Optimisation

    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:

    Homework 1
    Homework 2
    Homework 3
    Homework 4

    Homework 5

    Worksheet 1 and 2
    Homework 6
    If you have any questions or comments about the class/webpage/or anything else you can visit me at
    Room A12 , Main building
    Stat-Math Unit
    Indian Statistical Institute
    Bangalore.

    I can be reached via email at: athreyaATisibang.ac.in



    http://www.isibang.ac.in/~athreya/Teaching/op08
    [Teaching]