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**MA 321 OPTIMIZATION 3-0-0-6**

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**Syllabus: **Classification and general theory of optimization; Linear programming (LP) - formulation and geometric ideas, simplex and revised simplex methods, duality and sensitivity, transportation, assignment, and integer programming problems; Nonlinear optimization, method of Lagrange multipliers, Karush-Kuhn-Tucker theory, convex optimization; Numerical methods for unconstrained and constrained optimization (gradient method, Newton’s and quasi-Newton methods, penalty and barrier methods).

**Textbooks: **

- S. Bazaraa, J. J. Jarvis and H. D. Sherali, Linear Programming and Network Flows, 4th Ed., Wiley, 2011.
- S. Kambo, Mathematical Programming Techniques, Revised Ed., Affiliated East-West Press, 2008.

**References: **

- K. P. Chong and S. H. Zak, An Introduction to Optimization, 4th Ed., Wiley, 2013.
- S. Bazaraa, H. D. Sherali and C. M. Shetty, Nonlinear Programming: Theory and Algorithms, 3rd Ed., Wiley, 2013.
- G. Luenberger and Y. Ye, Linear and Nonlinear Programming, 4th Ed., Springer, 2016.
- G. Murty, Linear Programming, Wiley, 1983.
- Gale, The Theory of Linear Economic Models, The University of Chicago Press, 1989.