Number of hours
- Lectures 9.0
- Projects -
- Tutorials 3.0
- Internship -
- Laboratory works -
- Written tests -
ECTS
ECTS 12.0
Goal(s)
Learning outcomes :
- To shape a linear or non-linear programming problem,
- To understand and use the simplex algorithm,
- To understand and use the classic algorithms of non-linear programming,
- To shape and solve optimization problems in Excel using the solver.
Gerard MORTHA
Content(s)
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.
Targeted competence -> Develop innovative solutions
PrerequisitesEngineering Bachelor level - 1st year cursus in Mathematics
Written (individual) examination during the TD session.
No examen in session 2
note = note du TD
The exam is given in english only
The course exists in the following branches:
- Curriculum - Pagora Engineer - Student - Semester 8 (this course is given in english only )
- Curriculum - Master Bio2 - Semester 8 (this course is given in english only )
Course ID : 4FME1006
Course language(s):
You can find this course among all other courses.
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