Page 9 - M. Tech. - Power Energy Systems

SASTRA Deemed to be University M.Tech. (Power & Energy Systems)
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Course Code: MAT528
Semester: I

QUANTITATIVE TECHNIQUES

Course Objectives:

To provide insight in to the various techniques available to solve linear, nonlinear and dynamic
programming problems.

UNIT – I 15 Periods
Linear Programming
Formulation – Graphical and simplex methods – Big-M method – Two phase method – Dual
simplex method – Primal Dual problems.

UNIT – II 15 Periods
Unconstrained One-Dimensional Optimization Techniques
Necessary and sufficient conditions – Unrestricted search methods – Fibonacci and golden
section method – Quadratic Interpolation methods, cubic interpolation and direct root methods.

UNIT – III 15 Periods
Unconstrained N- Dimensional Optimization Techniques
Direct search methods – Random search – pattern search and Rosen brooch’s hill claiming
method - Descent methods – Steepest descent, conjugate gradient, quasi – Newton method.

UNIT – IV 15 Periods
Constrained Optimization Techniques
Necessary and sufficient conditions – Equality and inequality constraints – Kuhn-Tucker
conditions – Gradient projection method – cutting plane method – penalty function method.
Principle of optimality– recursive equation approach – applications. Dynamic programming-
Formulation of dynamic Programming – Forward and Backward recursive equations.

REFERENCES
1. Taha, H.A., Operations Research – An Introduction. Prentice Hall of India. 2003.
2. Rao, S.S. Optimization: Theory and Application. Wiley Eastern Press. 2nd edition. 1984.
3. Fox, R.L. Optimization methods for Engineering Design. Addition Welsey. 1971.

ONLINE MATERIALS
1. NPTEL -http://nptel.ac.in/courses/111104071/
2. IEEE Transactions and Relevant Research Articles as Suggested by Course Coordinator.

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