<h3>MA5850 Operations Research</h3>
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<h4>Course Details</h4>
Linear Optimization: Formulation and Geometrical Ideas of Linear Programming Problems, Simplex Method, Revised Simplex Method, Duality, Sensitivity Analysis, Transportation and Assignment Problems, Introduction to Interior-Point Methods. (Ellipsoid Method, Karmarkar's Method).<br> Unconstrained optimization of functions of several variables: Basic theory, Classical techniques and numerical methods for unconstrained optimization (Gradient methods, Newton's method, Conjugate Direction methods, and Quasi-Newton methods).<br> Constrained nonlinear optimization of functions of several variables: Method of Lagrange multipliers, Kuhn-Tucker theory, Convex optimization, Quadratic optimization, Numerical methods for constrained optimization, Dynamic programming.
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<h4>Course References:</h4>
Texts books:<br>
1.      E.K.P. Chong, and S.H. Zak: An Introduction to Optimization, 3rd Edn., Wiley Interscience, 2008.<br>
 
References:<br>
1.      D. G. Luenberger, Linear and Nonlinear Programming, 2nd Edn., Kluwer, 2003.<br>
2.      N. S. Kambo, Mathematical Programming Techniques, East West Press, 1997.<br>
3.      M. S. Bazarra, H.D. Sherali, and C. M. Shetty, Nonlinear Programming: Theory and Algorithms, 2nd Edn., John Wiley, 1993. (also available as WSE (2004) edition).<br>
4.      D.P. Bertsekas, Nonlinear Programming, 2nd Edn., Athena Scientific, 1999.