Optimization Technique

Course Objective :
 To Impart the knowledge of the different optimization problems and technique
 To make understand the concept of dynamic programming and genetic algorithm
technique
Course Outcome
 Students will learn about different classifications of optimization problems and
techniques and attain knowledge on linear and non linear programming concepts
 Students will understand the fundamental concepts of dynamic programming , will have
knowledge about Genetic algorithm and its application t optimization in power system.

Unit 1: Introduction
Definition, Classification of optimization problems, Classical Optimization Techniques, Single
and Multiple Optimization with and without inequality constraints.

Unt 2: Linear Programming

Simplex method of solving LPP, revised simplex method, duality, Constrained , optimization,
Theorems and procedure, Linear programming, mathematical model, solution technique, duality.

Unit 3: Non Linear Programming

Steepest descent method, conjugates gradient method, Newton’s Method, Sequential quadratic
programming, Penalty function method, augmented Lagrange multiplier method.,

Unit 4 : Dynamic Programming(DP)

Multistage decision processes, concept of sub-optimization and principle of optimality,
Recursive relations, Integer Linear programming, Branch and bound algorithm

Unit 5: Genetic Algorithm

Introduction to genetic Algorithm, working principle, coding of variables, fitness function, GA
operators; Similarities and differences between Gas and traditional methods; Unconstrained and
constrained optimization using genetic Algorithm, real coded gas, Advanced Gas, global
optimization using GA, Applications to power system.

Reference Book
 S.S. Rao ,”Optimization – Theory and Applications”,Wiley-Eastern Limited, 1984.
 G.Luenberger,” Introduction of Linear and Non-Linear Programming” , Wesley
Publishing Company, 2011
 Computational methods in Optimization, Polak , Academic Press,1971
 Optimization Theory with applications, Pierre D.A.,Wiley Publications,1969.
 Taha, H. A., Operations Research: An Introduction, Seventh Edition, Pearson Education
Edition, Asia, New Delhi ,2002.