EC770 Optimization Models and Methods

Course Name: 

EC770 Optimization Models and Methods

Programme: 

M.Tech(SPML)

Semester: 

Second

Category: 

Programme Core (PC)

Credits (L-T-P): 

(3-0-2) 4

Content: 

Optimization Problem Formulation, Model Building, Calculus-Based Methods, Convexity and Concavity, Unconstrained Optimization, Constrained Optimization, Linear Programming (LP): Graphical Method, Simplex Method, Duality Theory and Sensitivity Analysis, Applications to Transportation and assignment problems. Nonlinear Programming (NLP):Lagrange Multipliers and Karush-Kuhn-Tucker (KKT) Conditions, Convex Optimization, Nonconvex Optimization Problems, Numerical Optimization Techniques: Line search, Gradient method, Newton's method, conjugate gradient and conjugate direction methods, Advanced Optimization Methods: dynamic programming, integer programming, metaheuristics, Network flows, Interior point methods, Semidefinite optimization, projective and scaling methods for linear programming, Stochastic Optimization Problems, Applications: Signal processing, Machine Learning, Engineering Design and Manufacturing, Transportation and Logistics, Resource Allocation, Financial Modelling, Mention of Genetic algorithm, simulated annealing, Ant Colony and Particle Swarm Optimization, Evolutionary algorithms, Game theory.

References: 

Lieven Vandenberghe and Stephen P. Boyd, Convex Optimization, Cambridge University Press, 2004.
Dimitris Bertsekas, John N. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific Series, 1997.
Aharon Ben-Tal and Arkadi Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, SIAM, 2001.
Jorge Nocedal Stephen J. Wright, Numerical Optimization, Springer, 2006.
E. K. P. Chong and S. H. Żak, An Introduction to Optimization, 4th edition, Wiley & Sons, Inc., New York 2013.
H. A.Taha, Operations Research - An Introduction, 8th edition, PHI, 2007.
F. S. Hillier and G.J. Lieberman, Introduction to Operations Research, Concepts and Cases, 8th edition, TMH, 2010.
Anders Hansson, Martin Andersen, Optimization for Learning and Control, John Wiley & Sons, Inc, 2023.

Department: 

Electronics and Communication Engineering(ECE)
 

Contact us

Prof. Ramesh Kini M.
Professor and Head,
Department of ECE, NITK, Surathkal,
P. O. Srinivasnagar,
Mangalore - 575 025 Karnataka, India.

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