
Characteristics of Dynamic Programming Problems – Deterministic Dynamic Programming – Forward and Backward recursive recursion – selected dynamic programming application – investment model – inventory model – replacement model –reliability model – stage coach problem.
UNIT III NONLINEAR PROGRAMMING – I
Types of Nonlinear Programming Problems – One-Variable Unconstrained Optimization – Multivariable Unconstrained Optimization
UNIT IV NONLINEAR PROGRAMMING – II
The Karush-Kuhn-Tucker (KKT) Conditions for Constrained Optimization – Quadratic Programming – Separable Programming – Convex Programming – Nonconvex Programming
UNIT V NON-TRADITIONAL OPTIMIZATION
Overview of Genetic algorithms, Simulated Annealing, neural network based optimization. Particle Swarm optimization, Ant Colony Optimization, Optimization of Fuzzy Systems.
TOTAL: 45 PERIODS
COURSE OUTCOMES:
CO1: Know how to solve integer programming problems
CO2: Able to solve Dynamic programming problems
CO3: Familiar in solving unconstrained non-linear optimization problems
CO4: Familiar in solving constrained liner optimization problems
CO5: Know how to solve non-linear optimization problems using Meta heuristic algorithms
REFERENCES:
1. Fredrick S.Hillier and G.J.Liberman, “Introduction to Operations Research”, McGraw Hill Inc.1995.
2. Kalymanoy Deb, “Optimization for Engineering Design”,PHI, 2003
3. Christos H. Papadimitriou, Kenneth Steiglitz, Combinatorial Optimization, PHI 2006
4. Ravindran – Phillips –Solberg, “Operations Research – Principles and Practice”, John WileyIndia, 2006.
5. Singiresu S.Rao, “Engineering optimization – Theory and practices”, John Wiley and Sons,1996.