code CS403
credit_hours 3
title Optimization Techniques
arbic title
prequisites CS301
credit hours 3
Description/Outcomes Solution of Ordinary differential equations, Optimization Models in Operations Research Linear and Non-linear models, Simplex Search for Linear Programming, Duality and Sensitivity in Linear Programming, Multi-objective Optimization and Goal Programming, Unconstrained Nonlinear Programming, Selected Methods for Constrained Nonlinear Programming : Lagrange Multiplier Methods and Penalty and Barrier Methods.
arabic Description/Outcomes
objectives Upon completion of this course, students should be able to:
1. Solve Ordinary differential equations.
2. Use mathematical models in which one seeks to minimize or maximize an objective subject to constraints.
3. Solve linear programming problems.
4. Solve nonlinear programming problems.
5. Find solution methods for optimization models using optimization software.
6. Understand Multi-objective Optimization and Goal Programming.
arabic objectives
ref. books Steven C. Chapra and Raymond P. Canale, Numerical Methods for Engineers with Software and Programming Applications, 4th Edition, McGraw Hill, 2002.
arabic ref. books
textbook Ronald L. Rardin, Optimization in Operations Research, Prentice Hall, 1998.
arabic textbook
objective set combined
content set bullets
Course Content
content serial Description
1 Introduction and Class Organization
2 Concepts of Operations Research Modeling
3 Concepts of Operations Research Modeling
4 Concepts of Optimization Search
5 Linear Programming Algorithms
6 Modeling with Linear Programming
7 7th week Exam
8 Linear Programming Duality and Output Analysis
9 Linear Programming Duality and Output Analysis
10 Shortest Paths and Dynamic Programming
11 Network Flows
12 12th week Exam
13 Discrete Optimization
14 Discrete Optimization
15 Revision