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Introduction PDF
Introduction PDF
19 August 2013
R.K. Bhattacharjya/CE/IITG
Course content
Basics of engineering analysis and design, need for optimal
design, formulation of optimal
design problems, basic
difficulties associated with solution of optimal problems,
classical
optimization methods, necessary and sufficient
optimality criteria for unconstrained and constrained problems,
Kuhn-Tucker conditions, global optimality and convex analysis,
linear optimal problems, Simplex method, Introduction to
Karmarkars algorithm; numerical
methods for nonlinear
unconstrained and constrained problems, sensitivity analysis,
linear post optimal analysis, sensitivity analysis of discrete and
distributed systems; introduction to variational methods of
sensitivity analysis, shape sensitivity, introduction to integer
programming, dynamic programming, stochastic programming
and geometric programming, introduction to genetic algorithm
and simulated annealing.
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R.K. Bhattacharjya/CE/IITG
Books
K. Deb., Optimization for Engineering Design:
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R.K. Bhattacharjya/CE/IITG
Assessment
Assignment
Quiz
Mid semester exam
End semester exam
Project
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: 10
: 15
: 25
: 40
: 10
R.K. Bhattacharjya/CE/IITG
What is Optimization?
Optimization is the act of obtaining the best result
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Introduction to optimization
Global optima
Local optima
Local optima
Local optima
Local optima
X
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Introduction to optimization
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Minima
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Maxima
R.K. Bhattacharjya/CE/IITG
Inflection point
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global
or
absolute
minimum at x = x* if f (x* )
f(x) for all x in the
domain over which f(x) is
defined.
A function is said to have a
global
or
absolute
maximum at x = x* if f (x*
) f(x) for all x in the
domain over which f(x) is
defined.
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Golden ratio
0.618=1/1.618
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THANKS
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