Aller au menu Aller au contenu
A new generation of engineers

Paper, print media and biomaterials

A new generation of engineers
A new generation of engineers

> Education

Numerical methods for mathematical optimization - 4FME1006

A+Augmenter la taille du texteA-Réduire la taille du texteImprimer le documentEnvoyer cette page par mail Partagez cet article Facebook Twitter Linked In Google+ Viadeo
  • Number of hours

    • Lectures : 9.0
    • Tutorials : 3.0
    • Laboratory works : ?
    • Projects : ?
    • Internship : ?
    • Written tests : ?
    ECTS : 20.0
  • Officials : Gerard MORTHA

Goals

Linear and non-linear optimization: methods and application

Content

1. Recalls
-Recalls on matrix calculation (simple matrix operations)
-Scalar multivariables functions and vectorial functions
-Gradient, Hessian, curvature of a space function.
-Linear and quadratic functions
-Taylor development of a multivariable function
2. Resolution of non-linear algebraic systems of equations
-Iterative method
-Newton Raphson method

3. Non-linear optimization
-Heuristic methods
-Methods using the gradient only
-Methods using the gradient and the Hessian (Newton type).
-Unidimensional optimization

4. Linear optimization
-Simplexe algorithm
-Application to production management

Laboratory work session (TD session) :
The discovery and use of the EXCEL Solver for the resolution of selected problems and case studies.

Prerequisites

Engineering Bachelor level - 1st year cursus in Mathematics

Tests

Written (individual) examination during the TD session.

note = note du TD

The exam is given in english only FR

Calendar

The course exists in the following branches:

see the course schedule for 2018-2019

Additional Information

Course ID : 4FME1006
Course language(s): FR

You can find this course among all other courses.

Bibliography

MINOUX Michel Programmation mathématique, théorie et algorithmes. 2e éd. Paris : TEC/DOC Lavoisier, 2007.
MINOUX Michel Programmation mathématique, théorie et algorithmes. 2e éd. Paris : Dunod (2 vol.) 1987 - 1989 (294 p. - 276 p.).
FLETCHER Roger Practical methods of optimization. Chichester [etc.] : John Wiley & Sons, 1987

A+Augmenter la taille du texteA-Réduire la taille du texteImprimer le documentEnvoyer cette page par mail Partagez cet article Facebook Twitter Linked In Google+ Viadeo
Grenoble INP Institut d'ingénierie Univ. Grenoble Alpes