Source document. This page reproduces the syllabus this course was written to, as published — its semesters, credits and paper numbers are that document’s, not this site’s. The course itself is studied on its own, in any order.
| Title | Optimization Techniques |
|---|---|
| Theory Credits | 3 (3 hrs/week) |
| Practical Credits | 1 (2 hrs/week) |
Introduction, mathematical formulation. Initial Basic Feasible Solution — North-West Corner rule, Lowest-Cost Entry method, Vogel's Approximation Method. Method of finding optimal solution — MODI method. Degeneracy in transportation problem, resolution of degeneracy, unbalanced transportation problem. Maximization of TP.
Introduction, mathematical formulation. Hungarian method for solving assignment problems — both balanced and unbalanced cases. Maximization. Restricted assignment problems.
Introduction and assumptions of sequencing problems. Johnson's algorithm and problems for n jobs on two machines. Algorithm and problems for n jobs on three machines. Algorithm and problems for n jobs on m machines.
Two-person zero-sum games. Pure and mixed strategies. Maxmin and Minimax principles, saddle point and its existence. Games without saddle point. Mixed strategies. Solution of 2×2 rectangular games. Graphical method of solving 2×n and m×2 games. Dominance property.
Basic components of a network — nodes and arcs, events and activities. Rules of network construction. Time calculations in networks. Critical Path Method (CPM) and Programme Evaluation and Review Technique (PERT).
Open practical course material →
| Unit | Topic | Approx. Weightage |
|---|---|---|
| 1 | Transportation Problem | 25 % |
| 2 | Assignment Problem | 15 % |
| 3 | Sequencing Problem | 15 % |
| 4 | Game Theory | 20 % |
| 5 | Network Scheduling (CPM/PERT) | 25 % |
| Topic | Method / Formula |
|---|---|
| TP — IBFS | NWCM (easiest), LCEM (cost-aware), VAM (most accurate) |
| TP — Optimality | MODI: \(u_i + v_j = c_{ij}\) on basic cells; \(d_{ij} = c_{ij} - (u_i + v_j) \ge 0\) ⇒ optimum |
| TP — Maximization | Replace \(c_{ij}\) by \(M - c_{ij}\); minimize |
| Assignment — Hungarian | Row red → Col red → Cover lines (k) → if k < n adjust by min uncovered |
| Sequencing — n × 2 | Johnson's rule: min on M₁ → schedule early; min on M₂ → schedule late |
| Sequencing — n × 3 | If min(M₁) ≥ max(M₂) or min(M₃) ≥ max(M₂): use G = M₁+M₂, H = M₂+M₃ |
| Game — Saddle | Saddle exists iff Maxmin = Minimax; common entry = value |
| 2×2 mixed | \(p = (d-c)/[(a+d)-(b+c)]\); \(v = (ad-bc)/[(a+d)-(b+c)]\) |
| Dominance | Row Aᵢ uniformly ≥ Aₖ ⇒ Aₖ dominated, delete |
| CPM — Forward | \(E_j = \max_{i \to j}(E_i + t_{ij})\) |
| CPM — Backward | \(L_i = \min_{i \to j}(L_j - t_{ij})\) |
| CPM — Total Float | \(\text{TF}_{ij} = L_j - E_i - t_{ij}\) |
| Critical Path | Activities with TF = 0 |
| PERT — Expected time | \(t_e = (a + 4m + b)/6\) |
| PERT — Variance | \(\sigma^2 = ((b - a)/6)^2\) |
| PERT — Probability | \(P(T_p \le T) = \Phi((T - T_e)/\sigma_{\text{project}})\) |