Mathematical Programming (Optional Paper)
Paper Code:
MAT 324
Credits:
5
Contact Hours:
75.00
Max. Marks:
100.00
Unit I:
I
15.00
Separating and supporting hyperplane theorems. Revised simplex method to solve Linear Programming problems, Bounded variable problems.
Unit II:
II
15.00
Integer programming: Integer & mixed integer programming problems, Gomory’s algorithm, Branch and Bound algorithm, Cutting plane Method.
Unit III:
III
15.00
Goal programming: Graphical goal attainment method, Simplex method for GPP. Separable programming: Piece-wise Linear approximations to non-linear functions, Reduction to separable programming problem to l.p.p.,
Unit IV:
IV
15.00
Separable programming Linear Complementary problem(LCP), Quadratic Programming and use of LCP for solving Quadratic Programming , Goal programming, Ranking and weighting of multiple goals, Simplex method for GPP, Goal programming Applications.
Unit V:
V
15.00
Dynamic programming: Introduction, Bellman principle of optimality, solution of problems with finite number stages, solution of l.p.p. by dynamic programming.
Essential Readings:
- S. D. Sharma: Operations Research, Kedar Nath Ram Noth and co.
- Kanti Swarup, P.K.Gupta and Manmohan : Operations research, S. Chand & Co.
- Hamady Taha: Operations Research, Mac Millan Co.
- G. Hadley: Linear programming, Oxford and IBH Publishing Co.
- S. I. Gass: Linear Programming, Mc Graw Hill Book Co.
- F.S.Hiller And G.J. Lieberman: Introduction to Operations Research, Addison Wesley.
- R.S.Garfinkel and G.L. Nemhauser
Academic Year:
