Course Archives Statistical Quality Control & Operations Research Unit

Course: Nonlinear programming & Dynamic programming Level: Postgraduate Time: Currently not offered

Syllabus Past Exams Syllabus: Non-Linear Programming: Introduction and illustrative examples; convex sets and functions and their generalizations; unconstrained optimization problem and the optimality conditions; the constrained nonlinear optimization problem; Karush Kuhn Tucker optimality conditions; necessary and sufficient conditions for optimality; brief introduction to the linear complementarity problem, quadratic, separable, fractional and geometric programming problems. Modeling industrial applications & use of software: Introduction to LINGO & MATLAB; Modeling and solving practical problems of small and large scale. Applications to supply chain management. Case Studies: Presentation of some selected case studies from the following areas: Production systems, Energy systems, Airline Optimization, Financial Engineering, ECommerce, Water resources and Military applications. Reference Texts: 1. Operations Research and Management Science, Hand Book: Edited By A. Ravi Ravindran, CRC Press, Taylor & Francis Group (web site:http://www.taylorandfrancis.com). 2. Nonlinear Programming Theory and Algorithms: By Mokhtar S. Basaraa, Hanif D. Sherali and C. M. Shetty, second edition, John Wiley & Sons Inc., New Delhi. 3. Network Programming: By Katta Murty, Pretice Hall. 4. Handbook of Applied Optimization: edited By Panos M. Pardalos and Mauricio G. C. Resende, Oxford University Press (www.oup.com) 5. The Linear Complementarity Problem: By Cottle, Pang and Stone, Academic Press. Top of the page Past Exams

Midterm 16.pdf 17.pdf Semestral 16.pdf 17.pdf Supplementary and Back Paper Top of the page

[Indian Statistical Institute]