Credits: 3 (3-0-0)
Prerequisites: MTL103
Overlaps with: COL756
Description
Recall of linear programming simplex algorithm and dual problem;
primal-dual simplex method, linear programs with upper bounds, network optimization, network simplex method for non-capacitated and capacitated networks; dynamic programming, principle of optimality, general insight followed by in-depth examples; complexity of simplex algorithm, Karmarkar’s interior point method; nonlinear programming, KKT conditions, convex programs, linear fractional programming problems, Charnes and Cooper technique, convex simplex method, Rosen projection method; multiobjective programming problems, applications to engineering and sciences, Pareto efficient solution, linear multiobjective programs, weighted sum approach, scalarization schemes, goal programming.
Prerequisite Tree
flowchart TD
MTL265-611[MTL265]
MTL265-611 --> MTL103-611[MTL103]
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