MTL265: Mathematical Programming Techniques

3 Credits (3-0-0)

Pre-requisites: MTL103

Overlaps with: COL756

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.