MTL265
| MTL265 | |
|---|---|
| Mathematical programming Techniques | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | MTL103 |
| Overlaps | COL756 |
MTL265 : Mathematical programming Techniques
[edit]Recall of linear programming simplex algorithm and dual problem; primal-dual simplex method, linear programs with upper bounds, network optimization, network simplex method for non-capacitated and capacitated networks; dynamic programming, principle of optimality, general insight followed by in-depth examples; complexity of simplex algorithm, Karmarkar's interior point method; nonlinear programming, KKT conditions, convex programs, linear fractional programming problems, Charnes and Cooper technique, convex simplex method, Rosen projection method; multiobjective programming problems, applications to engineering and sciences, Pareto efficient solution, linear multiobjective programs, weighted sum approach, scalarization schemes, goal programming.