i

Title of the course

MM 656: Simulation and Optimisation

ii

Credit structure

L          T          P          C

6           0          0           6

iii

Pre-requisite, if any

None

iv

Course content

Linear programming models and applications, simplex algorithm for linear programming. Geometry of simplex algorithm, Duality and sensitivity analysis. One dimensional minimization, Febonacci, Golden section and Quadratic interpolation methods, Unconstrained optimization, Univariate, Conjugate direction, gradient projection methods. Experimental design-Orthogonal Matrix, Factorial Design, Taguchi Techniques. Error Analysis. Next event simulation, satistical analysis of results, monte-carlo simulations, logical and statistical validity. Simulation of heat and mass flow problems, application to metal forming. Simulation of tensile testing of materials.

v

Texts/References

S.S. Rao, Optimisation 226 Theory and applications, Wiley Eastern Ltd., 1978.R.L. Fox, Optimization Method for Engineering Design, Addison Wesley, 1970.JM. Kupfer Schmind and J.G. Ecker, Introduction to Operations Research, John Wiley & Sons, 1988.

vi

Instructor(s) name

Prof. M.P.Gururajan