MALAVIYA NATIONAL INSTITUTE OF TECHNOLOGY, JAIPUR.
DEPARTMENT OF MATHEMATICS
SYLLABUS
MAT-659
Numerical optimization technique
(3L+1T+0P)
4Credits
Revised Simplex method for LPP, bounded variable problem. Integer Programming:
Gomory’s algorithm for all integer programming problem, branch and bound technique.
Quadratic forms; concave and convex functioning and multiplier. Lagrange function and
multiplier.
Quadratic programming; Wolfe’s method, Beal’s method.
Duality in quadratic
programming. Dynamic programming; Principle of optimality due to Bellman, solution of an
LPP by dynamic programming. Queuing models.
Network Analysis’s: Project planning and control with PERT-CPM.
Books recommended:
1. O.L. Mangasarian ,Non-linear Programming,SIAM,(1987).
2. G. Hadley ,Linear Programming,Addison-Wesley Pub.Co.,(1962).
3. Gross & Moris ,Fundamental of Queuing theory,4th Edi.,Wiley,(2008).
4. L.S.Srinath ,PERT and CPM Principles and applications,East-West Press Private
Limited,(1971).