Welcome to Optimisation course home page. I am Siva Athreya the instructor for the course.
Schedule: Monday and Wednesday from 11:30 to 1pm.
Syllabus:
Linear Programming: Basic notions; fundamental theorem of LP; the simplex algorithm; duality and applications.
LP and game theory, Karmarkar's algorithm. Constrained Optimization Problems: Equality constraints, Lagrange multipliers; Inequality constraints, Kuhn-Tucker theorem; Illustrations (including situations where the above can fail),
convexity.
References:
H. Karloff: Linear Programming, Birkhauser.
Sher-Cherng Fang and Sarat Puthenpura: Linear optimization and extensions Theory and algorithms,
Prentice Hall.
Rangarajan K. Sundaram: A first course in optimization Theory, Cambridge University Press.
Stef Tijs: Introduction to game theory, Hindustan Book Agency.
Scoring:
Final Exam is worth 50 %, Midterm is worth 30 % and Homework(s) and Quiz(es) are worth 20 %.
Homework Sets: